```
Traders in Financial Futures- Futures Only Positions as of May 17, 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   123,386
Positions
    16,606     82,311      1,735      9,891      7,038        240     37,822     13,230      2,482      7,700        562          0     46,910     15,788
 
Changes from:       May 10, 2011                                     Total Change is:     1,908
     5,833     -4,026        125        105        682        -20     -2,202      5,600         61       -382          0          0     -1,612       -514
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       66.7        1.4        8.0        5.7        0.2       30.7       10.7        2.0        6.2        0.5        0.0       38.0       12.8
 
Number of Traders in Each Category                                    Total Traders:        82
        10         11          6          4          4          .         26         16          6         10          .          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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    68,304
Positions
    13,035     40,286        141      1,002      1,204         69     24,957     16,253         19        418          0          0     28,663     10,332
 
Changes from:       May 10, 2011                                     Total Change is:    -4,008
      -421        -13         17        169         82        -10     -4,576     -3,503       -299          0          0          0      1,112       -282
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       59.0        0.2        1.5        1.8        0.1       36.5       23.8        0.0        0.6        0.0        0.0       42.0       15.1
 
Number of Traders in Each Category                                    Total Traders:        40
         5          7          .          .          .          .         16          8          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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   103,753
Positions
    16,480     29,169        480      7,963     23,823      1,329     42,806     22,573        463      3,339      3,406          0     30,893     22,510
 
Changes from:       May 10, 2011                                     Total Change is:    -4,364
     7,702    -14,472        -76      2,051        766        -29     -8,740      5,602        254       -431          3          0     -5,095      3,588
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       28.1        0.5        7.7       23.0        1.3       41.3       21.8        0.4        3.2        3.3        0.0       29.8       21.7
 
Number of Traders in Each Category                                    Total Traders:        94
        11          9          .          6         14          5         27         21          7          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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   103,453
Positions
    15,685     34,496      2,822     27,094      8,300        348     30,933     16,827      1,093        900      2,408          0     24,578     37,159
 
Changes from:       May 10, 2011                                     Total Change is:     1,164
        12      1,620         69        770        835        -38        803     -1,559        390          0       -155          0       -842          2
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       33.3        2.7       26.2        8.0        0.3       29.9       16.3        1.1        0.9        2.3        0.0       23.8       35.9
 
Number of Traders in Each Category                                    Total Traders:        94
         9         17          4          9          8          .         20         24          8          .          6          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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   250,533
Positions
    76,683    112,131        669     33,225     24,112      2,468     60,895     53,397        785     22,001     13,322        301     53,506     43,348
 
Changes from:       May 10, 2011                                     Total Change is:     7,606
    22,668     -7,703       -563      1,159        760         63     -8,091      7,460       -164       -688      6,404         80     -6,858      1,269
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       44.8        0.3       13.3        9.6        1.0       24.3       21.3        0.3        8.8        5.3        0.1       21.4       17.3
 
Number of Traders in Each Category                                    Total Traders:       176
        23         17          9         18         16         10         35         46         16         10         11          4
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Traders in Financial Futures- Futures Only Positions as of May 17, 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   115,090
Positions
    12,031     84,721        499      8,399      3,365        144     59,489      8,306        442        797      1,041          0     33,289     16,572
 
Changes from:       May 10, 2011                                     Total Change is:   -13,224
        69     -7,489         15     -1,962         -4        -14    -11,266     -4,235         44       -440        429          0        330     -1,970
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       73.6        0.4        7.3        2.9        0.1       51.7        7.2        0.4        0.7        0.9        0.0       28.9       14.4
 
Number of Traders in Each Category                                    Total Traders:        76
         4         13          .          7          4          .         29         15          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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    99,819
Positions
    14,684     33,011     54,315          0          0          0     27,665     11,327        834      1,645          0          0        676        332
 
Changes from:       May 10, 2011                                     Total Change is:       599
       501       -264      1,087          0          0          0       -983       -199       -100          0          0          0         94         75
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       33.1       54.4        0.0        0.0        0.0       27.7       11.3        0.8        1.6        0.0        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        22
