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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,142
COMMITMENTS
     266      862        6    3,181    3,053    3,453    3,921      689      221

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        107)
      92        6       -2        3       97       93      101       14        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     20.8      0.1     76.8     73.7     83.4     94.7     16.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        2       10       11       13       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,916
COMMITMENTS
   9,154    5,669    2,008   20,649   25,344   31,811   33,021    6,105    4,895

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        503)
     300      -83      180      105    1,033      585    1,130      -82     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     15.0      5.3     54.5     66.8     83.9     87.1     16.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      29       11       19       32       32       70       54
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,843
COMMITMENTS
   1,936      143        1    1,739    3,146    3,676    3,290      167      553

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:         70)
      -5       33       -1       72       16       66       48        4       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4      3.7      0.0     45.3     81.9     95.7     85.6      4.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1        5       11        9       13
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      247,692
COMMITMENTS
  73,514   49,836   41,334  104,964  118,738  219,812  209,908   27,880   37,784

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      3,692)
   1,717   -3,306    1,670   -1,432    4,202    1,955    2,566    1,737    1,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     20.1     16.7     42.4     47.9     88.7     84.7     11.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
     109       56       93       53       78      206      196
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      313,397
COMMITMENTS
  93,518   57,698   40,282  154,066  158,479  287,866  256,459   25,531   56,938

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -10,013)
  -1,415    6,213   -5,364     -459   -6,667   -7,238   -5,818   -2,775   -4,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     18.4     12.9     49.2     50.6     91.9     81.8      8.1     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
      98       91      107       87      161      247      310
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,463
COMMITMENTS
   3,822    3,847    1,058    2,998    2,493    7,878    7,398    1,585    2,065

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        561)
      -4       26      491      130      -13      617      504      -56       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     40.7     11.2     31.7     26.3     83.3     78.2     16.7     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       33       11       13       19       41       60
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       39,567
COMMITMENTS
  14,296    6,236    5,968   11,765    9,331   32,029   21,535    7,538   18,032

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -909)
    -865      398     -455      180      197   -1,140      140      231   -1,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.1     15.8     15.1     29.7     23.6     80.9     54.4     19.1     45.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      44       34       44       43       68      116      129
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,891
COMMITMENTS
  16,498        0    1,964   83,827  100,867  102,289  102,831      602       60

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        490)
   1,496        0    1,468   -2,221     -609      743      859     -253     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      0.0      1.9     81.5     98.0     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        0        2       17       15       25       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      128,807
COMMITMENTS
  52,884   16,743       10   27,531   93,417   80,425  110,170   48,382   18,637

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      4,088)
     261   -8,116       10    2,438   11,640    2,709    3,534    1,379      554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     13.0      0.0     21.4     72.5     62.4     85.5     37.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      39       10        1       22       29       61       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,513
COMMITMENTS
  21,103   13,226        1    6,473   28,080   27,577   41,307   25,936   12,206

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,380)
     -56    3,561      -46    1,399   -1,825    1,297    1,690       83     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     24.7      0.0     12.1     52.5     51.5     77.2     48.5     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      18       12        1       12       12       31       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      137,823
COMMITMENTS
 103,288   11,375      254   26,024  124,088  129,566  135,717    8,257    2,106

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,560)
   2,979      332     -370     -157    2,815    2,452    2,777      108     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.9      8.3      0.2     18.9     90.0     94.0     98.5      6.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      67       13        2       16       21       85       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       97,415
COMMITMENTS
  33,312   32,090      464   38,197   43,231   71,973   75,785   25,442   21,630

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -876)
   7,301     -635      -67  -14,822    2,175   -7,588    1,473    6,712   -2,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     32.9      0.5     39.2     44.4     73.9     77.8     26.1     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      29       22        3       21       25       51       49
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      138,932
COMMITMENTS
  72,114   20,812      146   31,950   86,498  104,210  107,456   34,722   31,476

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      9,279)
   8,579     -568     -116       76    7,662    8,539    6,978      740    2,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     15.0      0.1     23.0     62.3     75.0     77.3     25.0     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      40       31        5       22       24       67       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      183,690
COMMITMENTS
  60,177   43,139    1,077   71,503   97,247  132,757  141,463   50,933   42,227

