BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,722
COMMITMENTS
       0        0        0    4,226    4,113    4,226    4,113      496      609

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:         92)
       0        0        0       32       -4       32       -4       60       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.5     87.1     89.5     87.1     10.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       11       17       11
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,671
COMMITMENTS
   1,443    6,574    2,413   20,035   15,058   23,891   24,045    4,780    4,626

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,961)
    -859    1,248      493    1,542     -225    1,176    1,516      785      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     22.9      8.4     69.9     52.5     83.3     83.9     16.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11       24       16       28       21       50       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      132,528
COMMITMENTS
  27,585   46,209   22,300   60,451   38,004  110,336  106,513   22,192   26,015

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -2,916)
     790   -2,618   -5,611     -388    2,872   -5,209   -5,357    2,293    2,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     34.9     16.8     45.6     28.7     83.3     80.4     16.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      53       66       53       37       36      130      131
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      227,467
COMMITMENTS
  65,016   38,145   34,723  101,762  109,730  201,501  182,598   25,966   44,869

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      7,090)
   1,262   -3,603      811    1,445    6,570    3,518    3,778    3,572    3,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     16.8     15.3     44.7     48.2     88.6     80.3     11.4     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      91       68       79       75      133      217      244
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        7,818
COMMITMENTS
   3,318    2,509      342    2,524    3,545    6,184    6,396    1,634    1,422

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        267)
     238      719      -11       16     -326      243      382       24     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     32.1      4.4     32.3     45.3     79.1     81.8     20.9     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      26       20        9       15       22       45       48
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       27,321
COMMITMENTS
  11,092    2,665    4,197    6,422    9,671   21,711   16,533    5,610   10,788

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,579)
     425      -77      734      277      981    1,436    1,638      143      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      9.8     15.4     23.5     35.4     79.5     60.5     20.5     39.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      43       20       21       27       52       79       86
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       19,357
COMMITMENTS
   3,655      282        0   15,240   18,786   18,895   19,068      462      289

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        837)
    -161   -1,550        0    1,022    2,628      861    1,078      -24     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      1.5      0.0     78.7     97.1     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        2        0       11        9       17       11
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       89,893
COMMITMENTS
  42,647   26,141      604   12,079   47,780   55,330   74,525   34,563   15,368

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      4,546)
  10,797      184       60   -7,188    3,920    3,669    4,164      877      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     29.1      0.7     13.4     53.2     61.6     82.9     38.4     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      23       15        3       15       16       39       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,639
COMMITMENTS
  20,182    6,985       86    2,283   25,315   22,551   32,386   17,088    7,253

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      5,806)
   3,232      827       86     -630    6,757    2,688    7,670    3,118   -1,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.9     17.6      0.2      5.8     63.9     56.9     81.7     43.1     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        8        2        3        7       16       16
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       43,086
COMMITMENTS
  23,177   11,962       11   16,103   27,700   39,291   39,673    3,795    3,413

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -2,815)
  -4,443   -2,044     -293    1,751      217   -2,985   -2,120      170     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.8     27.8      0.0     37.4     64.3     91.2     92.1      8.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       18        1       11       15       25       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       94,151
COMMITMENTS
  27,441   33,132      129   45,913   43,576   73,483   76,837   20,668   17,314

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      3,805)
   4,178   -2,785        9   -2,406    6,776    1,781    4,000    2,024     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     35.2      0.1     48.8     46.3     78.0     81.6     22.0     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      23       24        3        9       16       34       41
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      110,610
COMMITMENTS
  52,973   16,785       31   30,422   79,615   83,426   96,431   27,184   14,179

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:        470)
     333   -2,288       31     -350    4,557       14    2,300      456   -1,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     15.2      0.0     27.5     72.0     75.4     87.2     24.6     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      27       15        2       15       17       42       34
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      143,414
COMMITMENTS
  66,273   31,501      464   24,786   79,766   91,523  111,731   51,891   31,683

