MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       43,984
COMMITMENTS
   2,466    5,215    9,942   26,401   20,839   38,809   35,996    5,175    7,987

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -5,984)
    -142   -2,064   -1,271   -4,655   -1,585   -6,068   -4,920       84   -1,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6     11.9     22.6     60.0     47.4     88.2     81.8     11.8     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10       25       18       33       29       57       58
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      164,982
COMMITMENTS
  24,234   44,714   52,833   66,506   39,800  143,573  137,347   21,409   27,635

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -2,335)
      58      610     -918      276      935     -584      627   -1,751   -2,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     27.1     32.0     40.3     24.1     87.0     83.2     13.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      52       81       68       44       35      147      142
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      263,502
COMMITMENTS
  66,208   39,905   60,107  112,847  118,357  239,162  218,369   24,341   45,133

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        856)
    -844     -854    1,305      559    1,780    1,019    2,230     -162   -1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     15.1     22.8     42.8     44.9     90.8     82.9      9.2     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      331)
      97       72       86       92      140      238      257
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,028
COMMITMENTS
   3,135      959      731    2,605    4,776    6,471    6,465    1,557    1,562

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -536)
     -87      -30     -230      -39     -263     -356     -523     -180      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1     11.9      9.1     32.5     59.5     80.6     80.5     19.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      22       10        7       16       24       41       40
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,958
COMMITMENTS
  10,100    1,907    5,726    6,170    9,389   21,995   17,022    5,963   10,936

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        778)
     936   -1,168       62     -190    1,891      809      785      -31       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1      6.8     20.5     22.1     33.6     78.7     60.9     21.3     39.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      40       22       24       36       57       89       93
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       16,969
COMMITMENTS
   4,856    1,647        0   11,853   15,137   16,709   16,784      260      185

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        968)
     276     -190        0      819    1,402    1,095    1,212     -127     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      9.7      0.0     69.9     89.2     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        3        0       10        8       16       11
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       92,409
COMMITMENTS
  31,064   24,543    5,888   20,001   45,694   56,954   76,125   35,455   16,284

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -6,394)
  -1,980    2,080   -4,581   -1,147   -2,923   -7,708   -5,424    1,315     -970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6     26.6      6.4     21.6     49.4     61.6     82.4     38.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      22       19       15       18       16       46       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       36,932
COMMITMENTS
  16,411    5,208    2,023    3,857   21,782   22,291   29,013   14,641    7,920

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -730)
    -147     -882     -549     -313    1,715   -1,008      285      279   -1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.4     14.1      5.5     10.4     59.0     60.4     78.6     39.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      10       10        4        5        7       19       17
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       61,934
COMMITMENTS
  48,769    9,749      344    7,900   49,121   57,013   59,214    4,921    2,720

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      7,879)
   8,413   -1,656      -16     -392    9,911    8,005    8,239     -126     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    78.7     15.7      0.6     12.8     79.3     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27       16        1        7       17       34       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       94,135
COMMITMENTS
  26,787   35,223    3,935   42,956   35,913   73,677   75,071   20,458   19,064

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    -10,171)
  -4,193    1,103   -3,640    1,214   -5,203   -6,620   -7,740   -3,551   -2,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5     37.4      4.2     45.6     38.2     78.3     79.7     21.7     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      19       22        9       12       15       35       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       96,740
COMMITMENTS
  36,301   19,559    3,597   33,562   55,706   73,460   78,861   23,280   17,879

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     14,933)
  13,587   -4,643   -1,963   -1,712   20,249    9,913   13,644    5,020    1,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5     20.2      3.7     34.7     57.6     75.9     81.5     24.1     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      22       24        8       19       18       45       46
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      139,503
COMMITMENTS
  48,281   37,933   10,245   29,837   55,591   88,363  103,769   51,140   35,734

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      2,920)
   1,316    8,462   -4,157   -1,757     -897   -4,597    3,408    7,518     -487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6     27.2      7.3     21.4     39.8     63.3     74.4     36.7     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      40       40       28       23       29       77       83
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,694
COMMITMENTS
  16,391    1,034        0    3,178   19,513   19,569   20,547    2,125    1,147