         5         10         11          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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   147,582
Positions
     8,371    122,079        298     15,549        977          0    111,290     19,218        249      4,289      2,792          0      7,536      1,969
 
Changes from:       May 10, 2011                                     Total Change is:   -10,804
     3,885     -5,873        -12       -781       -466        -45    -11,345     -4,153       -112     -1,513       -219          0       -881         76
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       82.7        0.2       10.5        0.7        0.0       75.4       13.0        0.2        2.9        1.9        0.0        5.1        1.3
 
Number of Traders in Each Category                                    Total Traders:       123
         8         15          .          9          .          0         56         14          .         14          4          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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    29,636
Positions
     1,612     17,814         24        409        356          0     23,434     10,004          0        866        139          0      3,291      1,299
 
Changes from:       May 10, 2011                                     Total Change is:      -868
        21     -1,725          4       -168        206          0         -4        689         -5       -162          0          0       -554        -37
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       60.1        0.1        1.4        1.2        0.0       79.1       33.8        0.0        2.9        0.5        0.0       11.1        4.4
 
Number of Traders in Each Category                                    Total Traders:        45
         .         13          .          .          .          0         14         10          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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    77,478
Positions
    19,814     37,165      9,955      3,647      1,384        665     17,967      7,169      7,617      1,257        350          0     16,557     13,175
 
Changes from:       May 10, 2011                                     Total Change is:    16,978
      -130      2,436      9,751       -185       -123        192     -9,010     -9,304      7,400         68       -293          0      8,893      6,920
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       48.0       12.8        4.7        1.8        0.9       23.2        9.3        9.8        1.6        0.5        0.0       21.4       17.0
 
Number of Traders in Each Category                                    Total Traders:       102
        21         17          7          7          4          .         32         12         12          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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    24,357
Positions
     7,265     20,233        263        459          0          0      6,955      1,055          8          0        350          0      9,407      2,448
 
Changes from:       May 10, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       83.1        1.1        1.9        0.0        0.0       28.6        4.3        0.0        0.0        1.4        0.0       38.6       10.1
 
Number of Traders in Each Category                                    Total Traders:        22
         5          6          .          .          0          0          5          4          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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   106,241
Positions
    44,118     52,884        363      6,376      2,767      1,330     36,867     27,071        373      2,514          0          0     14,300     21,453
 
Changes from:       May 10, 2011                                     Total Change is:   -14,758
     4,231    -16,575        -45     -1,288       -246        383    -17,086     -5,874        -60        135     -1,285          0     -1,028      8,944
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       49.8        0.3        6.0        2.6        1.3       34.7       25.5        0.4        2.4        0.0        0.0       13.5       20.2
 
Number of Traders in Each Category                                    Total Traders:        98
        20         16          .          6          4          .         33         16          5          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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   870,469
Positions
    55,680    256,995     38,563    406,142    120,158     57,561     77,794    172,284     31,660     24,347     59,430      9,128    169,593    124,690
 
Changes from:       May 10, 2011                                     Total Change is:     7,293
     1,814    -11,418      3,775      2,699      6,623        586     -4,244      1,113      1,926      1,530       -526      1,732     -2,524      3,482
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       29.5        4.4       46.7       13.8        6.6        8.9       19.8        3.6        2.8        6.8        1.0       19.5       14.3
 
Number of Traders in Each Category                                    Total Traders:       555
        37         51         22        124         54         60         93        127         70         38         29         10
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Traders in Financial Futures- Futures Only Positions as of May 17, 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   325,360
Positions
    20,008    154,081      5,664    131,479     35,911      9,246     26,270     33,208      2,625      3,938     36,774      5,298    120,832     42,553
 
Changes from:       May 10, 2011                                     Total Change is:     3,726
     3,619     -5,967       -164     -1,118        461        -88     -1,362      3,956         38     -1,330      1,585      1,669      2,462      2,236
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       47.4        1.7       40.4       11.0        2.8        8.1       10.2        0.8        1.2       11.3        1.6       37.1       13.1
 
Number of Traders in Each Category                                    Total Traders:       129
        10         21          4         33         12         12         12         31          9          4          6          .
