```
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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   120,245
Positions
    19,725     78,045      2,086      9,663      7,205        239     30,921     13,858      2,878      7,363        562          0     47,370     15,372
 
Changes from:       May 17, 2011                                     Total Change is:    -3,141
     3,119     -4,266        351       -228        167         -1     -6,901        628        396       -337          0          0        460       -416
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       64.9        1.7        8.0        6.0        0.2       25.7       11.5        2.4        6.1        0.5        0.0       39.4       12.8
 
Number of Traders in Each Category                                    Total Traders:        77
        10         10          7          4          4          .         24         14          7         10          .          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    66,776
Positions
    15,005     38,172         49      1,002      1,215         69     24,856     15,432          3        418          0          0     25,374     11,836
 
Changes from:       May 17, 2011                                     Total Change is:    -1,528
     1,970     -2,114        -92          0         11          0       -101       -821        -16          0          0          0     -3,289      1,504
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       57.2        0.1        1.5        1.8        0.1       37.2       23.1        0.0        0.6        0.0        0.0       38.0       17.7
 
Number of Traders in Each Category                                    Total Traders:        42
         6          7          .          .          .          .         17          8          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   110,336
Positions
    33,458     23,313      2,582      7,133     23,772      1,331     40,112     35,157        543      2,681      3,056          0     22,496     20,582
 
Changes from:       May 17, 2011                                     Total Change is:     6,583
    16,978     -5,856      2,102       -830        -51          2     -2,694     12,584         80       -658       -350          0     -8,397     -1,928
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       21.1        2.3        6.5       21.5        1.2       36.4       31.9        0.5        2.4        2.8        0.0       20.4       18.7
 
Number of Traders in Each Category                                    Total Traders:        89
        11          9          .          4         13          5         28         18          9          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is    99,264
Positions
    16,519     33,987      2,485     26,736      8,514        348     25,818     17,780      1,091        900      1,969          0     25,367     33,090
 
Changes from:       May 17, 2011                                     Total Change is:    -4,189
       834       -509       -337       -358        214          0     -5,115        953         -2          0       -439          0        789     -4,069
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       34.2        2.5       26.9        8.6        0.4       26.0       17.9        1.1        0.9        2.0        0.0       25.6       33.3
 
Number of Traders in Each Category                                    Total Traders:        97
        10         16          6          9          8          .         21         25          7          .          6          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   258,663
Positions
   101,914    110,343        853     34,845     24,340      2,537     51,375     59,617      2,017     16,478     14,001        127     48,517     44,828
 
Changes from:       May 17, 2011                                     Total Change is:     8,130
    25,231     -1,788        184      1,620        228         69     -9,520      6,220      1,232     -5,523        679       -174     -4,989      1,480
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       42.7        0.3       13.5        9.4        1.0       19.9       23.0        0.8        6.4        5.4        0.0       18.8       17.3
 
Number of Traders in Each Category                                    Total Traders:       182
        23         20          8         18         17         10         38         47         17          7         12          4
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   110,968
Positions
    10,483     81,263        393      6,258      3,462        134     60,936      8,036        479        877        570          0     31,408     16,631
 
Changes from:       May 17, 2011                                     Total Change is:    -4,122
    -1,548     -3,458       -106     -2,141         97        -10      1,447       -270         37         80       -471          0     -1,881         59
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       73.2        0.4        5.6        3.1        0.1       54.9        7.2        0.4        0.8        0.5        0.0       28.3       15.0
 
Number of Traders in Each Category                                    Total Traders:        68
         5         13          .          5          5          .         25         12          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   102,869
Positions
    15,759     33,736     55,841          0          0          0     27,422     12,027        834      1,645          0          0      1,368        431
 
Changes from:       May 17, 2011                                     Total Change is:     3,050
     1,075        725      1,526          0          0          0       -243        700          0          0          0          0        692         99
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       32.8       54.3        0.0        0.0        0.0       26.7       11.7        0.8        1.6        0.0        0.0        1.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        23
         5         11         11          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   147,410
Positions
     5,665    125,662        387     15,448      1,668          0    114,207     14,813        324      4,090      2,565          0      7,289      1,991
 
Changes from:       May 17, 2011                                     Total Change is:      -172
