BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,755
COMMITMENTS
       0        0        0    4,310    4,130    4,310    4,130      445      625

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:         33)
       0        0        0       84       17       84       17      -51       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.6     86.9     90.6     86.9      9.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       13       19       13
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,108
COMMITMENTS
   1,827    6,819    2,590   20,205   15,248   24,622   24,657    4,486    4,451

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        437)
     384      245      177      170      190      731      612     -294     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     23.4      8.9     69.4     52.4     84.6     84.7     15.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      14       22       19       30       22       54       53
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      125,840
COMMITMENTS
  26,288   47,836   16,954   61,737   35,314  104,979  100,104   20,861   25,736

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -6,688)
  -1,297    1,627   -5,346    1,286   -2,690   -5,357   -6,409   -1,331     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     38.0     13.5     49.1     28.1     83.4     79.5     16.6     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      62       65       53       37       37      133      136
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      229,406
COMMITMENTS
  66,824   39,691   36,155  101,406  111,380  204,385  187,226   25,021   42,180

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,939)
   1,808    1,546    1,432     -356    1,650    2,884    4,628     -945   -2,689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     17.3     15.8     44.2     48.6     89.1     81.6     10.9     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
      95       69       86       76      135      224      252
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,612
COMMITMENTS
   3,144    2,346      882    2,832    3,982    6,858    7,210    1,754    1,402

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        794)
    -174     -163      540      308      437      674      814      120      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     27.2     10.2     32.9     46.2     79.6     83.7     20.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      26       18       12       16       21       49       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,165
COMMITMENTS
  10,804    2,840    4,717    5,643    8,993   21,164   16,550    6,001   10,615

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -156)
    -288      175      520     -779     -678     -547       17      391     -173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     10.5     17.4     20.8     33.1     77.9     60.9     22.1     39.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      39       21       19       29       48       77       81
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       20,924
COMMITMENTS
   5,597      171        0   15,108   20,358   20,705   20,529      219      395

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      1,567)
   1,942     -111        0     -132    1,572    1,810    1,461     -243      106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7      0.8      0.0     72.2     97.3     99.0     98.1      1.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        1        0       11        9       18       10
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       92,023
COMMITMENTS
  48,548   19,480      613    9,804   55,553   58,965   75,646   33,058   16,377

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      2,130)
   5,901   -6,661        9   -2,275    7,773    3,635    1,121   -1,505    1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.8     21.2      0.7     10.7     60.4     64.1     82.2     35.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      24       13        4       13       18       39       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,313
COMMITMENTS
  18,808    4,638       41    2,900   25,014   21,749   29,693   15,564    7,620

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -2,326)
  -1,374   -2,347      -45      617     -301     -802   -2,693   -1,524      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4     12.4      0.1      7.8     67.0     58.3     79.6     41.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        7        2        3        9       17       18
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       56,665
COMMITMENTS
  40,014    9,807       43   12,208   43,869   52,265   53,719    4,400    2,946

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     13,579)
  16,837   -2,155       32   -3,895   16,169   12,974   14,046      605     -467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.6     17.3      0.1     21.5     77.4     92.2     94.8      7.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      21       16        2       11       14       32       32
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       92,133
COMMITMENTS
  23,863   31,906      152   48,534   41,792   72,549   73,850   19,584   18,283

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -2,018)
  -3,578   -1,226       23    2,621   -1,784     -934   -2,987   -1,084      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     34.6      0.2     52.7     45.4     78.7     80.2     21.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       25        4       13       15       33       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       90,649
COMMITMENTS
  37,334   13,032       51   28,105   62,714   65,490   75,797   25,159   14,852

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:    -19,961)
 -15,639   -3,753       20   -2,317  -16,901  -17,936  -20,634   -2,025      673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     14.4      0.1     31.0     69.2     72.2     83.6     27.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      27       15        3       13       16       41       33
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      136,354
COMMITMENTS
  55,671   35,384      500   26,861   65,511   83,032  101,395   53,322   34,959

