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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        3,710
COMMITMENTS
     172      844        1    2,849    2,661    3,022    3,506      688      204

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -420)
     -92     -187        0     -318     -146     -410     -333      -10      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     22.7      0.0     76.8     71.7     81.5     94.5     18.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       10       11       13       14
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,755
COMMITMENTS
   6,742    5,891      709   19,643   22,274   27,094   28,874    5,661    3,881

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -4,310)
  -1,052      -48     -581   -2,746   -3,032   -4,379   -3,661       69     -649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     18.0      2.2     60.0     68.0     82.7     88.2     17.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      21       12       15       31       29       59       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      233,262
COMMITMENTS
  60,431   56,849   39,710  111,039  104,037  211,180  200,596   22,082   32,666

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      2,922)
    -671     -937      480    2,189    2,857    1,998    2,400      924      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     24.4     17.0     47.6     44.6     90.5     86.0      9.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      82       73       91       46       71      183      198
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      325,689
COMMITMENTS
  85,743   57,125   49,070  166,688  159,022  301,501  265,217   24,188   60,472

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,828)
  -1,722   -2,166   -2,414        6    2,777   -4,130   -1,803    2,302      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     17.5     15.1     51.2     48.8     92.6     81.4      7.4     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
      91       98      115       80      166      251      319
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,214
COMMITMENTS
   3,903    4,554      458    2,964    2,282    7,325    7,294    1,889    1,920

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -476)
     -61     -193     -199     -127      292     -387     -100      -89     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4     49.4      5.0     32.2     24.8     79.5     79.2     20.5     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      24       34        9       12       18       44       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       38,485
COMMITMENTS
  14,708    5,764    5,301   11,916    8,747   31,925   19,812    6,560   18,673

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      1,381)
   1,569      -59      197     -733      660    1,033      798      348      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     15.0     13.8     31.0     22.7     83.0     51.5     17.0     48.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      43       30       41       34       67      105      120
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,168
COMMITMENTS
  13,953        0      496   86,046  100,553  100,495  101,049    1,673    1,119

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        892)
     792     -527      127     -133    1,290      786      890      106        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      0.0      0.5     84.2     98.4     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        0        2       16       15       24       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      105,967
COMMITMENTS
  31,346   24,525        1   25,473   63,589   56,820   88,115   49,147   17,852

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     13,607)
   9,450      766      -24   -3,092   16,894    6,334   17,636    7,273   -4,029

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     23.1      0.0     24.0     60.0     53.6     83.2     46.4     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      33       12        1       19       28       53       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,566
COMMITMENTS
  15,983   10,692        3    7,112   25,189   23,098   35,884   24,468   11,682

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -3,661)
  -5,429     -772        2    2,586   -2,616   -2,841   -3,386     -820     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     22.5      0.0     15.0     53.0     48.6     75.4     51.4     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13       10        1       13       12       26       23
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      125,229
COMMITMENTS
  89,492    6,548      246   26,965  116,012  116,703  122,806    8,526    2,423

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     26,299)
  29,659   -7,208        0   -5,398   33,454   24,261   26,246    2,038       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.5      5.2      0.2     21.5     92.6     93.2     98.1      6.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      68       11        1       18       23       87       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      118,359
COMMITMENTS
  28,634   60,303      514   66,004   32,188   95,152   93,005   23,207   25,354

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     15,945)
     706   14,026     -449   13,158    1,038   13,415   14,615    2,530    1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     50.9      0.4     55.8     27.2     80.4     78.6     19.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       32        5       25       20       49       53
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:       94,901
COMMITMENTS
  34,595   20,268       34   37,001   43,359   71,630   63,661   23,271   31,240

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        615)
     276     -428        0     -463    2,322     -187    1,894      802   -1,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     21.4      0.0     39.0     45.7     75.5     67.1     24.5     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      26       32        3       23       18       51       51
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      194,329
COMMITMENTS
  81,860   38,666      953   54,485  111,116  137,298  150,735   57,031   43,594