    -2,706      3,583         89       -101        691          0      2,917     -4,405         75       -199       -227          0       -247         22
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       85.2        0.3       10.5        1.1        0.0       77.5       10.0        0.2        2.8        1.7        0.0        4.9        1.4
 
Number of Traders in Each Category                                    Total Traders:       122
         8         15          4         10          .          0         59         11          4         11          4          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    32,498
Positions
    26,241     24,849        356      2,029          0          0      2,295        376         11        370      6,777          0      1,196        129
 
Changes from:       May 17, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      80.7       76.5        1.1        6.2        0.0        0.0        7.1        1.2        0.0        1.1       20.9        0.0        3.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         .          6          .          .          0          0          7          .          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,930
Positions
     1,612     19,540          0        317        204          0     24,474      9,613          0        854        139          0      3,673      1,434
 
Changes from:       May 17, 2011                                     Total Change is:     1,294
         0      1,726        -24        -92       -152          0      1,040       -391          0        -12          0          0        382        135
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       63.2        0.0        1.0        0.7        0.0       79.1       31.1        0.0        2.8        0.4        0.0       11.9        4.6
 
Number of Traders in Each Category                                    Total Traders:        43
         .         11          0          .          .          0         15         10          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    77,677
Positions
    19,766     36,750      9,902      3,664      1,935        636     17,637      6,789      8,231      1,520        310          1     16,322     13,124
 
Changes from:       May 17, 2011                                     Total Change is:       199
       -48       -415        -53         17        552        -30       -330       -380        615        263        -40          1       -236        -51
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       47.3       12.7        4.7        2.5        0.8       22.7        8.7       10.6        2.0        0.4        0.0       21.0       16.9
 
Number of Traders in Each Category                                    Total Traders:       106
        21         19          7          7          6          .         32         11         15          .          .          .
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    24,441
Positions
     7,265     20,231        263        459          0          0      7,220      1,452          9          0          0          0      9,225      2,486
 
Changes from:       May 17, 2011                                     Total Change is:        84
         0         -2          0          0          0          0        265        397          1          0       -350          0       -182         38
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       82.8        1.1        1.9        0.0        0.0       29.5        5.9        0.0        0.0        0.0        0.0       37.7       10.2
 
Number of Traders in Each Category                                    Total Traders:        23
         5          6          .          .          0          0          6          5          4          0          0          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,471
Positions
    43,795     51,831        485      6,409      3,870      1,271     36,798     26,638        479      3,039        620          2     14,193     21,275
 
Changes from:       May 17, 2011                                     Total Change is:       230
      -323     -1,053        122         33      1,103        -59        -69       -433        106        525        620          2       -107       -178
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       48.7        0.5        6.0        3.6        1.2       34.6       25.0        0.4        2.9        0.6        0.0       13.3       20.0
 
Number of Traders in Each Category                                    Total Traders:       102
        20         18          .          6          6          .         34         14         10          .          .          .
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   896,257
Positions
    57,404    251,970     43,090    410,614    122,425     58,657     80,774    176,847     29,687     24,876     61,783     12,669    178,486    139,129
 
Changes from:       May 17, 2011                                     Total Change is:    25,788
     1,724     -5,025      4,527      4,472      2,267      1,096      2,980      4,563     -1,974        529      2,353      3,541      8,892     14,439
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       28.1        4.8       45.8       13.7        6.5        9.0       19.7        3.3        2.8        6.9        1.4       19.9       15.5
 
Number of Traders in Each Category                                    Total Traders:       550
        35         53         22        127         52         60         91        130         63         33         28          9
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   335,533
Positions
    21,623    156,067      6,064    130,611     35,576      9,627     24,678     35,371      2,774      3,809     36,542      8,162    128,185     45,350
 
Changes from:       May 17, 2011                                     Total Change is:    10,173
     1,615      1,986        400       -868       -335        381     -1,592      2,163        149       -129       -232      2,864      7,353      2,797
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       46.5        1.8       38.9       10.6        2.9        7.4       10.5        0.8        1.1       10.9        2.4       38.2       13.5
 
Number of Traders in Each Category                                    Total Traders:       120
         9         21          4         31         13         12          8         30         10          4          4          .
