MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,693
COMMITMENTS
   1,006    3,212      634   20,596   17,898   22,236   21,744    4,457    4,949

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:        725)
     -43     -487      233      318      666      508      412      217      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     12.0      2.4     77.2     67.1     83.3     81.5     16.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6       14       11       28       25       45       39
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      218,479
COMMITMENTS
  63,832   31,078   43,978   89,531  107,882  197,341  182,938   21,138   35,541

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     17,433)
   7,199     -955    6,792    2,994    9,313   16,985   15,150      448    2,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     14.2     20.1     41.0     49.4     90.3     83.7      9.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      91       61       85       36       58      183      168
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      342,847
COMMITMENTS
 142,327   40,524   51,607  123,489  186,837  317,423  278,968   25,424   63,879

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      5,247)
  10,537   -4,616   -1,186   -1,848   10,068    7,503    4,266   -2,256      981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     11.8     15.1     36.0     54.5     92.6     81.4      7.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      426)
     156       61       86       72      177      274      293
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,934
COMMITMENTS
   3,524    3,959      844    2,791    2,539    7,159    7,342    1,775    1,592

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:       -907)
    -131     -520     -279     -308       53     -718     -746     -189     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     44.3      9.4     31.2     28.4     80.1     82.2     19.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       23       12       21       21       49       50
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,306
COMMITMENTS
  15,280    7,529    4,929   10,503    7,098   30,712   19,556    6,594   17,750

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      5,030)
   3,441      790    1,575     -362      598    4,654    2,963      376    2,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     20.2     13.2     28.2     19.0     82.3     52.4     17.7     47.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      44       23       35       36       46      101       90
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       36,185
COMMITMENTS
   2,669       20      602   20,550   35,108   23,821   35,730   12,364      455

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      1,449)
  -5,831        0        0      933    1,130   -4,898    1,130    6,347      319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.1      1.7     56.8     97.0     65.8     98.7     34.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        1       12       11       17       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       94,976
COMMITMENTS
  24,889    8,742    1,372   33,640   67,045   59,901   77,159   35,075   17,817

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:         68)
  -9,557    3,810      372   10,734   -6,358    1,549   -2,176   -1,481    2,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      9.2      1.4     35.4     70.6     63.1     81.2     36.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22       10        3       26       17       50       28
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,316
COMMITMENTS
  20,735    6,867        7   20,376   40,811   41,118   47,685   16,198    9,631

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      2,756)
   2,694      576       -2     -452    2,691    2,240    3,265      516     -509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     12.0      0.0     35.6     71.2     71.7     83.2     28.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        7        1        9       15       26       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      101,768
COMMITMENTS
  68,371    9,001      125   28,483   90,529   96,979   99,655    4,789    2,113

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -9,964)
 -12,816   -1,633      125    4,132   -8,923   -8,559  -10,431   -1,405      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.2      8.8      0.1     28.0     89.0     95.3     97.9      4.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      40       18        1       21       18       62       36
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      139,333
COMMITMENTS
  28,511   32,876      224   86,511   82,980  115,246  116,080   24,087   23,253

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -2,108)
  -2,956   -3,022       62    2,541      498     -353   -2,462   -1,755      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     23.6      0.2     62.1     59.6     82.7     83.3     17.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22       25        6       21       25       45       54
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      140,128
COMMITMENTS
  63,086   12,017      534   44,860   94,835  108,480  107,386   31,648   32,742

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      2,483)
     341     -759      477     -869      781      -51      499    2,534    1,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0      8.6      0.4     32.0     67.7     77.4     76.6     22.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      33       21        4       23       28       58       51
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      245,448
COMMITMENTS
  54,591   76,194    1,198  142,830  118,301  198,619  195,693   46,829   49,755

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -4,642)
  -6,733      243      -53    5,573   -5,814   -1,213   -5,624   -3,429      982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     31.0      0.5     58.2     48.2     80.9     79.7     19.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      47       51       15       37       43       87      106
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,271
COMMITMENTS
  14,931    4,248        0    1,997   13,798   16,928   18,046    3,343    2,225

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -3,356)
  -2,664   -1,208        0   -1,232   -2,608   -3,896   -3,816      540      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.7     21.0      0.0      9.9     68.1     83.5     89.0     16.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        8        0        7       12       17       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,898,270
COMMITMENTS
 1483873  698,994  941,349  4580474  5330502  7005696  6970845  892,574  927,425

