BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,289
COMMITMENTS
       0        0        0    3,801    3,904    3,801    3,904      488      385

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -466)
       0        0        0     -509     -226     -509     -226       43     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.6     91.0     88.6     91.0     11.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       12       17       12
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       24,926
COMMITMENTS
   1,182    5,307    1,417   17,505   13,548   20,104   20,272    4,822    4,654

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     -4,182)
    -645   -1,512   -1,173   -2,700   -1,700   -4,518   -4,385      336      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     21.3      5.7     70.2     54.4     80.7     81.3     19.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11       18       14       29       20       47       47
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      126,673
COMMITMENTS
  25,932   48,163   18,448   63,198   36,228  107,578  102,839   19,095   23,834

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        833)
    -356      327    1,494    1,461      914    2,599    2,735   -1,766   -1,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     38.0     14.6     49.9     28.6     84.9     81.2     15.1     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      62       66       55       40       40      138      141
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      235,693
COMMITMENTS
  71,965   41,613   39,649  101,290  110,606  212,904  191,868   22,789   43,825

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      6,287)
   5,141    1,922    3,494     -116     -774    8,519    4,642   -2,232    1,645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     17.7     16.8     43.0     46.9     90.3     81.4      9.7     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      336)
      88       71       89       78      137      225      260
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,336
COMMITMENTS
   3,292    2,472      960    3,002    4,356    7,254    7,788    2,082    1,548

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:        724)
     148      126       78      170      374      396      578      328      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     26.5     10.3     32.2     46.7     77.7     83.4     22.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      24       19       10       14       22       45       45
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,172
COMMITMENTS
  10,489    3,173    4,403    5,678    8,228   20,570   15,804    5,602   10,368

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -993)
    -315      333     -314       35     -765     -594     -746     -399     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     12.1     16.8     21.7     31.4     78.6     60.4     21.4     39.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      37       20       21       26       47       72       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      105,272
COMMITMENTS
  58,426   21,834      605    9,972   67,309   69,003   89,748   36,269   15,524

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     13,249)
   9,878    2,354       -8      168   11,756   10,038   14,102    3,211     -853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     20.7      0.6      9.5     63.9     65.5     85.3     34.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      27       13        4       12       17       40       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,223
COMMITMENTS
  21,341    6,829       86    2,817   28,444   24,244   35,359   17,979    6,864

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      4,910)
   2,533    2,191       45      -83    3,430    2,495    5,666    2,415     -756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     16.2      0.2      6.7     67.4     57.4     83.7     42.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      16        8        2        3       11       20       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       62,079
COMMITMENTS
  45,350    9,419       37   11,378   49,730   56,765   59,186    5,314    2,893

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      5,414)
   5,336     -388       -6     -830    5,861    4,500    5,467      914      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.1     15.2      0.1     18.3     80.1     91.4     95.3      8.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      26       17        1       10       15       36       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      107,366
COMMITMENTS
  36,683   38,911      111   46,100   47,817   82,894   86,839   24,472   20,527

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     15,233)
  12,820    7,005      -41   -2,434    6,025   10,345   12,989    4,888    2,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     36.2      0.1     42.9     44.5     77.2     80.9     22.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      24       26        2       12       15       38       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       80,101
COMMITMENTS
  28,269   17,654       33   29,078   46,404   57,380   64,091   22,721   16,010

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:    -10,548)
  -9,065    4,622      -18      973  -16,310   -8,110  -11,706   -2,438    1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     22.0      0.0     36.3     57.9     71.6     80.0     28.4     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      20       20        3       16       17       39       37
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      138,237
COMMITMENTS
  61,443   34,337      946   22,984   72,454   85,373  107,737   52,864   30,500

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      1,883)
   5,772   -1,047      446   -3,877    6,943    2,341    6,342     -458   -4,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     24.8      0.7     16.6     52.4     61.8     77.9     38.2     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      50       34       14       17       28       71       72
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       23,883
COMMITMENTS
  18,975      775        0    2,134   22,163   21,109   22,938    2,774      945