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,803,618
Positions
   302,189    602,799     61,846  1,411,195    445,423    233,969    386,110    813,007     28,935    122,218    143,091      5,652    251,504    468,896
 
Changes from:       May 17, 2011                                     Total Change is:    78,074
    22,010    -13,592       -829     24,191     10,502      6,083     19,598      8,736     -7,350      6,518     16,157        156      7,697     58,211
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       21.5        2.2       50.3       15.9        8.3       13.8       29.0        1.0        4.4        5.1        0.2        9.0       16.7
 
Number of Traders in Each Category                                    Total Traders:       515
        36         47         16        107         49         53         96        121         48         31         28          6
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
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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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   110,011
Positions
    20,479     41,838         96     56,512     36,990      5,793     17,177     16,335          0      1,257      5,091          0      8,697      3,868
 
Changes from:       May 17, 2011                                     Total Change is:    -4,135
       389     -1,363         96     -3,425          9        -25       -937     -2,438       -621          0          0          0        388        207
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       38.0        0.1       51.4       33.6        5.3       15.6       14.8        0.0        1.1        4.6        0.0        7.9        3.5
 
Number of Traders in Each Category                                    Total Traders:        93
         9         10          .         32         14         10         15         11          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    87,582
Positions
    15,281     37,651      5,800     15,467     13,531      2,534     26,975     10,553      7,599      2,918      4,295      1,044      9,964      4,574
 
Changes from:       May 17, 2011                                     Total Change is:    -5,496
       508     -4,120       -384     -1,435        139         84     -1,745        413     -3,195       -224        794        299        595        474
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       43.0        6.6       17.7       15.4        2.9       30.8       12.0        8.7        3.3        4.9        1.2       11.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       234
        18         35         13         29         22         12         64         43         26         12          9          .
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,634
Positions
     3,843     13,168        320      1,600          0          0      8,051        469          0          0      3,581          0      4,820      1,096
 
Changes from:       May 17, 2011                                     Total Change is:    -1,879
      -457     -3,167         -1          0          0          0     -2,075        246          0       -216        912          0        870        131
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       70.7        1.7        8.6        0.0        0.0       43.2        2.5        0.0        0.0       19.2        0.0       25.9        5.9
 
Number of Traders in Each Category                                    Total Traders:        28
         5         10          .          .          0          0          7          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   344,740
Positions
    83,565    148,792      1,025     73,334     71,656      8,671    128,571     84,374      4,042     19,581      8,563        229     25,722     17,388
 
Changes from:       May 17, 2011                                     Total Change is:   -18,083
     3,232     -6,360       -322     -7,173        697        421    -13,587    -14,401       -738      1,458        907          0     -1,374      1,713
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       43.2        0.3       21.3       20.8        2.5       37.3       24.5        1.2        5.7        2.5        0.1        7.5        5.0
 
Number of Traders in Each Category                                    Total Traders:       233
        20         32          5         29         22         12         62         47         18         13          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   417,473
Positions
   184,797     41,483     17,325    107,383    143,579     33,924     48,144    135,407      4,656      2,670     19,908          0     18,574     21,191
 
Changes from:       May 17, 2011                                     Total Change is:     1,680
     4,196     -1,264      1,158     -3,777      3,915        135     -1,843     -3,640      2,491        473     -2,498          0     -1,153      1,383
 
Percent of Open Interest Represented by Each Category of Trader
      44.3        9.9        4.1       25.7       34.4        8.1       11.5       32.4        1.1        0.6        4.8        0.0        4.4        5.1
 
Number of Traders in Each Category                                    Total Traders:       260
        19         17          .         49         51         26         42         62         17          4         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    46,675
Positions
     9,576      7,625      1,758      7,182      1,123      1,960     14,489      9,197      4,235        436      4,409          0      7,039     16,368
 
Changes from:       May 17, 2011                                     Total Change is:    -1,536
      -250      1,174       -227       -669       -297        -10       -282       -731         62        220         52          0       -380     -1,559
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       16.3        3.8       15.4        2.4        4.2       31.0       19.7        9.1        0.9        9.4        0.0       15.1       35.1
 
Number of Traders in Each Category                                    Total Traders:        59
         8          7          .          9          .          .         13         13          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    55,377
Positions
    24,964     25,225      1,706      7,418      2,900        569      8,575     13,839      2,525      1,800      3,875        409      7,411      4,329
 
Changes from:       May 17, 2011                                     Total Change is:    -1,895
      -965        196        -91       -259         50        -91     -1,066        920        -42        848        453       -973        744     -2,317
 
