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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,035
COMMITMENTS
     174      856        8    3,178    2,956    3,360    3,820      675      215

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:        136)
       6       13        4      136      119      146      136      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     21.2      0.2     78.8     73.3     83.3     94.7     16.7      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 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       37,413
COMMITMENTS
   8,854    5,752    1,828   20,544   24,311   31,226   31,891    6,187    5,522

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      3,469)
   1,667     -383    1,009      379    1,685    3,055    2,311      414    1,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     15.4      4.9     54.9     65.0     83.5     85.2     16.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      23       11       18       31       31       64       51
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,773
COMMITMENTS
   1,941      110        2    1,667    3,130    3,610    3,242      163      531

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:         50)
      15       26        0       36       17       51       43       -1        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4      2.9      0.1     44.2     83.0     95.7     85.9      4.3     14.1

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 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      244,000
COMMITMENTS
  71,797   53,142   39,664  106,396  114,536  217,857  207,342   26,143   36,658

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:       -685)
   1,810   -2,883   -1,138   -1,690    3,268   -1,018     -753      333       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     21.8     16.3     43.6     46.9     89.3     85.0     10.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
     107       60       95       54       78      204      204
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      323,410
COMMITMENTS
  94,933   51,485   45,646  154,525  165,146  295,104  262,277   28,306   61,133

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -4,234)
   2,289     -517   -4,067   -4,000    1,449   -5,778   -3,135    1,544   -1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     15.9     14.1     47.8     51.1     91.2     81.1      8.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     103       87      126       87      167      266      328
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,902
COMMITMENTS
   3,826    3,821      567    2,868    2,506    7,261    6,894    1,641    2,008

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:         67)
     -99      -76      127       21      -73       49      -22       18       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0     42.9      6.4     32.2     28.2     81.6     77.4     18.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       32       10        8       16       35       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,476
COMMITMENTS
  15,161    5,838    6,423   11,585    9,134   33,169   21,395    7,307   19,081

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -1,091)
  -1,026     -149      321     -225      239     -930      411     -161   -1,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     14.4     15.9     28.6     22.6     81.9     52.9     18.1     47.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      52       31       42       36       64      112      122
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,401
COMMITMENTS
  15,002        0      496   86,048  101,476  101,546  101,972      855      429

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -1,172)
     251        0        0      545      464      796      464   -1,968   -1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      0.0      0.5     84.0     99.1     99.2     99.6      0.8      0.4

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 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      124,719
COMMITMENTS
  52,623   24,859        0   25,093   81,777   77,716  106,636   47,003   18,083

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     13,095)
  13,088      658        0    1,013   11,076   14,101   11,734   -1,006    1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.2     19.9      0.0     20.1     65.6     62.3     85.5     37.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      36       13        0       21       29       57       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       52,133
COMMITMENTS
  21,159    9,665       47    5,074   29,905   26,280   39,617   25,853   12,516

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      3,503)
   3,020     -393      -10      719    3,606    3,729    3,203     -226      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     18.5      0.1      9.7     57.4     50.4     76.0     49.6     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      20        8        2       10       12       31       21
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      135,263
COMMITMENTS
 100,309   11,043      624   26,181  121,273  127,114  132,940    8,149    2,323

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    -10,511)
 -11,221   -2,040      378      695   -9,039  -10,148  -10,701     -363      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.2      8.2      0.5     19.4     89.7     94.0     98.3      6.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      67       13        2       19       19       87       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:       98,291
COMMITMENTS
  26,011   32,725      531   53,019   41,056   79,561   74,312   18,730   23,979

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    -22,843)
  -1,676  -19,763       29  -20,974    2,800  -22,621  -16,934     -222   -5,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     33.3      0.5     53.9     41.8     80.9     75.6     19.1     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       24        3       23       25       46       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      129,653
COMMITMENTS
  63,535   21,380      262   31,874   78,836   95,671  100,478   33,982   29,175

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     13,807)
  11,258   -2,609      157       99   19,182   11,514   16,730    2,293   -2,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0     16.5      0.2     24.6     60.8     73.8     77.5     26.2     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      38       30        6       21       25       64       56
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      180,314
COMMITMENTS
  58,580   49,334    1,022   77,199   83,685  136,801  134,041   43,513   46,273