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -2,048)
  -2,288       38        0      292   -2,006   -1,996   -1,968      -52      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.6      4.8      0.0     14.6     89.9     90.2     94.7      9.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11        4        0        6       11       17       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,950,766
COMMITMENTS
 832,562  268,063  4097019  5988448  6603023 10918029 10968105  1032737  982,661

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    531,019)
  87,206   57,215  227,053  157,992  215,707  472,251  499,976   58,769   31,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      2.2     34.3     50.1     55.3     91.4     91.8      8.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      74       34       98      126      125      237      226
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      481,721
COMMITMENTS
  37,607   40,955   37,334  301,382  344,959  376,323  423,247  105,398   58,474

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     13,036)
   1,668    3,177    8,878    9,926    2,096   20,472   14,150   -7,436   -1,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      8.5      7.8     62.6     71.6     78.1     87.9     21.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      30       24       38       80       72      129      116
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,547,518
COMMITMENTS
 477,377  374,555   70,837  1819524  1805149  2367739  2250542  179,779  296,976

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:    101,824)
  13,345   67,670   12,953   54,437   37,795   80,734  118,417   21,090  -16,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7     14.7      2.8     71.4     70.9     92.9     88.3      7.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      433)
      92      108       74      154      162      285      305
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      101,322
COMMITMENTS
  11,771    9,469      980   79,165   86,588   91,916   97,037    9,406    4,285

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:       -135)
  -2,153     -514      909    1,021     -340     -223       55       89     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      9.3      1.0     78.1     85.5     90.7     95.8      9.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
       9        9        1       51       29       61       38
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       15,136
COMMITMENTS
   1,483    5,132        0    9,752    6,094   11,235   11,226    3,901    3,910

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        546)
  -1,229      954        0    1,743     -297      514      657       32     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8     33.9      0.0     64.4     40.3     74.2     74.2     25.8     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        6        0       12       13       16       19
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      254,726
COMMITMENTS
  60,749   55,139    7,757  161,895  174,000  230,401  236,897   24,325   17,829

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      5,755)
 -20,477    5,194    1,885   24,693   -1,556    6,102    5,523     -347      232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     21.6      3.0     63.6     68.3     90.5     93.0      9.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      44       56       21       54       67      109      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       91,711
COMMITMENTS
  44,709   11,961    2,911   21,616   66,084   69,235   80,956   22,476   10,755

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:     -5,982)
  -1,800    1,649     -615   -2,852   -7,765   -5,267   -6,731     -715      748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.7     13.0      3.2     23.6     72.1     75.5     88.3     24.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      22       10        8       10       13       36       27
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       26,251
COMMITMENTS
   7,512    6,286        0    7,142   14,213   14,654   20,499   11,597    5,752

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      1,410)
    -800      883        0   -4,608     -499   -5,408      384    6,818    1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6     23.9      0.0     27.2     54.1     55.8     78.1     44.2     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       9       10        0       10       19       19       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       34,618
COMMITMENTS
   8,416   10,767      846   13,600   18,967   22,862   30,580   11,756    4,038

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:      2,641)
    -385    1,026      247    3,033      172    2,895    1,445     -254    1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3     31.1      2.4     39.3     54.8     66.0     88.3     34.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      13       15        1       17       20       31       35
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       25,947
COMMITMENTS
   3,189    6,259      169   19,955   18,051   23,313   24,479    2,634    1,468

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        -52)
    -391     -418       32      457      180       98     -206     -150      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     24.1      0.7     76.9     69.6     89.8     94.3     10.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       8        5        3       13       13       23       19
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,782
COMMITMENTS
   4,012      114        0   10,437   15,129   14,449   15,243    1,333      539

CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST:        -97)
    -223        0        0      263     -416       40     -416     -137      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4      0.7      0.0     66.1     95.9     91.6     96.6      8.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        1        0        8        4       19        5
 

Updated July 10, 2009