MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       36,188
COMMITMENTS
   2,656    1,970    5,582   21,653   23,105   29,891   30,657    6,296    5,531

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,609)
      23      117      581      319    1,144      923    1,842      686     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      5.4     15.4     59.8     63.8     82.6     84.7     17.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      16       11       17       34       31       58       51
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      271,166
COMMITMENTS
  78,368   17,005   70,709   94,451  140,201  243,528  227,916   27,638   43,250

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     15,643)
   7,392      317    5,928    1,566    8,424   14,887   14,670      755      973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      6.3     26.1     34.8     51.7     89.8     84.1     10.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
     115       59      103       53       73      231      188
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      445,946
COMMITMENTS
 154,635   12,131  121,172  138,475  234,931  414,281  368,233   31,664   77,712

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      5,066)
  -6,154   -4,458    7,354    3,027    3,209    4,227    6,105      839   -1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      2.7     27.2     31.1     52.7     92.9     82.6      7.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      431)
     187       34      106      102      189      319      309
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,981
COMMITMENTS
   3,881    3,503      741    2,361    3,025    6,982    7,268    1,999    1,713

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        238)
     -89      -61      176       23        1      109      115      129      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.2     39.0      8.2     26.3     33.7     77.7     80.9     22.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      29       26       13       15       25       54       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,015
COMMITMENTS
  12,388    5,860    9,895   12,211    6,979   34,495   22,735    5,521   17,280

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        423)
  -1,370      -88    1,154    1,305     -650    1,089      416     -665        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     14.6     24.7     30.5     17.4     86.2     56.8     13.8     43.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      39       29       46       52       43      116       98
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       36,170
COMMITMENTS
   2,341      770      602   25,392   34,210   28,335   35,582    7,835      588

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     -1,662)
     332      750        0    2,883   -2,806    3,215   -2,056   -4,877      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      2.1      1.7     70.2     94.6     78.3     98.4     21.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1       12       11       16       13
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      115,701
COMMITMENTS
  46,811   18,334    5,612   23,761   75,153   76,184   99,099   39,517   16,602

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     -9,372)
  17,835    5,390   -1,851  -26,787   -9,779  -10,803   -6,240    1,431   -3,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.5     15.8      4.9     20.5     65.0     65.8     85.7     34.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      30       19       18       22       29       63       55
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,186
COMMITMENTS
  26,044   12,362      970    6,685   31,509   33,698   44,840   19,487    8,345

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:        117)
  -1,575   -1,725     -111    1,771    2,234       86      399       31     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.0     23.2      1.8     12.6     59.2     63.4     84.3     36.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      18       12        6        9       15       31       29
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       78,416
COMMITMENTS
  41,410   15,034       50   31,336   61,383   72,796   76,467    5,620    1,949

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      2,522)
   5,719   -5,700       32   -4,963    8,036      788    2,368    1,734      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.8     19.2      0.1     40.0     78.3     92.8     97.5      7.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      30       18        1       15       20       46       38
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       80,505
COMMITMENTS
  18,224   26,940    4,501   33,474   27,060   56,199   58,501   24,306   22,003

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     -3,422)
  -3,435   -3,688      437     -748      912   -3,745   -2,339      323   -1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     33.5      5.6     41.6     33.6     69.8     72.7     30.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      25       21       17       20       28       52       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      127,808
COMMITMENTS
  40,401   18,390    6,478   52,343   77,001   99,222  101,868   28,586   25,939

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    -19,483)
 -21,262    3,596    1,356    2,857  -19,649  -17,049  -14,697   -2,433   -4,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.6     14.4      5.1     41.0     60.2     77.6     79.7     22.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      33       30       22       29       27       73       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      222,412
COMMITMENTS
  53,350   50,573   34,569   80,110   81,595  168,029  166,737   54,382   55,675

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      7,262)
  -2,105  -14,934    7,137      -20   13,492    5,012    5,694    2,250    1,568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     22.7     15.5     36.0     36.7     75.5     75.0     24.5     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      48       60       51       35       43      114      123
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       26,820
COMMITMENTS
  22,636    4,228        0      563   21,198   23,199   25,426    3,621    1,394

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,065)
   1,222     -347        0     -302    1,096      920      749      145      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    84.4     15.8      0.0      2.1     79.0     86.5     94.8     13.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        6        0        2       15       15       21
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   12,079,916
COMMITMENTS
 1476102  268,906  4380493  5303629  6476417 11160224 11125816  919,692  954,099