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      1,191)
     985      352        0      -86      723      899    1,075      292      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.4      3.2      0.0      8.9     92.8     88.4     96.0     11.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      13        5        0        4       12       17       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,599,869
COMMITMENTS
 945,593  296,372  713,185  4046208  4735699  5704986  5745256  894,883  854,613

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:    -40,096)
 -93,008   19,524    1,635   86,783   -4,503   -4,590   16,656  -35,506  -56,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      4.5     10.8     61.3     71.8     86.4     87.1     13.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      62       40       77      104      107      202      196
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      392,668
COMMITMENTS
  28,491   39,241    2,596  270,538  306,839  301,625  348,676   91,043   43,992

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      6,339)
   2,150   -1,535     -232    5,379    8,835    7,297    7,068     -958     -729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     10.0      0.7     68.9     78.1     76.8     88.8     23.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      23       19        8       70       66       99       87
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,547,131
COMMITMENTS
 466,986  400,655   33,945  1883571  1869591  2384502  2304191  162,629  242,940

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     43,432)
 -14,942   21,861    3,827   65,484   15,889   54,369   41,577  -10,937    1,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     15.7      1.3     73.9     73.4     93.6     90.5      6.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
      93      101       36      152      144      266      260
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      103,677
COMMITMENTS
  16,865    9,525        0   76,747   90,620   93,612  100,145   10,065    3,532

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -246)
    -410      130        0     -433     -493     -843     -363      597      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      9.2      0.0     74.0     87.4     90.3     96.6      9.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      10        6        0       48       31       58       37
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,517
COMMITMENTS
   3,910    3,719        0   11,630   11,422   15,540   15,141    3,977    4,376

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      2,335)
      93     -218        0    2,313    3,092    2,406    2,874      -71     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     19.1      0.0     59.6     58.5     79.6     77.6     20.4     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        6        0       14       16       17       22
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      315,907
COMMITMENTS
 118,625   71,741    2,957  161,616  221,645  283,198  296,343   32,709   19,564

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:     10,875)
   9,216   -4,719      158    1,950   13,787   11,324    9,226     -449    1,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     22.7      0.9     51.2     70.2     89.6     93.8     10.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      60       48       13       50       67      115      123
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      106,512
COMMITMENTS
  56,300    9,890      163   22,267   86,568   78,730   96,621   27,782    9,891

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      3,118)
   2,423     -492        0   -1,181    3,470    1,242    2,978    1,876      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9      9.3      0.2     20.9     81.3     73.9     90.7     26.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      24        8        1       10       12       35       20
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,300
COMMITMENTS
   9,838   10,213        0    8,999   15,488   18,837   25,701   13,463    6,599

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -470)
     129     -315        0   -1,078   -1,485     -949   -1,800      479    1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5     31.6      0.0     27.9     48.0     58.3     79.6     41.7     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       12        0       14       18       26       30
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       42,116
COMMITMENTS
  12,126   11,985      199   23,992   19,273   36,317   31,457    5,799   10,659

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -641)
    -732    1,293     -264      709      540     -287    1,569     -354   -2,210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     28.5      0.5     57.0     45.8     86.2     74.7     13.8     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      13       10        2       25       21       38       33
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       24,037
COMMITMENTS
   3,365    7,114       99   18,143   14,291   21,607   21,504    2,430    2,533

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:       -629)
    -244      133      -55       46   -1,160     -253   -1,082     -376      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     29.6      0.4     75.5     59.5     89.9     89.5     10.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        4        2       13       10       22       15
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/04/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       16,959
COMMITMENTS
   4,222      756        0   11,223   15,773   15,445   16,529    1,514      430

CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST:      1,537)
     789       55        0      393    1,554    1,182    1,609      355      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      4.5      0.0     66.2     93.0     91.1     97.5      8.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        2        0        8        5       19        7
 

Updated August 7, 2009