MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       27,870
COMMITMENTS
   3,157    2,551      952   18,712   20,819   22,821   24,322    5,049    3,548

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:        711)
     457       83      -41      131      571      547      613      164       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      9.2      3.4     67.1     74.7     81.9     87.3     18.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      15       14       13       24       24       47       43
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      242,655
COMMITMENTS
  79,546   29,587   45,968   91,321  127,300  216,835  202,855   25,820   39,800

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      3,223)
   2,547   -1,310      876     -150    2,303    3,273    1,869      -50    1,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     12.2     18.9     37.6     52.5     89.4     83.6     10.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
     110       61       93       43       66      214      178
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      338,708
COMMITMENTS
 148,499   39,107   38,782  124,191  196,376  311,472  274,265   27,236   64,443

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:    -11,047)
  -5,149   -4,117   -4,908    1,428      957   -8,629   -8,068   -2,418   -2,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     11.5     11.4     36.7     58.0     92.0     81.0      8.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      409)
     151       49       83       84      185      268      294
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,399
COMMITMENTS
   4,003    3,032      907    2,448    3,727    7,358    7,666    2,041    1,733

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:        659)
     126     -586      354       98      821      578      589       81       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.6     32.3      9.6     26.0     39.7     78.3     81.6     21.7     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      30       28       11       15       26       55       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,943
COMMITMENTS
  11,451    6,958    3,865   10,331    5,200   25,647   16,023    5,296   14,920

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     -3,669)
  -1,771     -291   -1,678     -490     -943   -3,939   -2,912      270     -757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     22.5     12.5     33.4     16.8     82.9     51.8     17.1     48.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      29       32       29       37       38       82       85
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      101,260
COMMITMENTS
  43,078   15,208      105   17,957   72,977   61,140   88,290   40,120   12,970

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:       -264)
  -3,907   -1,962       -3      516    2,800   -3,394      835    3,130   -1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5     15.0      0.1     17.7     72.1     60.4     87.2     39.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      33       13        4       19       22       55       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,452
COMMITMENTS
  27,655    7,662        0    6,197   36,425   33,852   44,087   19,600    9,365

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      3,542)
   1,383   -4,148        0    1,387    5,958    2,770    1,810      772    1,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     14.3      0.0     11.6     68.1     63.3     82.5     36.7     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      21        6        0        8       16       29       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      123,581
COMMITMENTS
  89,312   22,721        2   27,535   99,040  116,849  121,763    6,732    1,818

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     45,165)
  47,902    7,687      -48   -3,801   37,657   44,053   45,296    1,112     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.3     18.4      0.0     22.3     80.1     94.6     98.5      5.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      50       18        1       13       25       64       43
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       77,713
COMMITMENTS
  26,725   28,919       17   25,415   27,634   52,157   56,570   25,556   21,143

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      6,395)
   8,867    2,072      -22   -4,918    3,991    3,927    6,041    2,468      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4     37.2      0.0     32.7     35.6     67.1     72.8     32.9     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      20       22        2       20       22       41       45
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      118,274
COMMITMENTS
  45,136   16,470      249   45,380   77,232   90,765   93,951   27,509   24,323

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      4,925)
   5,188     -378       11   -1,442    3,953    3,757    3,586    1,168    1,339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     13.9      0.2     38.4     65.3     76.7     79.4     23.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      32       26        2       22       26       56       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      190,039
COMMITMENTS
  70,638   35,308      925   64,109  106,549  135,672  142,782   54,367   47,257

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     22,576)
  18,338  -11,895   -1,680      178   35,593   16,836   22,018    5,740      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     18.6      0.5     33.7     56.1     71.4     75.1     28.6     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      61       36       10       30       43       94       86
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,965
COMMITMENTS
  21,604    4,334        0      641   20,115   22,245   24,449    3,720    1,516

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:       -855)
  -1,032      106        0       78   -1,083     -954     -977       99      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.2     16.7      0.0      2.5     77.5     85.7     94.2     14.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        6        0        3       14       17       20
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,667,541
COMMITMENTS
 1566611  444,092  1049096  4167258  5272114  6782965  6765302  884,576  902,239

