MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,841
COMMITMENTS
     746    6,708      279   21,284   13,706   22,309   20,693    3,532    5,148

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,864)
     414   -2,262     -268   -4,071     -694   -3,925   -3,224       61     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     26.0      1.1     82.4     53.0     86.3     80.1     13.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       16       11       28       21       42       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      191,486
COMMITMENTS
  46,034   31,492   35,379   90,951   94,722  172,364  161,593   19,122   29,893

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -3,922)
  -3,401    1,169    1,371     -849   -5,957   -2,879   -3,417   -1,043     -505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     16.4     18.5     47.5     49.5     90.0     84.4     10.0     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      82       60       74       47       64      172      170
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      325,069
COMMITMENTS
 114,763   58,686   45,476  133,170  156,154  293,409  260,316   31,660   64,753

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      3,626)
   2,166   -2,096   -3,236     -232    4,575   -1,302     -757    4,928    4,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     18.1     14.0     41.0     48.0     90.3     80.1      9.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     113       75      103       62      152      232      288
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,941
COMMITMENTS
   3,690    3,564      685    2,824    3,103    7,199    7,352    1,742    1,589

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -443)
     -78      -53     -140       58       39     -160     -154     -283     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3     39.9      7.7     31.6     34.7     80.5     82.2     19.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      22       27       14       16       20       48       53
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,298
COMMITMENTS
  14,955    7,323    2,687   12,370    9,193   30,012   19,203    7,286   18,095

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        378)
     188      148     -570      264      429     -118        7      496      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1     19.6      7.2     33.2     24.6     80.5     51.5     19.5     48.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      39       27       25       42       53       95       92
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       27,538
COMMITMENTS
   3,958    1,055      602   17,984   25,628   22,544   27,285    4,994      253

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        482)
    -113     -100        0      263      513      150      413      332       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      3.8      2.2     65.3     93.1     81.9     99.1     18.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        1       13        9       18       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       92,565
COMMITMENTS
  28,549   20,455      433   29,407   55,809   58,389   76,697   34,176   15,868

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      4,104)
  -3,026    4,774      406    9,381   -2,681    6,761    2,499   -2,657    1,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     22.1      0.5     31.8     60.3     63.1     82.9     36.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      22       17        6       21       17       44       39
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,002
COMMITMENTS
   7,627   15,082        1   23,099   17,989   30,727   33,072   14,275   11,930

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      2,162)
     -20   -5,413       -1   -3,788    9,784   -3,809    4,370    5,971   -2,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     33.5      0.0     51.3     40.0     68.3     73.5     31.7     26.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       11        1       10       12       23       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       61,340
COMMITMENTS
  30,858    8,133        2   25,463   51,364   56,323   59,499    5,017    1,841

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -5,506)
 -14,854    4,917        1   10,186  -10,811   -4,667   -5,893     -839      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     13.3      0.0     41.5     83.7     91.8     97.0      8.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      23       19        1       18       17       41       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      123,693
COMMITMENTS
  18,442   56,519      586   89,405   39,667  108,433   96,772   15,260   26,921

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      2,460)
     816    4,122        6      770    3,002    1,592    7,130      868   -4,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     45.7      0.5     72.3     32.1     87.7     78.2     12.3     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      19       37        5       14       24       38       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      135,128
COMMITMENTS
  62,476   24,550       20   43,431   86,278  105,927  110,848   29,201   24,280

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     14,644)
  10,755      256       20      270   12,165   11,045   12,441    3,599    2,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     18.2      0.0     32.1     63.8     78.4     82.0     21.6     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      35       28        1       19       29       54       58
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      228,333
COMMITMENTS
  56,316   95,225    1,612  122,675   80,214  180,603  177,051   47,730   51,282

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      2,581)
  12,959  -21,802      651  -17,438   23,587   -3,828    2,436    6,409      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     41.7      0.7     53.7     35.1     79.1     77.5     20.9     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      45       64       18       33       39       89      110
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       12,959
COMMITMENTS
   8,093    5,516        0    2,751    6,141   10,844   11,657    2,115    1,302

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:         79)
    -366     -457        0      794      630      428      173     -349      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.5     42.6      0.0     21.2     47.4     83.7     90.0     16.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       9        9        0        5        9       14       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,411,219
COMMITMENTS
 1085773  560,444  820,085  4646653  5158424  6552511  6538953  858,708  872,266