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Traders in Financial Futures- Futures Only Positions as of May 17, 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 2,725,544
Positions
   280,179    616,391     62,675  1,387,004    434,921    227,886    366,512    804,271     36,285    115,700    126,934      5,496    243,807    410,685
 
Changes from:       May 10, 2011                                     Total Change is:    17,837
    -1,849    -20,077     12,516     19,014     30,739      3,440     -6,871     -6,676      1,904     13,770    -11,084        843    -24,930      6,232
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       22.6        2.3       50.9       16.0        8.4       13.4       29.5        1.3        4.2        4.7        0.2        8.9       15.1
 
Number of Traders in Each Category                                    Total Traders:       517
        35         47         17        104         51         52         98        117         51         36         28          7
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Traders in Financial Futures- Futures Only Positions as of May 17, 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 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   114,146
Positions
    20,090     43,201          0     59,937     36,981      5,818     18,114     18,773        621      1,257      5,091          0      8,309      3,661
 
Changes from:       May 10, 2011                                     Total Change is:      -882
     1,323     -3,468          0      2,261      1,249        109     -3,966        -25        621       -209         40          0     -1,021        592
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       37.8        0.0       52.5       32.4        5.1       15.9       16.4        0.5        1.1        4.5        0.0        7.3        3.2
 
Number of Traders in Each Category                                    Total Traders:        98
         8         11          0         33         14         11         17         13          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    93,078
Positions
    14,773     41,772      6,184     16,901     13,392      2,450     28,720     10,141     10,793      3,141      3,501        745      9,369      4,100
 
Changes from:       May 10, 2011                                     Total Change is:   -11,254
     1,546     -9,897       -683        687      3,449        170     -8,486       -322     -4,209       -162       -472        298       -415        413
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       44.9        6.6       18.2       14.4        2.6       30.9       10.9       11.6        3.4        3.8        0.8       10.1        4.4
 
Number of Traders in Each Category                                    Total Traders:       240
        22         31         14         33         20         12         75         38         24         13          7          .
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Traders in Financial Futures- Futures Only Positions as of May 17, 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    20,513
Positions
     4,300     16,335        321      1,600          0          0     10,126        223          0        216      2,669          0      3,950        965
 
Changes from:       May 10, 2011                                     Total Change is:    -3,942
        60     -3,943         -2          0          0          0     -4,042        -19          0        -29          0          0         71         22
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       79.6        1.6        7.8        0.0        0.0       49.4        1.1        0.0        1.1       13.0        0.0       19.3        4.7
 
Number of Traders in Each Category                                    Total Traders:        30
         7         10          .          .          0          0          7          .          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   362,823
Positions
    80,333    155,152      1,347     80,507     70,959      8,250    142,158     98,775      4,780     18,123      7,656        229     27,096     15,675
 
Changes from:       May 10, 2011                                     Total Change is:   -36,560
     4,097    -33,105        -71      3,437     17,245        848    -44,880    -24,176      1,618        879       -816        -58     -2,430      1,955
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       42.8        0.4       22.2       19.6        2.3       39.2       27.2        1.3        5.0        2.1        0.1        7.5        4.3
 
Number of Traders in Each Category                                    Total Traders:       237
        22         29          5         33         20         12         70         44         18         13          6          .
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Traders in Financial Futures- Futures Only Positions as of May 17, 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   415,793
Positions
   180,601     42,747     16,167    111,160    139,664     33,789     49,987    139,047      2,165      2,197     22,406          0     19,727     19,808
 
Changes from:       May 10, 2011                                     Total Change is:    17,241
    14,515      6,211      2,776      1,399      2,910        405      1,695      7,338     -3,557          9     -1,127       -225        224      2,510
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       10.3        3.9       26.7       33.6        8.1       12.0       33.4        0.5        0.5        5.4        0.0        4.7        4.8
 
Number of Traders in Each Category                                    Total Traders:       264
        18         20          .         53         47         27         41         64         15          4         17          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    48,211
Positions
     9,826      6,451      1,985      7,851      1,420      1,970     14,771      9,928      4,173        216      4,357          0      7,419     17,927
 
Changes from:       May 10, 2011                                     Total Change is:    -1,481
    -3,323      3,441      1,700      1,333     -9,652         -6     -1,820      1,818         12          0        -64          0        623      1,270
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       13.4        4.1       16.3        2.9        4.1       30.6       20.6        8.7        0.4        9.0        0.0       15.4       37.2
 
Number of Traders in Each Category                                    Total Traders:        62
         9          8          .          9          .          .         14         13          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of May 17, 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    57,272
Positions
    25,929     25,029      1,797      7,677      2,850        660      9,641     12,919      2,567        952      3,422      1,382      6,667      6,646
 
