```
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is    83,317
Positions
     5,207     44,130        829      8,632      8,196        228     20,662     13,187        993      8,526        147         14     38,226     15,593
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       53.0        1.0       10.4        9.8        0.3       24.8       15.8        1.2       10.2        0.2        0.0       45.9       18.7
 
Number of Traders in Each Category                                    Total Traders:        62
         4         10          .          .          4          .         16         15          5          9          .          .
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    54,918
Positions
    13,834     40,233        529      1,880        502        342     23,559      4,431         21          0          0          0     14,753      8,860
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       73.3        1.0        3.4        0.9        0.6       42.9        8.1        0.0        0.0        0.0        0.0       26.9       16.1
 
Number of Traders in Each Category                                    Total Traders:        40
         5          9          .          .          .          .         18          5          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   124,904
Positions
    76,011     40,081      1,564     15,270     14,545        571     14,929     27,288        635        500     17,866          0     15,424     22,354
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      60.9       32.1        1.3       12.2       11.6        0.5       12.0       21.8        0.5        0.4       14.3        0.0       12.3       17.9
 
Number of Traders in Each Category                                    Total Traders:        88
         8         14          .          5         12          .         18         23          9          .          7          0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   127,658
Positions
     6,433     83,629      1,695     36,284      9,359      1,362     50,625      4,756        144      1,406      3,752          0     29,709     22,961
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       65.5        1.3       28.4        7.3        1.1       39.7        3.7        0.1        1.1        2.9        0.0       23.3       18.0
 
Number of Traders in Each Category                                    Total Traders:       100
         6         20          .         11          9          4         33         13          6          .          6          0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   230,118
Positions
   112,272     64,768      3,933     20,577     23,107      3,410     30,298     71,049      1,689     15,410     10,830        288     42,241     51,044
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       28.1        1.7        8.9       10.0        1.5       13.2       30.9        0.7        6.7        4.7        0.1       18.4       22.2
 
Number of Traders in Each Category                                    Total Traders:       156
        23         13          6         14         18          7         32         39         20          8          9          .
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    80,302
Positions
     9,067     46,792      2,218      2,662      5,459        692     38,043      6,107         11      4,550      2,228          0     23,059     16,795
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       58.3        2.8        3.3        6.8        0.9       47.4        7.6        0.0        5.7        2.8        0.0       28.7       20.9
 
Number of Traders in Each Category                                    Total Traders:        59
         6         12          5          .          5          .         19         10          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    30,541
Positions
     4,064     19,465      7,193          0          0          0      6,537        297      2,871      4,035         20        602      5,239         93
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       63.7       23.6        0.0        0.0        0.0       21.4        1.0        9.4       13.2        0.1        2.0       17.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         6          6          5          0          0          0          5          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    72,072
Positions
     8,201     58,114        403     17,771        245        281     39,516      8,836          7      1,185      2,651          0      4,708      1,535
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       80.6        0.6       24.7        0.3        0.4       54.8       12.3        0.0        1.6        3.7        0.0        6.5        2.1
 
Number of Traders in Each Category                                    Total Traders:        76
         7         12          .          7          .          .         25         15          .          5          4          0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    18,631
Positions
     2,251     10,286         75        975        100          0     11,247      6,364          0      1,486        612          0      2,597      1,194
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       55.2        0.4        5.2        0.5        0.0       60.4       34.2        0.0        8.0        3.3        0.0       13.9        6.4
 
Number of Traders in Each Category                                    Total Traders:        38
         .         10          .          .          .          0          9          9          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    41,245
Positions
    24,290     15,199        517      2,787      4,576        844      6,864     10,444        584        110      1,197          0      5,249      7,884
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      58.9       36.9        1.3        6.8       11.1        2.0       16.6       25.3        1.4        0.3        2.9        0.0       12.7       19.1
 
Number of Traders in Each Category                                    Total Traders:        86
        16         17          .          6          5          .         25         12          7          .          4          0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    82,489
Positions
    48,580     30,398      1,034      5,573      9,151      1,688     13,728     20,888      1,168        220      2,394          0     10,498     15,768
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      58.9       36.9        1.3        6.8       11.1        2.0       16.6       25.3        1.4        0.3        2.9        0.0       12.7       19.1
 
Number of Traders in Each Category                                    Total Traders:        86
        16         17          .          6          5          .         25         12          7          .          4          0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   870,890
Positions
    69,325    213,533     38,686    439,798    163,886     55,169     71,078    207,667     39,798     15,780     26,039        407    140,850    125,705
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       24.5        4.4       50.5       18.8        6.3        8.2       23.8        4.6        1.8        3.0        0.0       16.2       14.4
 
Number of Traders in Each Category                                    Total Traders:       515
        31         51         14        114         68         61         71        141         59         18         21          7
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   307,963
Positions
    31,659    108,668      4,342    160,528     41,815      8,011     21,208     60,124      1,621      7,174     12,158         20     73,400     71,204
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       35.3        1.4       52.1       13.6        2.6        6.9       19.5        0.5        2.3        3.9        0.0       23.8       23.1
 
Number of Traders in Each Category                                    Total Traders:       128
        11         21          5         35         15         16         14         26          9          .          4          .
