MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,133
COMMITMENTS
   1,182    4,553      362   19,328   15,836   20,872   20,751    4,261    4,382

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -3,812)
      57   -2,213     -180   -3,553     -922   -3,676   -3,315     -136     -497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     18.1      1.4     76.9     63.0     83.0     82.6     17.0     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       13        7       28       25       40       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      221,588
COMMITMENTS
  62,316   37,348   44,603   91,870  104,864  198,789  186,815   22,799   34,773

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     19,504)
  10,209    3,726    3,371    2,811    9,126   16,391   16,223    3,113    3,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     16.9     20.1     41.5     47.3     89.7     84.3     10.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      95       76       91       41       59      203      181
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      332,396
COMMITMENTS
 129,288   54,094   48,086  128,019  170,510  305,393  272,690   27,003   59,706

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      2,486)
   1,831   -5,484    4,001     -621    5,768    5,211    4,285   -2,725   -1,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     16.3     14.5     38.5     51.3     91.9     82.0      8.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     139       70       84       73      170      268      285
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,015
COMMITMENTS
   3,728    3,993    1,474    2,757    2,830    7,959    8,297    2,056    1,718

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      1,326)
     242      372      670      184      266    1,096    1,308      230       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     39.9     14.7     27.5     28.3     79.5     82.8     20.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      19       30       18       19       19       54       58
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,585
COMMITMENTS
  14,632    7,034    3,549   11,784    8,020   29,965   18,603    7,620   18,982

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:        328)
  -1,075     -246      653      547     -373      125       34      203      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     18.7      9.4     31.4     21.3     79.7     49.5     20.3     50.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      44       24       34       35       53       99      101
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,266
COMMITMENTS
   8,292      120      602   19,069   32,456   27,963   33,178    5,303       88

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      1,156)
     786        0        0      342    1,167    1,128    1,167       28      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      0.4      1.8     57.3     97.6     84.1     99.7     15.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        2        1       11       11       17       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       99,262
COMMITMENTS
  40,335    6,153      135   18,145   77,619   58,615   83,907   40,647   15,355

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     14,141)
  13,290    2,976      -88   -2,542   12,096   10,660   14,984    3,481     -843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      6.2      0.1     18.3     78.2     59.1     84.5     40.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      26       12        4       20       20       50       32
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,976
COMMITMENTS
  20,302    4,079        8   22,236   45,511   42,546   49,598   15,430    8,378

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      2,254)
   5,019   -4,988        6   -2,359    7,526    2,666    2,544     -412     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0      7.0      0.0     38.4     78.5     73.4     85.5     26.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16        5        2       11       14       27       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       92,249
COMMITMENTS
  62,503    7,362      128   23,853   83,655   86,484   91,145    5,765    1,104

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     12,040)
  10,719      896      128    1,398   11,688   12,245   12,712     -205     -672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.8      8.0      0.1     25.9     90.7     93.8     98.8      6.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      43       21        1       17       21       61       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      135,454
COMMITMENTS
  31,058   31,308      533   82,832   78,143  114,423  109,984   21,031   25,470

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     12,884)
  13,951   -3,739       37   -5,844   17,558    8,144   13,856    4,740     -972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     23.1      0.4     61.2     57.7     84.5     81.2     15.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      24       26        7       18       24       45       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      133,870
COMMITMENTS
  61,723   13,725       62   42,108   92,011  103,893  105,798   29,977   28,072

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      9,275)
  13,235   -4,842      -31   -5,888   13,416    7,316    8,543    1,959      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.1     10.3      0.0     31.5     68.7     77.6     79.0     22.4     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      34       21        4       24       28       60       51
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      236,101
COMMITMENTS
  60,410   67,707    2,116  127,496  116,469  190,022  186,292   46,079   49,809

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      3,908)
   3,788  -10,254      325   -3,012   15,220    1,101    5,291    2,807   -1,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     28.7      0.9     54.0     49.3     80.5     78.9     19.5     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      51       43       22       35       43       93      101
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       24,399
COMMITMENTS
  20,353    5,294        0      816   17,742   21,169   23,036    3,230    1,363

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      1,480)
   1,955      570        0     -591      705    1,364    1,275      116      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.4     21.7      0.0      3.3     72.7     86.8     94.4     13.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13       10        0        4       14       17       24
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,823,460
COMMITMENTS
 1366968  658,954  935,849  4592285  5246281  6895102  6841084  928,358  982,376