Changes from:       May 10, 2011                                     Total Change is:    -3,065
    -1,066        443        -25        -87         26         45       -269     -3,381        737          0     -2,913        550     -2,950      1,453
 
Percent of Open Interest Represented by Each Category of Trader
      45.3       43.7        3.1       13.4        5.0        1.2       16.8       22.6        4.5        1.7        6.0        2.4       11.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        75
        15         16          4          9          .          .         12         14          4          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    30,728
Positions
       256      6,838          0     20,063     12,319      3,461      2,673      5,992        173        419          0          0      3,683      1,945
 
Changes from:       May 10, 2011                                     Total Change is:      -690
         0       -494          0         46        683         49       -857       -714        169          0          0          0        -97       -383
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       22.3        0.0       65.3       40.1       11.3        8.7       19.5        0.6        1.4        0.0        0.0       12.0        6.3
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          0         18         15          7          6          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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    39,818
Positions
     5,443     17,739        725     15,577      4,100      1,044      6,964     12,097        484      2,124        798         17      7,440      2,814
 
Changes from:       May 10, 2011                                     Total Change is:      -416
      -531       -105        -17      1,231       -165         -6     -1,636       -431          0        606          0          0        -63        308
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       44.6        1.8       39.1       10.3        2.6       17.5       30.4        1.2        5.3        2.0        0.0       18.7        7.1
 
Number of Traders in Each Category                                    Total Traders:        56
         6          6          .         13          7          4         11          5          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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   721,053
Positions
    17,078     99,801      8,549    298,671    157,464     68,436    118,028    142,910     23,840     14,920     69,224        480    171,051    150,349
 
Changes from:       May 10, 2011                                     Total Change is:    60,417
     6,647     11,930      4,092     21,777     10,831       -629     10,459     14,280      8,398       -219      7,269        480      9,412      3,766
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       13.8        1.2       41.4       21.8        9.5       16.4       19.8        3.3        2.1        9.6        0.1       23.7       20.9
 
Number of Traders in Each Category                                    Total Traders:       167
        11         19          9         41         22         36         27         31         21          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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   344,499
Positions
     5,435    148,879      2,337    248,892      3,414     16,953      2,000    124,626        108      1,700      2,015          0     67,074     46,167
 
Changes from:       May 10, 2011                                     Total Change is:    25,178
     3,097     16,809      1,623     13,778     -1,719     -1,288          0      9,481          0          0        -85          0      7,968        357
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       43.2        0.7       72.2        1.0        4.9        0.6       36.2        0.0        0.5        0.6        0.0       19.5       13.4
 
Number of Traders in Each Category                                    Total Traders:        69
         .         12          5         34          .         16          .         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 1,060,067
Positions
    66,620    104,981     17,814    203,528    424,410    109,043    354,464     82,988     27,563    143,298    103,681     17,296    120,441    172,291
 
Changes from:       May 10, 2011                                     Total Change is:    13,193
    -9,329      5,008      8,169    -20,268    -16,850     11,346     21,252     -1,526       -312     -9,750    -13,731      6,164      5,921     14,925
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        9.9        1.7       19.2       40.0       10.3       33.4        7.8        2.6       13.5        9.8        1.6       11.4       16.3
 
Number of Traders in Each Category                                    Total Traders:       275
        18         37         12         37         62         40         50         33         28          9         28          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 1,894,013
Positions
   238,915    192,277     31,361    620,304    466,898    226,786    359,750    420,788     77,073     14,988    104,700     19,989    304,847    354,141
 
Changes from:       May 10, 2011                                     Total Change is:   142,447
    31,600     33,411      5,933     91,682      5,302    -13,182    -11,420     92,130     31,068      1,760     -7,794      5,634       -628    -10,055
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       10.2        1.7       32.8       24.7       12.0       19.0       22.2        4.1        0.8        5.5        1.1       16.1       18.7
 
Number of Traders in Each Category                                    Total Traders:       296
        24         49         18         39         59         44         39         60         33          5         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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 1,560,449
Positions
   171,769    215,786     23,702    270,080    617,809    127,907    532,549    121,481     87,143    112,462     63,741      8,515    226,322    294,365
 
Changes from:       May 10, 2011                                     Total Change is:    56,409
   -16,500     36,831     -2,171     42,370     27,429    -12,916    -11,637     -3,295     41,517      2,789    -27,495      6,766      6,191    -10,257
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       13.8        1.5       17.3       39.6        8.2       34.1        7.8        5.6        7.2        4.1        0.5       14.5       18.9
 
Number of Traders in Each Category                                    Total Traders:       228
        19         26         17         25         47         39         49         36         29         12         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   699,377
Positions
