MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,390
COMMITMENTS
   1,025    4,238      320   19,879   16,463   21,224   21,021    4,166    4,369

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:        257)
    -157     -315      -42      551      627      352      270      -95      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     16.7      1.3     78.3     64.8     83.6     82.8     16.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       14        7       27       25       38       40
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      212,639
COMMITMENTS
  61,636   32,830   38,773   89,432  105,014  189,841  176,617   22,798   36,022

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     -8,949)
    -680   -4,518   -5,830   -2,438      150   -8,948  -10,198       -1    1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     15.4     18.2     42.1     49.4     89.3     83.1     10.7     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      92       72       86       39       60      190      176
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      338,562
COMMITMENTS
 130,654   44,925   51,879  124,724  175,953  307,257  272,757   31,305   65,805

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      6,166)
   1,366   -9,169    3,793   -3,295    5,443    1,864       67    4,302    6,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     13.3     15.3     36.8     52.0     90.8     80.6      9.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      414)
     141       68       90       68      172      265      293
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:       10,049
COMMITMENTS
   3,733    4,153    1,318    2,887    2,777    7,938    8,248    2,111    1,801

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:         34)
       5      160     -156      130      -53      -21      -49       55       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     41.3     13.1     28.7     27.6     79.0     82.1     21.0     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      21       28       17       20       22       57       59
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       33,697
COMMITMENTS
  12,137    7,025    3,354   11,165    6,464   26,656   16,843    7,041   16,854

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     -3,888)
  -2,495       -9     -195     -619   -1,556   -3,309   -1,760     -579   -2,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     20.8     10.0     33.1     19.2     79.1     50.0     20.9     50.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      35       28       33       39       45       97       91
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       34,319
COMMITMENTS
   9,754       20      602   18,707   33,580   29,063   34,202    5,256      117

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      1,053)
   1,462     -100        0     -362    1,124    1,100    1,024      -47       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      0.1      1.8     54.5     97.8     84.7     99.7     15.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        1        1       11       11       17       12
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      105,543
COMMITMENTS
  46,616    5,437      674   16,265   85,481   63,555   91,592   41,988   13,951

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      6,281)
   6,281     -716      539   -1,880    7,862    4,940    7,685    1,341   -1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2      5.2      0.6     15.4     81.0     60.2     86.8     39.8     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      33        5        6       17       20       51       30
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,566
COMMITMENTS
  16,775    5,874        7   22,171   36,144   38,953   42,025   13,613   10,541

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     -5,410)
  -3,527    1,795       -1      -65   -9,367   -3,593   -7,573   -1,817    2,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     11.2      0.0     42.2     68.8     74.1     79.9     25.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17        5        1       10       14       27       20
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      110,281
COMMITMENTS
  80,624    8,255      234   23,698  100,737  104,556  109,226    5,725    1,055

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     18,032)
  18,121      893      106     -155   17,082   18,072   18,081      -40      -49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.1      7.5      0.2     21.5     91.3     94.8     99.0      5.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      44       14        2       16       23       61       39
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      142,227
COMMITMENTS
  35,915   30,894       63   82,534   87,126  118,512  118,083   23,715   24,144

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      6,773)
   4,857     -414     -470     -298    8,983    4,089    8,099    2,684   -1,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3     21.7      0.0     58.0     61.3     83.3     83.0     16.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      26       22        6       19       23       46       50
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      136,999
COMMITMENTS
  65,314   12,836       69   42,754   95,218  108,137  108,123   28,862   28,876

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      3,129)
   3,591     -889        7      646    3,207    4,244    2,325   -1,115      804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      9.4      0.1     31.2     69.5     78.9     78.9     21.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      36       20        3       25       31       63       52
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      234,276
COMMITMENTS
  55,797   59,528    1,314  132,681  127,762  189,792  188,604   44,484   45,672

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     -1,825)
  -4,613   -8,179     -802    5,185   11,293     -230    2,312   -1,595   -4,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     25.4      0.6     56.6     54.5     81.0     80.5     19.0     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      49       43       21       38       43       92      102
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       25,036
COMMITMENTS
  18,992    6,448      744    1,889   16,756   21,625   23,948    3,411    1,088

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:        637)
  -1,361    1,154      744    1,073     -986      456      912      181     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.9     25.8      3.0      7.5     66.9     86.4     95.7     13.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15       12        1        5       15       20       28
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,941,964
COMMITMENTS
 1468700  705,965  953,197  4574675  5342161  6996572  7001323  945,392  940,641