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:    318,298)
  89,102  -41,750   98,177  106,657  245,994  293,936  302,421   24,362   15,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      5.8     13.7     54.3     68.8     88.5     88.2     11.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      245)
      59       43       74      117      121      220      205
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      811,413
COMMITMENTS
  62,349   76,660   27,661  590,227  598,063  680,236  702,384  131,177  109,029

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     32,056)
   8,185   -5,462   12,609   12,907   30,897   33,700   38,044   -1,645   -5,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      9.4      3.4     72.7     73.7     83.8     86.6     16.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
      94      102       33      212      223      320      344
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      297,270
COMMITMENTS
  38,060   21,277      668  187,757  212,028  226,485  233,973   70,785   63,297

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     14,005)
  11,017     -396      199    4,435   15,532   15,651   15,335   -1,646   -1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      7.2      0.2     63.2     71.3     76.2     78.7     23.8     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      15       18        5       52       63       69       84
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,570,715
COMMITMENTS
 231,338  386,811   25,069  2012348  1930177  2268755  2342057  301,960  228,658

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     90,254)
  37,456   26,286   10,432   42,359   76,827   90,247  113,545        7  -23,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     15.0      1.0     78.3     75.1     88.3     91.1     11.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      479)
      86       97       22      184      195      280      304
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      108,794
COMMITMENTS
  16,956    8,460      515   81,468   96,441   98,939  105,416    9,855    3,378

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      4,465)
   3,635      415       38      128    4,658    3,801    5,111      664     -646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      7.8      0.5     74.9     88.6     90.9     96.9      9.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      12        5        2       46       35       59       41
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       82,561
COMMITMENTS
  30,595   15,495    1,431   43,459   63,015   75,485   79,942    7,076    2,619

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     13,348)
  13,776    1,889      606   -1,747   11,339   12,635   13,834      713     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     18.8      1.7     52.6     76.3     91.4     96.8      8.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      76       44       12       63       82      145      132
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      412,807
COMMITMENTS
 152,977   77,477    7,157  217,293  315,077  377,427  399,711   35,380   13,096

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     66,742)
  68,881    9,445    3,029   -8,735   56,695   63,175   69,169    3,567   -2,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     18.8      1.7     52.6     76.3     91.4     96.8      8.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
      76       44       12       63       82      145      132
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      137,646
COMMITMENTS
  81,419   11,886      157   25,090  111,037  106,666  123,080   30,980   14,566

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      7,933)
   3,475   -1,734        6    3,743    8,819    7,224    7,091      709      842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.2      8.6      0.1     18.2     80.7     77.5     89.4     22.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      37       11        3       11       24       49       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,418
COMMITMENTS
   7,251    4,531        0   15,522    7,794   22,773   12,325    8,645   19,093

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:        750)
    -102       10        0     -428      743     -530      753    1,280       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     14.4      0.0     49.4     24.8     72.5     39.2     27.5     60.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      13        9        0       17       13       30       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       35,531
COMMITMENTS
   3,664    3,581      484   21,052   17,931   25,200   21,996   10,331   13,535

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      2,780)
    -861      316      322      959       -1      420      637    2,360    2,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     10.1      1.4     59.2     50.5     70.9     61.9     29.1     38.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        7        1       19       14       28       21
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       32,699
COMMITMENTS
   4,558    1,304      300   24,872   28,546   29,730   30,150    2,969    2,549

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      2,007)
     121      518        0    2,276      757    2,397    1,275     -390      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      4.0      0.9     76.1     87.3     90.9     92.2      9.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        5        1       18       24       24       30
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       29,281
COMMITMENTS
   7,374    1,534      129   15,318   25,585   22,821   27,248    6,460    2,033

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:        894)
     262    1,534      129     -576   -1,149     -185      514    1,079      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      5.2      0.4     52.3     87.4     77.9     93.1     22.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13        2        1       17       14       30       17
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,290
COMMITMENTS
   2,672    5,747        0    9,356    6,814   12,028   12,561    1,262      729

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:        -51)
     -96        4        0       35       18      -61       22       10      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     43.2      0.0     70.4     51.3     90.5     94.5      9.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        5        0        5        3       12        8
 

Updated October 1, 2010