BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,749
COMMITMENTS
      96        0       22    2,745    3,383    2,863    3,405      886      344

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:       -519)
      36        0       22     -466     -679     -408     -657     -111      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.6     73.2     90.2     76.4     90.8     23.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       13        7       15        8
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,760
COMMITMENTS
     565    6,498      389   21,808   14,616   22,762   21,503    3,998    5,257

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        919)
    -181     -210      110      524      910      453      810      466      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     24.3      1.5     81.5     54.6     85.1     80.4     14.9     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6       14        7       29       23       41       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      189,594
COMMITMENTS
  46,052   33,265   36,065   87,462   89,349  169,579  158,679   20,015   30,915

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -1,892)
      18    1,773      686   -3,489   -5,373   -2,785   -2,914      893    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     17.5     19.0     46.1     47.1     89.4     83.7     10.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      77       74       87       43       63      171      188
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      314,710
COMMITMENTS
 112,983   58,428   40,091  131,465  154,825  284,539  253,344   30,171   61,366

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:    -10,359)
  -1,780     -258   -5,385   -1,705   -1,329   -8,870   -6,972   -1,489   -3,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     18.6     12.7     41.8     49.2     90.4     80.5      9.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      376)
     111       77       95       72      159      243      285
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,504
COMMITMENTS
   3,675    3,589      595    2,562    2,670    6,832    6,854    1,672    1,650

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:       -437)
     -15       25      -90     -262     -433     -367     -498      -70       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     42.2      7.0     30.1     31.4     80.3     80.6     19.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       29        9       15       15       43       46
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,846
COMMITMENTS
  16,089    7,102    3,184   12,438   10,099   31,711   20,385    7,135   18,461

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,548)
   1,134     -221      497       68      906    1,699    1,182     -151      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     18.3      8.2     32.0     26.0     81.6     52.5     18.4     47.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      46       28       33       40       54      106      101
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       29,525
COMMITMENTS
   4,787      962      602   18,864   27,735   24,253   29,299    5,272      226

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,987)
     829      -93        0      880    2,107    1,709    2,014      278      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      3.3      2.0     63.9     93.9     82.1     99.2     17.9      0.8

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 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       87,394
COMMITMENTS
  27,952    5,914       21   23,275   66,041   51,248   71,976   36,146   15,418

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -5,171)
    -597  -14,541     -412   -6,132   10,232   -7,141   -4,721    1,970     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      6.8      0.0     26.6     75.6     58.6     82.4     41.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      17       10        2       18       20       36       31
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,056
COMMITMENTS
  18,237    3,647        0   20,586   39,904   38,823   43,551   14,233    9,505

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      8,054)
  10,610  -11,435       -1   -2,513   21,915    8,096   10,479      -42   -2,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      6.9      0.0     38.8     75.2     73.2     82.1     26.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      18        4        0       10       15       28       19
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       64,215
COMMITMENTS
  36,830    8,695        1   22,864   53,839   59,695   62,535    4,520    1,680

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      2,875)
   5,972      562       -1   -2,599    2,475    3,372    3,036     -497     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.4     13.5      0.0     35.6     83.8     93.0     97.4      7.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      27       18        1       17       20       44       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      131,680
COMMITMENTS
  15,501   50,172      430   98,635   52,012  114,566  102,614   17,114   29,066

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      7,987)
  -2,941   -6,347     -156    9,230   12,345    6,133    5,842    1,854    2,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     38.1      0.3     74.9     39.5     87.0     77.9     13.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15       32        2       18       29       35       61
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      133,665
COMMITMENTS
  63,205   15,846       52   42,411   94,944  105,668  110,842   27,997   22,823

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -1,463)
     729   -8,704       32   -1,020    8,666     -259       -6   -1,204   -1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     11.9      0.0     31.7     71.0     79.1     82.9     20.9     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      34       23        2       19       30       55       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      225,703
COMMITMENTS
  56,187   83,237      963  123,535   88,641  180,685  172,841   45,018   52,862

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -2,630)
    -129  -11,988     -649      860    8,427       82   -4,210   -2,712    1,580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     36.9      0.4     54.7     39.3     80.1     76.6     19.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      52       53       17       31       39       90      102
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       16,798
COMMITMENTS
  12,683    7,231        0    1,740    8,103   14,423   15,334    2,375    1,464

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      3,839)
   4,590    1,715        0   -1,011    1,962    3,579    3,677      260      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.5     43.0      0.0     10.4     48.2     85.9     91.3     14.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13       11        0        5       10       18       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,648,113
COMMITMENTS
 1334182  619,393  858,284  4612785  5278457  6805251  6756134  842,862  891,979