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     11,123)
  13,060    2,853      200   -3,306    9,979    9,954   13,032    1,169   -1,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     19.9      0.5     28.0     57.2     70.7     77.6     29.3     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      49       45       12       35       50       90      101
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,168
COMMITMENTS
  34,133   10,098       66    2,518   27,682   36,717   37,846    1,451      322

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -476)
   3,938  -17,111   -4,834      396   21,542     -500     -403       24      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.4     26.5      0.2      6.6     72.5     96.2     99.2      3.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        1        1        3        7       15        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,520
COMMITMENTS
  22,648    3,662        0    3,381   25,687   26,029   29,349    4,491    1,171

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        868)
     406     -216        0      383    1,250      789    1,034       79     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.2     12.0      0.0     11.1     84.2     85.3     96.2     14.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19        9        0        7        8       26       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,713,587
COMMITMENTS
 1164801  898,859  1193636  6504798  6696565  8863235  8789060  850,352  924,527

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:   -219,081)
 -11,106   22,875  -21,374 -180,130 -213,577 -212,610 -212,076   -6,471   -7,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      9.3     12.3     67.0     68.9     91.2     90.5      8.8      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      279)
      50       63       89      133      145      242      249
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      767,993
COMMITMENTS
  72,107   95,655   21,284  561,395  565,378  654,786  682,317  113,207   85,676

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        676)
   3,418   10,444    3,645   -3,022  -14,048    4,040       41   -3,364      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     12.5      2.8     73.1     73.6     85.3     88.8     14.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      538)
      95      112       48      212      216      334      349
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      269,155
COMMITMENTS
  22,243   27,751    1,480  176,244  204,601  199,967  233,832   69,188   35,323

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      5,125)
   3,113    1,053      475    2,782    1,847    6,370    3,375   -1,245    1,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     10.3      0.5     65.5     76.0     74.3     86.9     25.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      14       18        7       56       50       72       73
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,494,190
COMMITMENTS
 309,913  400,113   38,428  1925753  1803886  2274094  2242427  220,096  251,763

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -22,244)
  20,734   66,167   -3,363  -29,020  -79,475  -11,649  -16,671  -10,595   -5,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     16.0      1.5     77.2     72.3     91.2     89.9      8.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      501)
      91      107       37      186      198      297      322
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,079
COMMITMENTS
  13,413    5,989        0   82,369   93,346   95,782   99,335    9,297    5,744

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,659)
   3,353      451        0   -5,239   -1,844   -1,886   -1,393      227     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      5.7      0.0     78.4     88.8     91.2     94.5      8.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      10        5        0       49       38       59       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,531
COMMITMENTS
  13,274    9,510    1,111   38,514   44,564   52,899   55,185    5,631    3,345

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      4,957)
   6,244      436       93   -2,240    4,497    4,097    5,026      859      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     16.2      1.9     65.8     76.1     90.4     94.3      9.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      51       47       17       69       80      127      137
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      292,653
COMMITMENTS
  66,369   47,548    5,557  192,570  222,822  264,496  275,927   28,157   16,726

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     24,783)
  31,220    2,181      466  -11,200   22,483   20,486   25,130    4,297     -347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     16.2      1.9     65.8     76.1     90.4     94.3      9.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
      51       47       17       69       80      127      137
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,626
COMMITMENTS
  82,079   18,743        0    4,216   87,563   86,295  106,306   35,331   15,320

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     27,842)
  23,122    6,683     -147   -2,290   25,194   20,685   31,730    7,157   -3,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.5     15.4      0.0      3.5     72.0     71.0     87.4     29.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      34       17        0       10       25       44       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,341
COMMITMENTS
  10,374   11,873        1   18,405   15,568   28,780   27,442    6,561    7,899

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      4,328)
   1,748    3,538        0    2,805      184    4,553    3,722     -225      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     33.6      0.0     52.1     44.1     81.4     77.6     18.6     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18        9        1       16       14       35       23
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,706
COMMITMENTS
  15,733    3,838      429   24,730   21,862   40,892   26,129    6,814   21,577

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      6,867)
   3,618      596       48    2,658   -1,878    6,324   -1,234      543    8,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0      8.0      0.9     51.8     45.8     85.7     54.8     14.3     45.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      16        9        2       23       18       40       28
```

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Updated July 8, 2011