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:    118,504)
 101,732   47,011   17,348  -17,610   95,880  101,470  160,239   17,034  -41,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      8.9     12.0     57.6     67.3     88.1     88.2     11.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      54       56       74      126      133      227      224
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      870,141
COMMITMENTS
  67,131   91,966   20,701  644,384  647,077  732,216  759,745  137,925  110,396

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      4,334)
   2,325    1,908    2,746    7,310    8,433   12,381   13,087   -8,047   -8,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     10.6      2.4     74.1     74.4     84.1     87.3     15.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
      90       99       45      202      223      317      342
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      319,734
COMMITMENTS
  20,825   41,113    1,110  221,158  212,768  243,093  254,991   76,641   64,743

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      2,984)
     794    4,375      -15    1,274    4,639    2,053    8,999      931   -6,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     12.9      0.3     69.2     66.5     76.0     79.8     24.0     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      14       23        8       62       54       82       79
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,752,036
COMMITMENTS
 306,101  328,840   23,384  2116131  2171546  2445616  2523770  306,420  228,266

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      6,750)
  19,850     -137    1,608   30,182   18,970   51,640   20,441  -44,890  -13,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     11.9      0.8     76.9     78.9     88.9     91.7     11.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
      84       92       31      170      206      271      312
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       89,146
COMMITMENTS
  12,931    7,097        0   65,046   77,485   77,977   84,582   11,169    4,564

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      1,924)
   1,799       25        0     -644    1,879    1,155    1,904      769       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      8.0      0.0     73.0     86.9     87.5     94.9     12.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      10        2        0       48       35       58       37
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       86,874
COMMITMENTS
  20,826   13,307    1,674   54,320   66,199   76,820   81,180   10,053    5,693

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      3,365)
   2,562     -395      546      643    2,892    3,751    3,043     -386      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     15.3      1.9     62.5     76.2     88.4     93.4     11.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      64       32        7       69       82      135      119
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       14,399
COMMITMENTS
   1,477    2,497        0    7,328   10,749    8,805   13,246    5,594    1,153

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:        450)
     492        0        0       21      492      513      492      -63      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     17.3      0.0     50.9     74.7     61.2     92.0     38.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       11       11       12       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      362,373
COMMITMENTS
 103,823   61,128    1,292  234,962  277,251  340,077  339,671   22,296   22,702

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     14,576)
  12,504      179      578    3,109   12,000   16,191   12,757   -1,615    1,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     16.9      0.4     64.8     76.5     93.8     93.7      6.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      63       33        6       63       76      128      113
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      114,049
COMMITMENTS
  68,353   13,983      157   19,236   83,895   87,746   98,035   26,303   16,014

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     14,900)
   6,257      602      -33    6,853   12,377   13,077   12,946    1,823    1,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.9     12.3      0.1     16.9     73.6     76.9     86.0     23.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      30       13        2       15       19       46       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,327
COMMITMENTS
   6,625    4,917        0   14,569   10,043   21,194   14,960    9,133   15,367

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:     -1,623)
    -718      646       -8     -124   -1,362     -850     -724     -773     -899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     16.2      0.0     48.0     33.1     69.9     49.3     30.1     50.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      14        9        0       18       13       32       22
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       52,273
COMMITMENTS
   4,194    3,643      641   39,519   23,214   44,354   27,498    7,919   24,775

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:      2,225)
     579   -1,605       84    1,172      352    1,835   -1,169      390    3,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      7.0      1.2     75.6     44.4     84.9     52.6     15.1     47.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8       13        1       22       21       31       34
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,509
COMMITMENTS
   4,602      266      300   22,245   27,809   27,147   28,375    3,362    2,134

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:       -806)
  -1,082      266        0      479     -927     -603     -661     -203     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      0.9      1.0     72.9     91.2     89.0     93.0     11.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        1       17       20       23       22
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       27,515
COMMITMENTS
   6,620      204        0   15,088   24,696   21,708   24,900    5,807    2,615

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:        411)
    -170        0        0      533     -453      363     -453       48      864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      0.7      0.0     54.8     89.8     78.9     90.5     21.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12        1        0       17       15       29       16
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/10/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       15,987
COMMITMENTS
   4,201    3,035       47   10,120   11,615   14,368   14,697    1,619    1,290

CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST:         -9)
     -16     -681       44     -446      284     -418     -353      409      344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     19.0      0.3     63.3     72.7     89.9     91.9     10.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        5        2        8        4       19       11
 

Updated August 13, 2010