   179,704    163,816    279,504      4,148      3,609     10,730     74,352     70,709     97,463     10,721     15,324      6,229     36,526     51,993
 
Changes from:       May 10, 2011                                     Total Change is:    17,757
     5,648    -11,593     19,377       -466      1,501       -188     -7,176      6,598      2,849       -964      1,318     -2,397      1,074        292
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       23.4       40.0        0.6        0.5        1.5       10.6       10.1       13.9        1.5        2.2        0.9        5.2        7.4
 
Number of Traders in Each Category                                    Total Traders:       139
        22         38         54          4          4          4         18         27         33          .         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,031,981
Positions
   963,648  3,983,225  1,524,930  3,166,783    430,814    207,238  1,715,042  1,037,759  1,283,003     81,536    404,864    115,150    974,651  1,044,998
 
Changes from:       May 10, 2011                                     Total Change is:    58,317
  -167,098     16,197     49,947    -64,584   -131,505      5,317    153,030     39,665     84,771     -2,320     19,987     -7,925      7,179    -18,137
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       39.7       15.2       31.6        4.3        2.1       17.1       10.3       12.8        0.8        4.0        1.1        9.7       10.4
 
Number of Traders in Each Category                                    Total Traders:       297
        26         73         92         11         14         18         60         70         90          9         21         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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    11,569
Positions
     3,708      4,453          0      1,182        748         23      2,407      5,531          3      3,872        720          0        374         91
 
Changes from:       May 10, 2011                                     Total Change is:       186
      -270       -207          0          7          0          0      1,343        429          0     -1,000        -30          0        106         -6
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       38.5        0.0       10.2        6.5        0.2       20.8       47.8        0.0       33.5        6.2        0.0        3.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        32
         .          .          0          .          5          .          4          8          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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    28,564
Positions
    23,117     12,894          0      1,305      2,211         58      3,610      7,906          0         79      5,464          0        395         31
 
Changes from:       May 10, 2011                                     Total Change is:       335
       137     -1,043          0          0       -128          0         82      1,611          0          0        -73          0        116        -32
 
Percent of Open Interest Represented by Each Category of Trader
      80.9       45.1        0.0        4.6        7.7        0.2       12.6       27.7        0.0        0.3       19.1        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        34
         .          4          0          .          5          .          8          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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    55,791
Positions
    27,349     13,542         17        345         51        803     15,686     35,498        883      3,233      1,755          0      7,475      3,242
 
Changes from:       May 10, 2011                                     Total Change is:     3,429
       588      1,935         17        295        -94         -7      3,400      3,452       -210       -583       -378       -264        193     -1,022
 
Percent of Open Interest Represented by Each Category of Trader
      49.0       24.3        0.0        0.6        0.1        1.4       28.1       63.6        1.6        5.8        3.1        0.0       13.4        5.8
 
Number of Traders in Each Category                                    Total Traders:       104
         8          6          .          4          .          .         21         34          6         22          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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   244,146
Positions
    69,307     69,389     51,363     14,688      2,600      5,190     13,344     38,557     26,332      6,995      2,367     28,486     28,441     19,862
 
Changes from:       May 10, 2011                                     Total Change is:    16,109
    -2,349     -1,846      9,116        640       -209        301      1,525        -72      3,729        -49       -547      5,386     -2,190        251
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       28.4       21.0        6.0        1.1        2.1        5.5       15.8       10.8        2.9        1.0       11.7       11.6        8.1
 
Number of Traders in Each Category                                    Total Traders:       127
        13         11         22         14          4          6         24         23         30          8          8         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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     8,001
Positions
       492      4,596          0      2,457        200          0      2,529      2,456        672        730         77          0      1,121          0
 
Changes from:       May 10, 2011                                     Total Change is:       -83
         0        -68          0          4        -67          0         23         98        -37          0          0          0        -73         -9
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       57.4        0.0       30.7        2.5        0.0       31.6       30.7        8.4        9.1        1.0        0.0       14.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          0          7          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 17, 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    10,597
Positions
       412      9,769          0      8,020          0          0        699        215          0          0        156         13      1,453        444
 
Changes from:       May 10, 2011                                     Total Change is:    -2,587
      -333     -1,202       -993         -1          0          0       -806        -54        -19          0          0          0       -435       -319
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       92.2        0.0       75.7        0.0        0.0        6.6        2.0        0.0        0.0        1.5        0.1       13.7        4.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         10          0          0          .          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated May 20, 2011