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     50,988)
   8,738   11,622   35,429  -24,917  -17,813   19,250   29,238   31,738   21,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      8.4     12.0     58.7     67.1     88.1     87.4     11.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      52       58       75      127      134      228      225
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      865,807
COMMITMENTS
  64,806   90,058   17,955  637,074  638,644  719,835  746,658  145,972  119,149

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,280)
    -462   -2,395   -7,272      414   11,187   -7,319    1,520    5,039   -3,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     10.4      2.1     73.6     73.8     83.1     86.2     16.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      506)
      87       93       43      207      223      317      336
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      316,750
COMMITMENTS
  20,031   36,738    1,125  219,884  208,129  241,040  245,992   75,710   70,758

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      4,754)
    -189   -4,912       27    2,480   11,843    2,318    6,958    2,436   -2,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3     11.6      0.4     69.4     65.7     76.1     77.7     23.9     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      13       20        7       65       56       83       78
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,745,286
COMMITMENTS
 286,251  328,977   21,776  2085949  2152576  2393976  2503329  351,310  241,957

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:    -35,168)
 -21,582   -7,636  -16,275  -10,328   -3,281  -48,185  -27,192   13,017   -7,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     12.0      0.8     76.0     78.4     87.2     91.2     12.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      467)
      82       87       33      175      204      273      308
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       87,222
COMMITMENTS
  11,132    7,072        0   65,690   75,606   76,822   82,678   10,400    4,544

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -1,593)
    -342   -1,061     -163   -1,697     -747   -2,202   -1,971      609      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      8.1      0.0     75.3     86.7     88.1     94.8     11.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      10        2        0       49       35       59       37
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       83,508
COMMITMENTS
  18,264   13,702    1,128   53,678   63,307   73,069   78,137   10,439    5,372

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      5,303)
   5,273   -1,207      258     -987    7,120    4,544    6,171      759     -868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     16.4      1.4     64.3     75.8     87.5     93.6     12.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      64       30        8       65       80      132      115
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       13,949
COMMITMENTS
     985    2,497        0    7,307   10,257    8,292   12,754    5,657    1,195

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:        530)
     738        0        0     -294      550      444      550       86      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     17.9      0.0     52.4     73.5     59.4     91.4     40.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       10       12       11       13
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      347,797
COMMITMENTS
  91,319   60,949      714  231,853  265,251  323,886  326,914   23,911   20,883

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     23,865)
  26,366   -2,344   -2,402   -3,463   32,852   20,501   28,106    3,364   -4,241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     17.5      0.2     66.7     76.3     93.1     94.0      6.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      64       30        7       59       74      125      109
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       99,149
COMMITMENTS
  62,096   13,381      190   12,383   71,518   74,669   85,089   24,480   14,060

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      9,760)
  10,814    2,632       -7     -475    8,685   10,332   11,310     -572   -1,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.6     13.5      0.2     12.5     72.1     75.3     85.8     24.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      31       13        4       11       23       44       38
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,950
COMMITMENTS
   7,343    4,271        8   14,693   11,405   22,044   15,684    9,906   16,266

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      1,351)
    -877      -58        0      200      403     -677      345    2,028    1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0     13.4      0.0     46.0     35.7     69.0     49.1     31.0     50.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12        8        1       18       14       30       23
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,048
COMMITMENTS
   3,615    5,248      557   38,347   22,862   42,519   28,667    7,529   21,381

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:      2,045)
     -14     -710     -421    2,241    1,051    1,806      -80      239    2,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     10.5      1.1     76.6     45.7     85.0     57.3     15.0     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7       11        1       21       20       29       31
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       31,315
COMMITMENTS
   5,684        0      300   21,766   28,736   27,750   29,036    3,565    2,279

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:     -2,213)
     945     -265        0   -3,661   -1,520   -2,716   -1,785      503     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      0.0      1.0     69.5     91.8     88.6     92.7     11.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7        0        1       18       21       25       22
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       27,104
COMMITMENTS
   6,790      204        0   14,555   25,149   21,345   25,353    5,759    1,751

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:       -123)
     -15     -207        0     -861      109     -876      -98      753      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      0.8      0.0     53.7     92.8     78.8     93.5     21.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12        1        0       17       16       29       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/03/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,996
COMMITMENTS
   4,217    3,716        3   10,566   11,331   14,786   15,050    1,210      946

CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST:         -5)
      64     -390        3     -182      342     -115      -45      110       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     23.2      0.0     66.1     70.8     92.4     94.1      7.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11        5        2        7        2       18        9
 

Updated August 6, 2010