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    193,316)
 116,156   41,579   36,446   41,198  140,410  193,800  218,435     -484  -25,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      7.6     11.1     62.7     69.6     88.4     88.2     11.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      48       56       72      122      133      222      216
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      883,425
COMMITMENTS
  64,842   85,465   31,581  631,550  633,522  727,973  750,568  155,452  132,857

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     33,024)
  -4,978   14,630   12,625   17,776   -5,766   25,423   21,489    7,602   11,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      9.7      3.6     71.5     71.7     82.4     85.0     17.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      537)
      81      128       45      207      218      314      366
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      308,396
COMMITMENTS
  21,613   47,987    1,007  215,359  182,524  237,979  231,518   70,417   76,878

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      8,464)
     986   13,067      426    5,065   -5,276    6,477    8,217    1,987      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     15.6      0.3     69.8     59.2     77.2     75.1     22.8     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      15       24       10       61       60       82       88
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,875,146
COMMITMENTS
 336,765  308,007   32,252  2080953  2254990  2449970  2595249  425,176  279,897

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:    122,801)
  28,358   65,995    2,814   63,556   -2,450   94,728   66,359   28,073   56,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     10.7      1.1     72.4     78.4     85.2     90.3     14.8      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      488)
      73      120       35      173      197      268      330
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,680
COMMITMENTS
   7,267    7,861      843   71,160   76,691   79,270   85,395    9,410    3,285

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     -4,539)
  -2,714      230      843   -2,247   -5,419   -4,118   -4,346     -421     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      8.9      1.0     80.2     86.5     89.4     96.3     10.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
       8        3        2       47       40       55       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       72,124
COMMITMENTS
   9,965   15,885      885   52,618   50,179   63,467   66,949    8,657    5,175

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:     12,519)
     791    4,205      605    7,166    6,931    8,563   11,741    3,957      779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     22.0      1.2     73.0     69.6     88.0     92.8     12.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      47       39        9       72       80      123      125
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       11,078
COMMITMENTS
     550      775        0    5,915    9,027    6,465    9,802    4,613    1,276

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      7.0      0.0     53.4     81.5     58.4     88.5     41.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       10       10       12       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      305,231
COMMITMENTS
  49,121   77,598    2,376  233,515  205,760  285,012  285,734   20,219   19,497

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      7,206)
   3,254   19,196      977    6,257  -10,480   10,488    9,693   -3,282   -2,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     25.4      0.8     76.5     67.4     93.4     93.6      6.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      46       41        7       67       74      116      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       64,872
COMMITMENTS
  25,885   18,639    2,026   16,180   26,973   44,091   47,638   20,781   17,234

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      5,215)
  -2,220    3,388    1,243    4,989     -716    4,012    3,915    1,203    1,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     28.7      3.1     24.9     41.6     68.0     73.4     32.0     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      21       15        5       13       17       39       32
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,413
COMMITMENTS
  12,676    4,591        8   11,561   10,728   24,245   15,327    8,168   17,086

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      2,122)
   1,760     -213        0     -645    1,294    1,115    1,081    1,007    1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     14.2      0.0     35.7     33.1     74.8     47.3     25.2     52.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      15        8        1       15       13       30       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       43,298
COMMITMENTS
   5,498    9,003      272   28,131   24,536   33,901   33,811    9,397    9,487

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:      3,544)
      15    3,158       -5    3,267    1,546    3,277    4,699      267   -1,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     20.8      0.6     65.0     56.7     78.3     78.1     21.7     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8       12        2       18       25       27       38
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       40,142
COMMITMENTS
   8,003      253      300   28,352   37,217   36,655   37,770    3,487    2,372

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        329)
  -1,110       41        0    1,252     -255      142     -214      187      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      0.6      0.7     70.6     92.7     91.3     94.1      8.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8        1        1       22       21       30       23
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       25,694
COMMITMENTS
   5,799      818        0   14,294   23,377   20,093   24,195    5,601    1,499

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:        175)
    -316      105        0      797      231      481      336     -306     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      3.2      0.0     55.6     91.0     78.2     94.2     21.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        3        0       16       16       26       19
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 07/06/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,967
COMMITMENTS
   2,513    5,138        0    9,949   10,349   12,462   15,487    3,505      480

CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST:       -284)
    -212       -4     -226       46       47     -392     -183      108     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     32.2      0.0     62.3     64.8     78.0     97.0     22.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        7        0        6        2       13        9
 

Updated July 9, 2010