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    653,759)
 184,053   33,928  431,480   37,469  198,605  653,002  664,012      757  -10,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      2.2     36.3     43.9     53.6     92.4     92.1      7.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      66       54      101      129      134      249      242
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      887,945
COMMITMENTS
  56,665   83,266   51,650  637,055  625,403  745,370  760,319  142,574  127,626

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:   -349,276)
  -8,063  -28,567  -46,429 -249,252 -234,147 -303,743 -309,143  -45,533  -40,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      9.4      5.8     71.7     70.4     83.9     85.6     16.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      543)
      93      126       95      221      235      373      397
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      358,412
COMMITMENTS
  30,018   23,355   25,063  224,103  237,080  279,184  285,497   79,228   72,915

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:   -141,363)
   9,527  -37,303   -9,937 -105,346  -83,659 -105,756 -130,899  -35,606  -10,464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      6.5      7.0     62.5     66.1     77.9     79.7     22.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      23       25       33       71       74      114      112
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,647,662
COMMITMENTS
 192,901  359,223   73,271  2064757  1941615  2330930  2374110  316,732  273,552

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -1,039,570)
-205,147  -73,517  -65,262 -719,526 -752,441 -989,935 -891,220  -49,635 -148,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3     13.6      2.8     78.0     73.3     88.0     89.7     12.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      482)
      77      113       72      195      211      318      350
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      104,333
COMMITMENTS
  13,321    8,045      477   81,341   91,783   95,139  100,305    9,194    4,028

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    -22,980)
     766     -122       94  -21,750  -21,789  -20,890  -21,817   -2,089   -1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      7.7      0.5     78.0     88.0     91.2     96.1      8.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13        3        2       49       34       63       38
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       70,134
COMMITMENTS
  16,840   13,585    1,101   45,749   52,161   63,690   66,847    6,444    3,287

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    -53,142)
   2,759   -5,727   -2,948  -45,757  -37,274  -45,946  -45,949   -7,196   -7,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     19.4      1.6     65.2     74.4     90.8     95.3      9.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      63       49       18       80       75      153      132
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      350,670
COMMITMENTS
  84,200   67,925    5,506  228,743  260,804  318,449  334,235   32,221   16,435

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:   -128,608)
  13,797  -31,500   -1,848 -144,031  -72,215 -132,083 -105,564    3,475  -23,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     19.4      1.6     65.2     74.4     90.8     95.3      9.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      247)
      63       49       18       80       75      153      132
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      139,424
COMMITMENTS
  77,615   13,338    4,697   25,356  105,344  107,668  123,379   31,756   16,045

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     11,633)
   3,637   -3,530      832    5,035   12,885    9,503   10,187    2,130    1,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.7      9.6      3.4     18.2     75.6     77.2     88.5     22.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      31       16       12       19       24       58       44
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       30,668
COMMITMENTS
   7,353    4,521        0   15,950    7,051   23,303   11,572    7,365   19,096

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      2,506)
   1,498     -113        0    1,546      410    3,044      297     -538    2,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     14.7      0.0     52.0     23.0     76.0     37.7     24.0     62.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      12        9        0       17       11       29       20
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       32,751
COMMITMENTS
   4,525    3,265      162   20,093   17,932   24,780   21,359    7,971   11,392

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,719)
   1,595      722       29    1,537    2,141    3,161    2,892   -1,442   -1,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     10.0      0.5     61.4     54.8     75.7     65.2     24.3     34.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       9        6        1       17       17       27       23
 
 
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE                       Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50)                              OPEN INTEREST:       30,692
COMMITMENTS
   4,437      786      300   22,596   27,789   27,333   28,875    3,359    1,817

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     -2,129)
     239      -15     -735   -1,097     -717   -1,593   -1,467     -536     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      2.6      1.0     73.6     90.5     89.1     94.1     10.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        3        1       17       23       24       27
 
 
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE           Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50)                                   OPEN INTEREST:       28,387
COMMITMENTS
   7,112        0        0   15,894   26,734   23,006   26,734    5,381    1,653

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:       -465)
     231     -204       -4     -178      337       49      129     -514     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      0.0      0.0     56.0     94.2     81.0     94.2     19.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13        0        0       17       16       30       16
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,341
COMMITMENTS
   2,768    5,743        0    9,321    6,796   12,089   12,539    1,252      802

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     -2,490)
    -348      968   -1,036     -499   -1,796   -1,883   -1,864     -607     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7     43.0      0.0     69.9     50.9     90.6     94.0      9.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        5        0        5        3       13        8
 

Updated September 24, 2010