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     37,937)
  47,209   19,564  -10,509  -27,634      -50    9,066    9,005   28,871   28,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      8.8     11.9     58.0     67.5     88.7     88.3     11.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      55       52       80      135      140      239      234
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      910,530
COMMITMENTS
  66,850   96,389   45,055  681,565  670,053  793,470  811,497  117,060   99,033

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     25,906)
  -5,123    6,030   14,687   31,090   19,610   40,654   40,326  -14,747  -14,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     10.6      4.9     74.9     73.6     87.1     89.1     12.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      529)
      85      104       41      216      228      324      350
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      322,706
COMMITMENTS
  16,962   63,442      790  229,960  206,836  247,712  271,068   74,994   51,638

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      3,427)
  -4,300   13,737     -334    7,088    4,560    2,454   17,963      973  -14,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     19.7      0.2     71.3     64.1     76.8     84.0     23.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      12       20        7       66       59       83       81
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,939,121
COMMITMENTS
 444,463  359,756   26,303  2258024  2316087  2728790  2702146  210,331  236,975

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:    112,396)
  78,080   43,657   -7,090  120,008   75,250  190,998  111,817  -78,602      579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     12.2      0.9     76.8     78.8     92.8     91.9      7.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      483)
      80       93       30      182      210      277      318
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       88,678
COMMITMENTS
   9,341    8,347      450   68,415   75,145   78,206   83,942   10,472    4,736

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:        736)
  -2,434      954      419    3,278     -742    1,263      631     -527      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      9.4      0.5     77.1     84.7     88.2     94.7     11.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      10        4        1       50       33       60       38
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       93,392
COMMITMENTS
  10,558   18,892    2,108   71,671   65,437   84,338   86,437    9,054    6,955

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      6,629)
  -6,078    4,333    1,171   12,197    1,108    7,290    6,612     -660       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     20.2      2.3     76.7     70.1     90.3     92.6      9.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      52       47       15       71       76      128      134
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       22,851
COMMITMENTS
       0    3,727        0   17,366   18,294   17,366   22,021    5,485      830

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      5,497)
    -738    1,230        0    6,658    4,841    5,920    6,071     -423     -574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.3      0.0     76.0     80.1     76.0     96.4     24.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       11       13       11       15
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      352,705
COMMITMENTS
  60,170   83,204    3,162  271,527  235,714  334,859  322,080   17,846   30,625

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      5,662)
 -22,442   19,774    1,595   27,696  -18,665    6,849    2,704   -1,187    2,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     23.6      0.9     77.0     66.8     94.9     91.3      5.1      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      52       47       15       65       68      122      126
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      107,434
COMMITMENTS
  58,462   11,445    1,670   24,554   78,900   84,686   92,015   22,748   15,419

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:    -12,895)
 -12,558   -1,878    1,110    2,501  -11,961   -8,947  -12,729   -3,948     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     10.7      1.6     22.9     73.4     78.8     85.6     21.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      31       13        7       16       19       50       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,872
COMMITMENTS
   6,428    5,410      206   17,464   10,951   24,098   16,567    8,774   16,305

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      3,121)
     182      524      206    2,612      787    3,000    1,517      121    1,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     16.5      0.6     53.1     33.3     73.3     50.4     26.7     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       11        1       22       16       35       28
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       54,948
COMMITMENTS
   5,530    3,728    1,372   36,802   31,142   43,704   36,242   11,244   18,706

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      2,379)
     191       69      636     -541    2,216      286    2,921    2,093     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      6.8      2.5     67.0     56.7     79.5     66.0     20.5     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        9        1       19       27       29       36
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       34,818
COMMITMENTS
   5,627      378      300   25,298   32,383   31,225   33,061    3,593    1,757

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:         56)
    -624       50        0      277       12     -347       62      403       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      1.1      0.9     72.7     93.0     89.7     95.0     10.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        1        1       20       19       27       21
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       27,529
COMMITMENTS
   5,798      442        0   16,160   24,906   21,958   25,348    5,571    2,181

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:        434)
    -364      238        0    1,484      308    1,120      546     -686     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      1.6      0.0     58.7     90.5     79.8     92.1     20.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10        2        0       19       16       29       18
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,949
COMMITMENTS
   3,366    4,754        0    9,742    8,464   13,108   13,218      841      731

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -2,038)
    -835    1,719      -47     -378   -3,151   -1,260   -1,479     -778     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     34.1      0.0     69.8     60.7     94.0     94.8      6.0      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        6        0        7        2       15        8
 

Updated August 27, 2010