Percent of Open Interest Represented by Each Category of Trader
      45.1       45.6        3.1       13.4        5.2        1.0       15.5       25.0        4.6        3.3        7.0        0.7       13.4        7.8
 
Number of Traders in Each Category                                    Total Traders:        74
        16         16          4          8          .          .         11         14          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    30,909
Positions
       256      6,090          0     19,563     12,896      3,830      2,354      6,007        179        419          0          0      4,308      1,907
 
Changes from:       May 17, 2011                                     Total Change is:       181
         0       -748          0       -500        577        369       -319         15          6          0          0          0        625        -38
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       19.7        0.0       63.3       41.7       12.4        7.6       19.4        0.6        1.4        0.0        0.0       13.9        6.2
 
Number of Traders in Each Category                                    Total Traders:        47
         .          .          0         18         14          7          5          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    39,065
Positions
     5,632     16,891        623     14,270      3,792        909      7,187     12,675        421      2,140        798         17      7,866      2,939
 
Changes from:       May 17, 2011                                     Total Change is:      -753
       189       -848       -102     -1,307       -308       -135        223        578        -63         16          0          0        426        125
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       43.2        1.6       36.5        9.7        2.3       18.4       32.4        1.1        5.5        2.0        0.0       20.1        7.5
 
Number of Traders in Each Category                                    Total Traders:        58
         6          7          .         14          6          .         12          5          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   774,703
Positions
    15,760    109,234     41,213    299,476    146,285     74,663    116,274    133,574     30,187     17,255     81,680      3,952    175,923    153,915
 
Changes from:       May 17, 2011                                     Total Change is:    53,650
    -1,318      9,433     32,664        805    -11,179      6,227     -1,754     -9,336      6,347      2,335     12,456      3,472      4,872      3,566
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       14.1        5.3       38.7       18.9        9.6       15.0       17.2        3.9        2.2       10.5        0.5       22.7       19.9
 
Number of Traders in Each Category                                    Total Traders:       158
        10         18         11         39         21         35         25         30         19          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   363,360
Positions
     2,500    152,670      2,121    245,599      5,639     17,961      2,000    126,163      8,303      1,700          0          0     83,176     50,503
 
Changes from:       May 17, 2011                                     Total Change is:    18,861
    -2,935      3,791       -216     -3,293      2,225      1,008          0      1,537      8,195          0     -2,015          0     16,102      4,336
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       42.0        0.6       67.6        1.6        4.9        0.6       34.7        2.3        0.5        0.0        0.0       22.9       13.9
 
Number of Traders in Each Category                                    Total Traders:        60
         .          9          .         28          .         15          .         17          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,103,772
Positions
    63,484    111,418     32,970    189,346    443,435    110,609    366,994     76,240     32,316    174,698    120,066     13,944    119,411    162,774
 
Changes from:       May 17, 2011                                     Total Change is:    43,705
    -3,136      6,437     15,156    -14,182     19,025      1,566     12,530     -6,748      4,753     31,400     16,385     -3,352     -1,030     -9,517
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       10.1        3.0       17.2       40.2       10.0       33.2        6.9        2.9       15.8       10.9        1.3       10.8       14.7
 
Number of Traders in Each Category                                    Total Traders:       261
        16         37         16         32         60         41         48         32         29          8         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,943,353
Positions
   211,858    134,755     35,537    638,152    586,978    216,553    360,091    365,716     90,146     12,697     90,210     33,695    344,624    389,763
 
Changes from:       May 17, 2011                                     Total Change is:    49,340
   -27,057    -57,522      4,176     17,848    120,080    -10,233        341    -55,072     13,073     -2,291    -14,490     13,706     39,777     35,622
 
Percent of Open Interest Represented by Each Category of Trader
      10.9        6.9        1.8       32.8       30.2       11.1       18.5       18.8        4.6        0.7        4.6        1.7       17.7       20.1
 
Number of Traders in Each Category                                    Total Traders:       256
        23         32         24         36         56         44         34         50         35          5         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,515,861
Positions
   183,734    197,695     27,316    267,958    634,850    116,428    503,536     92,522     54,312    113,117     67,890      1,089    248,371    323,759
 
Changes from:       May 17, 2011                                     Total Change is:   -44,588
    11,965    -18,091      3,614     -2,122     17,041    -11,479    -29,013    -28,959    -32,831        655      4,149     -7,426     22,049     29,394
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       13.0        1.8       17.7       41.9        7.7       33.2        6.1        3.6        7.5        4.5        0.1       16.4       21.4
 
Number of Traders in Each Category                                    Total Traders:       202
        14         24         16         22         46         38         39         31         24          9         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   714,235
Positions
   195,366    169,877    281,559      1,873      6,016     11,617     74,344     76,629     92,547     12,165     15,111      6,164     38,600     54,715
 