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -5,227)
  -2,812      358      365    6,473   -2,743    4,026   -2,020   -9,253   -3,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     27.4      0.6     42.8     46.4     75.9     74.3     24.1     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      37       46       13       39       52       82      105
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,044
COMMITMENTS
  13,881   10,525       72    2,526    7,240   16,479   17,837    1,565      207

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    -19,834)
 -19,950      297        0       -6  -20,067  -19,956  -19,770      122      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.9     58.3      0.4     14.0     40.1     91.3     98.9      8.7      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 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,072
COMMITMENTS
  23,364    1,926      114    2,745   27,376   26,223   29,416    4,849    1,656

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      1,327)
     677   -1,177      114      -93    1,959      698      896      629      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.2      6.2      0.4      8.8     88.1     84.4     94.7     15.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      21        5        1        6       10       28       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,025,499
COMMITMENTS
 1131353  1043597  1182497  6787208  6778879  9101058  9004973  924,441  1020526

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    -81,990)
 -62,967  -28,008  -44,852   36,610   -8,933  -71,209  -81,793  -10,781     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     10.4     11.8     67.7     67.6     90.8     89.8      9.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      53       57       82      132      148      235      248
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      792,364
COMMITMENTS
  71,532   84,412   24,334  573,911  595,066  669,777  703,812  122,588   88,553

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -3,078)
 -11,946     -464    2,670    6,821   -4,730   -2,455   -2,523     -623     -555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0     10.7      3.1     72.4     75.1     84.5     88.8     15.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      520)
      98       94       48      223      215      344      334
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      272,520
COMMITMENTS
  22,744   26,722    1,131  171,784  210,113  195,659  237,966   76,861   34,554

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -2,636)
     283     -792      112   -5,353    2,117   -4,958    1,437    2,322   -4,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      9.8      0.4     63.0     77.1     71.8     87.3     28.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      16       16        6       52       53       69       74
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,599,222
COMMITMENTS
 301,786  346,296   58,166  2010637  1924766  2370589  2329228  228,633  269,994

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -2,209)
 -59,247    3,539   10,894   60,868  -34,233   12,515  -19,800  -14,724   17,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     13.3      2.2     77.4     74.1     91.2     89.6      8.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      488)
      91       92       38      198      195      308      306
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      109,993
COMMITMENTS
  14,802    5,347        0   86,230   99,550  101,032  104,897    8,961    5,096

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -2,714)
    -384   -1,467        0   -2,079   -2,791   -2,463   -4,258     -251    1,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      4.9      0.0     78.4     90.5     91.9     95.4      8.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      15        5        0       53       39       68       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       91,279
COMMITMENTS
  23,417    7,279    5,246   53,172   74,364   81,835   86,889    9,444    4,390

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      3,691)
     119    1,609      858    3,632    2,926    4,609    5,393     -918   -1,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      8.0      5.7     58.3     81.5     89.7     95.2     10.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      70       31       10       70       86      143      124
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,514
COMMITMENTS
   4,438    1,957        0    9,488   14,621   13,926   16,578    4,588    1,936

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      2,179)
     246      984        0    1,024    2,693    1,270    3,677      909   -1,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     10.6      0.0     51.2     79.0     75.2     89.5     24.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0        9        8       10       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      363,827
COMMITMENTS
 119,318   51,031    1,809  218,418  298,715  339,545  351,555   24,282   12,272

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      7,560)
   3,132    6,892      522   13,039    1,164   16,693    8,578   -9,133   -1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     14.0      0.5     60.0     82.1     93.3     96.6      6.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      69       31        8       66       84      138      120
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      128,712
COMMITMENTS
  90,221   12,426        9    5,153  101,714   95,383  114,149   33,329   14,563

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      8,009)
   8,963   -1,209      -51     -605    9,966    8,307    8,706     -298     -697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.1      9.7      0.0      4.0     79.0     74.1     88.7     25.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      33       11        2       11       24       45       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,432
COMMITMENTS
   8,352   13,855        0   20,196   14,802   28,548   28,657    8,884    8,775

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      1,662)
     114    1,547        0      285   -1,207      399      340    1,263    1,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     37.0      0.0     54.0     39.5     76.3     76.6     23.7     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       15        0       18       14       32       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       55,644
COMMITMENTS
  19,435    5,314      350   19,450   44,633   39,235   50,297   16,409    5,347

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      6,673)
   3,438      280       30      154    6,902    3,622    7,212    3,051     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9      9.5      0.6     35.0     80.2     70.5     90.4     29.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20        8        1       21       28       42       36
```

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Updated July 22, 2011