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,814,633
Positions
   207,952    543,947    152,096  1,405,126    619,132    227,012    402,716    891,084     37,517     43,029     69,405      1,937    337,248    272,503
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       19.3        5.4       49.9       22.0        8.1       14.3       31.7        1.3        1.5        2.5        0.1       12.0        9.7
 
Number of Traders in Each Category                                    Total Traders:       474
        30         48          7         93         61         52         73        133         44         16         20          6
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    84,446
Positions
     4,200      9,710      3,272     53,062     48,117      3,461      9,314     15,109        569        335          0          0     10,233      4,208
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       11.5        3.9       62.8       57.0        4.1       11.0       17.9        0.7        0.4        0.0        0.0       12.1        5.0
 
Number of Traders in Each Category                                    Total Traders:        81
         .          9          .         34         12          9         12         10          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    76,812
Positions
    26,575     16,902      3,259     16,703     21,140      3,436     13,378     15,439      2,400      1,058      6,488          0     10,003      7,748
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       22.0        4.2       21.7       27.5        4.5       17.4       20.1        3.1        1.4        8.4        0.0       13.0       10.1
 
Number of Traders in Each Category                                    Total Traders:       211
        20         20          8         31         26         10         42         52         15         10          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,807
Positions
     5,862      7,624          1      1,017        485          0        861      1,828          0          0      2,497          0      6,066      1,372
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       55.2        0.0        7.4        3.5        0.0        6.2       13.2        0.0        0.0       18.1        0.0       43.9        9.9
 
Number of Traders in Each Category                                    Total Traders:        22
         7          5          .          .          .          0          .          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   315,026
Positions
   116,519     59,341      3,338     78,431    103,275     17,179     70,708     76,181      3,876      5,292     19,954          0     19,683     31,882
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       18.8        1.1       24.9       32.8        5.5       22.4       24.2        1.2        1.7        6.3        0.0        6.2       10.1
 
Number of Traders in Each Category                                    Total Traders:       209
        18         21          .         31         25         10         44         51         12         10          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   406,273
Positions
   183,465     42,756     13,237    138,496    159,845     18,972     33,237    141,059      3,675      1,312      7,672        593     13,286     18,464
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       10.5        3.3       34.1       39.3        4.7        8.2       34.7        0.9        0.3        1.9        0.1        3.3        4.5
 
Number of Traders in Each Category                                    Total Traders:       231
        16         17          6         48         45         22         26         67         17          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    29,643
Positions
     7,220      7,389        552      9,574        983        209      4,273      4,475          0        200      1,483          0      7,615     14,552
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       24.9        1.9       32.3        3.3        0.7       14.4       15.1        0.0        0.7        5.0        0.0       25.7       49.1
 
Number of Traders in Each Category                                    Total Traders:        46
        12          6          .          8          .          .          6          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    45,526
Positions
    27,331     13,305      1,888      6,728      4,327        472      1,695      9,716        836          0        430          0      6,576     14,552
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      60.0       29.2        4.1       14.8        9.5        1.0        3.7       21.3        1.8        0.0        0.9        0.0       14.4       32.0
 
Number of Traders in Each Category                                    Total Traders:        57
        11         11          4          8          5          .          .         17          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    35,944
Positions
       254        638          0     25,571     27,700      3,325      3,342      2,319          0          0          0          0      3,452      1,962
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        1.8        0.0       71.1       77.1        9.3        9.3        6.5        0.0        0.0        0.0        0.0        9.6        5.5
 
Number of Traders in Each Category                                    Total Traders:        43
         .          .          0         16         14          9          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    26,710
Positions
     1,296      9,251          0     13,935      2,405        952      3,217     11,778          0      1,921        204          0      5,389      2,120
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       34.6        0.0       52.2        9.0        3.6       12.0       44.1        0.0        7.2        0.8        0.0       20.2        7.9
 
Number of Traders in Each Category                                    Total Traders:        39
         .          6          0         13          .          5          6          5          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   682,517
Positions
    23,450    158,925      4,038    365,308    145,858     54,151     50,816    132,899     11,162     27,569     45,480          0    146,023    130,004
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       23.3        0.6       53.5       21.4        7.9        7.4       19.5        1.6        4.0        6.7        0.0       21.4       19.0
 
Number of Traders in Each Category                                    Total Traders:       157
         9         21          7         44         25         29         26         19         13          6          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   159,655