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      3,376)
   1,597   -6,195       55   -5,696   13,562   -4,044    7,422    7,420   -4,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     23.5      0.6     38.9     52.9     72.3     77.0     27.7     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      47       43       15       41       52       95      103
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,632
COMMITMENTS
  16,582   12,279       72    2,526    8,061   19,180   20,412    1,452      220

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,588)
   2,701    1,754        0        0      821    2,701    2,575     -113       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    80.4     59.5      0.3     12.2     39.1     93.0     98.9      7.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        2        2        3        7       15       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,793
COMMITMENTS
  25,241    1,950      114    2,498   29,111   27,853   31,175    4,940    1,618

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,721)
   1,877       24        0     -247    1,735    1,630    1,759       91      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.0      5.9      0.3      7.6     88.8     84.9     95.1     15.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      22        7        1        5       11       28       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,110,078
COMMITMENTS
 1208436  1054818  1210355  6811818  6859507  9230609  9124680  879,469  985,398

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     84,579)
  77,083   11,221   27,858   24,610   80,628  129,551  119,707  -44,972  -35,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     10.4     12.0     67.4     67.8     91.3     90.3      8.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      47       61       78      136      148      236      244
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      802,406
COMMITMENTS
  75,764   85,577   26,234  573,700  599,429  675,698  711,240  126,707   91,166

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     10,041)
   4,233    1,166    1,900     -211    4,363    5,922    7,428    4,120    2,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     10.7      3.3     71.5     74.7     84.2     88.6     15.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
     105       95       51      224      219      354      342
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      286,111
COMMITMENTS
  27,449   27,085    1,088  174,480  222,530  203,017  250,703   83,094   35,408

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     13,591)
   4,705      363      -43    2,696   12,417    7,358   12,737    6,233      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      9.5      0.4     61.0     77.8     71.0     87.6     29.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      17       17        5       55       54       73       75
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,581,474
COMMITMENTS
 324,025  374,910   43,280  1996102  1884495  2363407  2302685  218,067  278,789

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -17,748)
  22,239   28,614  -14,886  -14,535  -40,271   -7,182  -26,543  -10,566    8,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     14.5      1.7     77.3     73.0     91.6     89.2      8.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      498)
     101       92       40      198      197      318      311
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      109,699
COMMITMENTS
  13,555    5,093      241   86,679   99,123  100,475  104,457    9,224    5,242

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -294)
  -1,247     -254      241      449     -427     -557     -440      263      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      4.6      0.2     79.0     90.4     91.6     95.2      8.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12        5        1       51       38       63       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       90,825
COMMITMENTS
  22,269    5,621    5,394   54,104   75,145   81,767   86,160    9,058    4,665

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -455)
  -1,148   -1,657      148      932      781      -68     -729     -387      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5      6.2      5.9     59.6     82.7     90.0     94.9     10.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      72       24       14       74       86      153      117
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,957
COMMITMENTS
   4,193    2,203        0    9,660   14,303   13,853   16,506    4,104    1,451

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -557)
    -245      246        0      172     -318      -73      -72     -484     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     12.3      0.0     53.8     79.7     77.1     91.9     22.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0        9        9       10       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      364,339
COMMITMENTS
 114,894   41,604    2,458  222,218  304,209  339,570  348,271   24,769   16,068

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        512)
  -4,424   -9,427      649    3,800    5,494       25   -3,284      487    3,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     11.4      0.7     61.0     83.5     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      73       22       12       69       83      147      112
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      135,764
COMMITMENTS
  92,174   10,736       47    7,504  109,250   99,725  120,033   36,039   15,731

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      7,052)
   1,953   -1,690       38    2,351    7,536    4,342    5,884    2,710    1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.9      7.9      0.0      5.5     80.5     73.5     88.4     26.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      36       10        3       13       22       50       34
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,496
COMMITMENTS
   9,364   15,018        1   20,874   13,410   30,239   28,429    7,257    9,067

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:         64)
   1,012    1,163        1      678   -1,392    1,691     -228   -1,627      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     40.1      0.0     55.7     35.8     80.6     75.8     19.4     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      15       14        1       18       12       34       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,539
COMMITMENTS
  20,079    3,752      448   22,099   38,866   42,626   43,066    7,913    7,473

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -5,105)
     644   -1,562       98    2,649   -5,767    3,391   -7,231   -8,496    2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7      7.4      0.9     43.7     76.9     84.3     85.2     15.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21        7        2       20       23       42       31
```

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Updated July 29, 2011