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     26,728)
  21,867      994       31     -162   25,120   21,736   26,145    4,992      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2     22.0      0.3     17.3     55.6     63.8     77.9     36.2     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      47       33        9       18       31       67       71
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       21,987
COMMITMENTS
  16,959      776        0    2,591   20,097   19,550   20,873    2,437    1,114

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -102)
     969     -245        0   -1,451      152     -482      -93      380       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.1      3.5      0.0     11.8     91.4     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        6        0        5       10       14       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    6,569,595
COMMITMENTS
 1041245  209,098  701,858  3894717  4761383  5637820  5672339  931,775  897,256

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     39,555)
  -9,964  -32,955   41,693   12,054   19,146   43,783   27,884   -4,228   11,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      3.2     10.7     59.3     72.5     85.8     86.3     14.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      68       35       80      108      104      212      191
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      390,854
COMMITMENTS
  24,961   44,076    2,065  266,652  297,765  293,678  343,906   97,176   46,948

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -6,850)
  -9,124     -784     -295    7,005   -5,477   -2,414   -6,556   -4,436     -294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     11.3      0.5     68.2     76.2     75.1     88.0     24.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      17       21        8       68       61       91       84
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,420,483
COMMITMENTS
 465,673  393,622   24,806  1765122  1716522  2255601  2134950  164,882  285,533

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     18,743)
  -4,840   27,603    7,202    6,096      832    8,458   35,637   10,285  -16,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     16.3      1.0     72.9     70.9     93.2     88.2      6.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
      83      103       33      140      149      240      268
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      100,255
COMMITMENTS
  13,632   10,116      902   76,735   85,357   91,269   96,375    8,986    3,880

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -158)
   1,457     -877      644   -1,870     -230      231     -463     -389      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     10.1      0.9     76.5     85.1     91.0     96.1      9.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      11        9        1       47       30       59       39
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       19,805
COMMITMENTS
   3,136    4,721        0   12,504    8,655   15,640   13,376    4,165    6,429

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      1,968)
     633     -166        0    1,253      169    1,886        3       82    1,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     23.8      0.0     63.1     43.7     79.0     67.5     21.0     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        5        0       13       15       15       20
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      279,908
COMMITMENTS
  74,315   66,614    2,481  170,157  190,850  246,953  259,945   32,955   19,963

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     26,453)
  11,382    8,396     -802    5,965   18,502   16,545   26,096    9,908      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     23.8      0.9     60.8     68.2     88.2     92.9     11.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      53       56       12       47       71      109      130
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       98,479
COMMITMENTS
  51,052   12,264      220   23,493   77,646   74,765   90,130   23,714    8,349

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     10,672)
   8,751   -4,444        0   -1,563   17,387    7,188   12,943    3,484   -2,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     12.5      0.2     23.9     78.8     75.9     91.5     24.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      22       11        2       12       12       36       23
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       29,423
COMMITMENTS
   8,937    7,770        0    8,347   15,880   17,284   23,650   12,139    5,773

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      2,629)
     520    2,367        0    1,427       66    1,947    2,433      682      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     26.4      0.0     28.4     54.0     58.7     80.4     41.3     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      12       11        0       13       18       25       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       39,804
COMMITMENTS
  10,370   11,466    1,331   20,401   17,102   32,102   29,899    7,702    9,905

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:      6,046)
     950    1,200      921    5,118   -1,434    6,989      687     -943    5,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     28.8      3.3     51.3     43.0     80.7     75.1     19.3     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       11        1       24       20       41       32
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       24,976
COMMITMENTS
   3,588    6,766      154   18,752   15,977   22,494   22,897    2,482    2,079

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:       -392)
   1,013      410      -30     -880   -1,359      103     -979     -495      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     27.1      0.6     75.1     64.0     90.1     91.7      9.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       8        4        2       12       14       21       19
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 07/21/09                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,078
COMMITMENTS
   3,298      543        0   10,727   13,833   14,025   14,376    1,053      702

CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST:     -2,680)
    -642     -183      -27   -1,377   -2,125   -2,046   -2,335     -634     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      3.6      0.0     71.1     91.7     93.0     95.3      7.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        0        8        4       16        7
 

Updated July 24, 2009