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -7,060)
 -10,602    3,883       36    2,075  -14,255   -8,491  -10,336    1,431    3,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     26.0      0.4     19.7     48.0     60.9     74.4     39.1     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      41       35       10       19       28       63       70
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       22,692
COMMITMENTS
  17,990      423        0    2,220   21,440   20,210   21,863    2,482      829

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        705)
   1,031     -353        0     -371    1,343      660      990       45     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.3      1.9      0.0      9.8     94.5     89.1     96.3     10.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        3        0        4       13       16       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,639,965
COMMITMENTS
 1038601  276,848  711,550  3959425  4740202  5709576  5728600  930,389  911,365

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     70,370)
  -2,644   67,750    9,692   64,708  -21,181   71,756   56,261   -1,386   14,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      4.2     10.7     59.6     71.4     86.0     86.3     14.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      63       41       81      106      105      209      194
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      386,329
COMMITMENTS
  26,341   40,776    2,828  265,159  298,004  294,328  341,608   92,001   44,721

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -4,525)
   1,380   -3,300      763   -1,493      239      650   -2,298   -5,175   -2,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     10.6      0.7     68.6     77.1     76.2     88.4     23.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      20       19        9       69       64       95       86
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,503,699
COMMITMENTS
 481,928  378,794   30,118  1818087  1853702  2330133  2262614  173,566  241,085

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     83,216)
  16,255  -14,828    5,312   52,965  137,180   74,532  127,664    8,684  -44,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     15.1      1.2     72.6     74.0     93.1     90.4      6.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
      93      100       34      136      149      243      269
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,923
COMMITMENTS
  17,275    9,395        0   77,180   91,113   94,455  100,508    9,468    3,415

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      3,668)
   3,643     -721     -902      445    5,756    3,186    4,133      482     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      9.0      0.0     74.3     87.7     90.9     96.7      9.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      10        6        0       47       30       57       36
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,182
COMMITMENTS
   3,817    3,937        0    9,317    8,330   13,134   12,267    4,048    4,915

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     -2,623)
     681     -784        0   -3,187     -325   -2,506   -1,109     -117   -1,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     22.9      0.0     54.2     48.5     76.4     71.4     23.6     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        6        0       13       15       17       21
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      305,032
COMMITMENTS
 109,409   76,460    2,799  159,666  207,858  271,874  287,117   33,158   17,915

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:     25,124)
  35,094    9,846      318  -10,491   17,008   24,921   27,172      203   -2,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     25.1      0.9     52.3     68.1     89.1     94.1     10.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      61       60       13       48       71      117      136
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      103,394
COMMITMENTS
  53,877   10,382      163   23,448   83,098   77,488   93,643   25,906    9,751

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      4,915)
   2,825   -1,882      -57      -45    5,452    2,723    3,513    2,192    1,402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1     10.0      0.2     22.7     80.4     74.9     90.6     25.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      23        9        1       11       12       35       21
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,770
COMMITMENTS
   9,709   10,528        0   10,077   16,973   19,786   27,501   12,984    5,269

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      3,347)
     772    2,758        0    1,730    1,093    2,502    3,851      845     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     32.1      0.0     30.8     51.8     60.4     83.9     39.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11       13        0       16       19       27       32
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       42,757
COMMITMENTS
  12,858   10,692      463   23,283   18,733   36,604   29,888    6,153   12,869

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:      2,953)
   2,488     -774     -868    2,882    1,631    4,502      -11   -1,549    2,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     25.0      1.1     54.5     43.8     85.6     69.9     14.4     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      16       10        2       27       21       43       33
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       24,666
COMMITMENTS
   3,609    6,981      154   18,097   15,451   21,860   22,586    2,806    2,080

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:       -310)
      21      215        0     -655     -526     -634     -311      324        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     28.3      0.6     73.4     62.6     88.6     91.6     11.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        4        2       11       13       20       18
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 07/28/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,422
COMMITMENTS
   3,433      701        0   10,830   14,219   14,263   14,920    1,159      502

CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST:        344)
     135      158        0      103      386      238      544      106     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      4.5      0.0     70.2     92.2     92.5     96.7      7.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        3        0        8        4       17        7
 

Updated July 31, 2009