Positions
     2,036     79,457      3,386    102,325      1,827      6,804      4,385     50,611        326          0          0          0     40,393     17,244
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       49.8        2.1       64.1        1.1        4.3        2.7       31.7        0.2        0.0        0.0        0.0       25.3       10.8
 
Number of Traders in Each Category                                    Total Traders:        38
         .          8          .         16          .          8          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   861,922
Positions
    13,686    126,215     10,259    409,418    213,817     82,844    195,440    160,201     14,700     30,890    128,455      4,086    100,599    121,345
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       14.6        1.2       47.5       24.8        9.6       22.7       18.6        1.7        3.6       14.9        0.5       11.7       14.1
 
Number of Traders in Each Category                                    Total Traders:       229
         7         37          7         32         47         38         31         41         15          7         27          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,843,850
Positions
   117,591    317,047     35,099    964,931    412,708    187,364    181,430    487,297     30,505     39,820     47,360      7,453    279,657    319,017
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       17.2        1.9       52.3       22.4       10.2        9.8       26.4        1.7        2.2        2.6        0.4       15.2       17.3
 
Number of Traders in Each Category                                    Total Traders:       254
        34         31         16         36         50         51         29         62         31          6          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is   933,042
Positions
    24,030    152,541     11,184    288,479    230,396    148,984    191,137     64,189     16,676     42,231     70,925        280    210,041    237,867
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       16.3        1.2       30.9       24.7       16.0       20.5        6.9        1.8        4.5        7.6        0.0       22.5       25.5
 
Number of Traders in Each Category                                    Total Traders:       156
         7         22          .         25         36         34         25         23         15          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   616,778
Positions
   132,892    266,227    201,296      4,796      3,068      1,201    170,987     21,762     57,395      7,122      3,077        335     40,754     62,417
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       43.2       32.6        0.8        0.5        0.2       27.7        3.5        9.3        1.2        0.5        0.1        6.6       10.1
 
Number of Traders in Each Category                                    Total Traders:       109
        23         28         37          .          .          .         26         15         35          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,729,322
Positions
 1,873,626  3,119,071  1,488,967  1,103,568    282,574    110,459  1,184,296    545,865    919,710    163,115    294,438     64,449    821,132    903,789
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       40.4       19.3       14.3        3.7        1.4       15.3        7.1       11.9        2.1        3.8        0.8       10.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       270
        33         67         91          9         12         15         63         52         74          9         14         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,935
Positions
     4,817      7,834          0      1,096      1,689        414      2,402      2,211        156      3,800        475          0        250        156
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       60.6        0.0        8.5       13.1        3.2       18.6       17.1        1.2       29.4        3.7        0.0        1.9        1.2
 
Number of Traders in Each Category                                    Total Traders:        35
         .          5          0          .          6          .          6          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    33,327
Positions
    28,776     16,604          0      1,308      1,021         77      2,874      8,913         20          0      6,582          0        272        110
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      86.3       49.8        0.0        3.9        3.1        0.2        8.6       26.7        0.1        0.0       19.7        0.0        0.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         4          4          0          .          4          .          9          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    24,176
Positions
    10,227     15,430          0        263         50        845      7,377      4,249      1,157        580        528          4      3,723      1,913
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      42.3       63.8        0.0        1.1        0.2        3.5       30.5       17.6        4.8        2.4        2.2        0.0       15.4        7.9
 
Number of Traders in Each Category                                    Total Traders:        57
         8          .          0          .          .          .         12         20          5          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is    96,183
Positions
    65,457     29,620     11,658        200      1,993        100      2,068     32,759      2,555        495      1,815        270     13,380     15,413
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      68.1       30.8       12.1        0.2        2.1        0.1        2.2       34.1        2.7        0.5        1.9        0.3       13.9       16.0
 
Number of Traders in Each Category                                    Total Traders:        43
         .         11         10          .          .          .          4         19         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    16,223
Positions
     1,184     13,486          1     11,368        288          0      2,644      1,456          0          0          0          0      1,026        992
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       83.1        0.0       70.1        1.8        0.0       16.3        9.0        0.0        0.0        0.0        0.0        6.3        6.1
 
Number of Traders in Each Category                                    Total Traders:        26
         .          .          .          9          .          0          5          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 23, 2010