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:    236,894)
 248,409   58,949   38,199  -33,868  120,033  252,740  217,181  -15,846   19,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      8.1     11.2     60.3     69.0     89.0     88.3     11.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      54       59       79      128      132      237      224
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      874,896
COMMITMENTS
  63,843   98,538   26,471  636,298  609,334  726,612  734,343  148,284  140,552

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -8,530)
  -1,000   13,073   -5,110    4,749  -24,188   -1,361  -16,224   -7,168    7,695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     11.3      3.0     72.7     69.6     83.1     83.9     16.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      523)
      81      116       43      206      215      312      349
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      312,357
COMMITMENTS
  23,041   43,428    1,029  217,161  183,180  241,231  227,637   71,126   84,720

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      3,961)
   1,428   -4,559       22    1,802      656    3,252   -3,881      709    7,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     13.9      0.3     69.5     58.6     77.2     72.9     22.8     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      19       20        9       63       59       87       83
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,812,693
COMMITMENTS
 309,841  381,383   21,377  2095686  2130772  2426904  2533532  385,789  279,161

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:    -62,453)
 -26,924   73,376  -10,875   14,733 -124,218  -23,066  -61,717  -39,387     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     13.6      0.8     74.5     75.8     86.3     90.1     13.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      478)
      71      110       31      173      195      263      317
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,163
COMMITMENTS
   7,116    7,593      726   64,841   71,548   72,683   79,867   10,480    3,296

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -5,517)
    -151     -268     -117   -6,319   -5,143   -6,587   -5,528    1,070       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      9.1      0.9     78.0     86.0     87.4     96.0     12.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
       8        2        2       43       36       51       40
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       76,300
COMMITMENTS
  11,722   19,242    1,103   52,671   48,496   65,496   68,841   10,805    7,459

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      4,176)
   1,757    3,357      218       53   -1,683    2,028    1,892    2,148    2,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     25.2      1.4     69.0     63.6     85.8     90.2     14.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      47       42       11       65       76      117      124
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,097
COMMITMENTS
       0    1,758        0    6,539   10,246    6,539   12,004    6,558    1,093

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      2,019)
    -550      983        0      624    1,219       74    2,202    1,945     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.4      0.0     49.9     78.2     49.9     91.7     50.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10        9       10       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      316,016
COMMITMENTS
  61,925   90,737    2,198  230,660  191,249  294,783  284,184   21,233   31,832

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     10,785)
  12,804   13,139     -178   -2,855  -14,511    9,771   -1,550    1,014   12,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     28.7      0.7     73.0     60.5     93.3     89.9      6.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      48       41       10       62       70      114      117
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       68,482
COMMITMENTS
  35,209   11,729      163   11,605   40,217   46,977   52,109   21,505   16,373

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      3,610)
   9,324   -6,910   -1,863   -4,575   13,244    2,886    4,471      724     -861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     17.1      0.2     16.9     58.7     68.6     76.1     31.4     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      20       12        2       11       19       33       31
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,746
COMMITMENTS
  11,709    4,458        8   13,418   11,783   25,135   16,249    7,611   16,497

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        333)
    -967     -133        0    1,857    1,055      890      922     -557     -589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     13.6      0.0     41.0     36.0     76.8     49.6     23.2     50.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      16        8        1       16       13       32       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       45,855
COMMITMENTS
   4,448   10,977    1,316   32,663   19,175   38,427   31,468    7,428   14,387

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      2,557)
  -1,050    1,974    1,044    4,532   -5,361    4,526   -2,343   -1,969    4,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     23.9      2.9     71.2     41.8     83.8     68.6     16.2     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7       15        2       21       20       30       35
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,261
COMMITMENTS
   5,141        0      301   25,789   31,483   31,231   31,784    3,030    2,477

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:     -5,881)
  -2,862     -253        1   -2,563   -5,734   -5,424   -5,986     -457      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      0.0      0.9     75.3     91.9     91.2     92.8      8.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        0        2       18       23       24       25
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       26,361
COMMITMENTS
   5,706      235        0   15,377   24,348   21,083   24,583    5,278    1,778

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:        667)
     -93     -583        0    1,083      971      990      388     -323      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      0.9      0.0     58.3     92.4     80.0     93.3     20.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10        1        0       18       16       28       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 07/13/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       17,123
COMMITMENTS
   2,848    5,219        0    9,907   10,334   12,755   15,553    4,368    1,570

CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST:      1,156)
     335       81        0      -42      -15      293       66      863    1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     30.5      0.0     57.9     60.4     74.5     90.8     25.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        7        0        9        3       18       10
 

Updated July 16, 2010