Changes from:       May 17, 2011                                     Total Change is:    14,858
    15,662      6,061      2,055     -2,275      2,407        887         -8      5,920     -4,916      1,444       -213        -65      2,074      2,722
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       23.8       39.4        0.3        0.8        1.6       10.4       10.7       13.0        1.7        2.1        0.9        5.4        7.7
 
Number of Traders in Each Category                                    Total Traders:       145
        20         41         54          .          5          5         23         27         34          .         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is10,168,262
Positions
   922,834  4,004,635  1,611,949  3,207,375    294,359    221,737  1,755,890  1,131,389  1,297,968     44,707    435,851    120,540    985,262  1,049,834
 
Changes from:       May 17, 2011                                     Total Change is:   136,281
   -40,814     21,410     87,019     40,592   -136,455     14,499     40,848     93,630     14,965    -36,829     30,987      5,390     10,611      4,836
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       39.4       15.9       31.5        2.9        2.2       17.3       11.1       12.8        0.4        4.3        1.2        9.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       299
        29         70         91         12         15         18         57         72         88          9         23         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    13,907
Positions
     4,534      4,911        142      1,077        748         23      3,946      7,385          3      3,826        604          0        356         91
 
Changes from:       May 17, 2011                                     Total Change is:     2,338
       826        458        142       -105          0          0      1,539      1,854          0        -46       -116          0        -18          0
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       35.3        1.0        7.7        5.4        0.2       28.4       53.1        0.0       27.5        4.3        0.0        2.6        0.7
 
Number of Traders in Each Category                                    Total Traders:        32
         .          .          .          .          5          .          6          8          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,745
Positions
    23,469     12,644        249      1,338      2,896         58      3,134      7,361         38         79      5,448          0        380         51
 
Changes from:       May 17, 2011                                     Total Change is:       181
       352       -250        249         33        685          0       -476       -545         38          0        -16          0        -15         20
 
Percent of Open Interest Represented by Each Category of Trader
      81.6       44.0        0.9        4.7       10.1        0.2       10.9       25.6        0.1        0.3       19.0        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        35
         4          4          .          .          5          .          9          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,833
Positions
    27,430     14,059          0        527         57        747     19,492     41,241      1,128      4,469      1,523          1      8,039      3,077
 
Changes from:       May 17, 2011                                     Total Change is:     6,042
        81        517        -17        182          6        -56      3,806      5,743        245      1,236       -232          1        564       -165
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       22.7        0.0        0.9        0.1        1.2       31.5       66.7        1.8        7.2        2.5        0.0       13.0        5.0
 
Number of Traders in Each Category                                    Total Traders:       101
         7          5          0          .          .          .         22         30          7         25          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   235,635
Positions
    80,002     72,963     40,578     13,528      2,748      5,378     12,081     36,679     25,010      7,076      4,024     29,719     22,263     18,536
 
Changes from:       May 17, 2011                                     Total Change is:    -8,511
    10,695      3,574    -10,785     -1,160        148        188     -1,263     -1,878     -1,322         81      1,657      1,233     -6,178     -1,326
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       31.0       17.2        5.7        1.2        2.3        5.1       15.6       10.6        3.0        1.7       12.6        9.4        7.9
 
Number of Traders in Each Category                                    Total Traders:       124
        11         13         20         13          4          5         22         22         29          8         10         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,057
Positions
       492      4,552          0      2,432        200          0      2,531      2,508        672        730          0          0      1,200        125
 
Changes from:       May 17, 2011                                     Total Change is:        56
         0        -44          0        -25          0          0          2         52          0          0        -77          0         79        125
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       56.5        0.0       30.2        2.5        0.0       31.4       31.1        8.3        9.1        0.0        0.0       14.9        1.6
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          4          .          0          7          4          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 24, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    10,671
Positions
       406      9,798          0      7,924          0          0        888        341          0          0         92         77      1,376        363
 
Changes from:       May 17, 2011                                     Total Change is:        74
        -6         29          0        -96          0          0        189        126          0          0        -64         64        -77        -81
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       91.8        0.0       74.3        0.0        0.0        8.3        3.2        0.0        0.0        0.9        0.7       12.9        3.4
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0         10          0          0          4          .          0          0          .          .
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```

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Updated May 27, 2011