```
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is    92,360
Positions
     9,191     33,677        151     11,092      6,495        262     15,492     26,245      3,649     10,649          0          0     41,874     21,881
 
Changes from:       June 21, 2011                                    Total Change is:     4,455
     2,415     -3,231         91         19         -3         12      2,344      4,086          4      1,528          0          0     -1,958      3,496
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       36.5        0.2       12.0        7.0        0.3       16.8       28.4        4.0       11.5        0.0        0.0       45.3       23.7
 
Number of Traders in Each Category                                    Total Traders:        77
         8          9          .          4          4          .         18         19          .         15          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    51,227
Positions
     2,130     27,514          2      1,495      1,114        144     21,749     10,495          1        418          0          0     25,288     11,957
 
Changes from:       June 21, 2011                                    Total Change is:       -77
     1,082       -216          0         26        -71         64     -1,652       -471          1       -400          0          0        802        616
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       53.7        0.0        2.9        2.2        0.3       42.5       20.5        0.0        0.8        0.0        0.0       49.4       23.3
 
Number of Traders in Each Category                                    Total Traders:        45
         4          9          .          .          .          .         20          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   102,414
Positions
    40,701      2,595        288      5,641     30,017        935     31,718     38,411      1,071      1,383      5,073          0     20,677     24,024
 
Changes from:       June 21, 2011                                    Total Change is:     9,590
    16,101     -3,902          2     -1,394      3,262         -8     -2,961      6,689       -105       -500      1,080          0     -1,545      2,572
 
Percent of Open Interest Represented by Each Category of Trader
      39.7        2.5        0.3        5.5       29.3        0.9       31.0       37.5        1.0        1.4        5.0        0.0       20.2       23.5
 
Number of Traders in Each Category                                    Total Traders:        89
        12          4          .          4         13          4         26         22         10          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is    94,286
Positions
     9,220     34,527        150     26,798      8,677        392     32,833     13,870         34      2,390      4,117          0     22,469     32,519
 
Changes from:       June 21, 2011                                    Total Change is:    -4,785
     6,486    -11,973        -14      1,294         41          2     -6,355      3,016        -23        124        918          0     -6,299      3,248
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       36.6        0.2       28.4        9.2        0.4       34.8       14.7        0.0        2.5        4.4        0.0       23.8       34.5
 
Number of Traders in Each Category                                    Total Traders:        98
         9         12          .          9          7          .         24         27          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   183,206
Positions
    22,759     54,950      1,562     31,913     28,185      2,487     53,306     41,546        613     14,432      8,088        272     55,862     45,503
 
Changes from:       June 21, 2011                                    Total Change is:    -5,984
    -3,938     -3,142        712       -381      1,781        200     -4,636     -2,944         60         -6     -5,217        110      1,895      2,456
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       30.0        0.9       17.4       15.4        1.4       29.1       22.7        0.3        7.9        4.4        0.1       30.5       24.8
 
Number of Traders in Each Category                                    Total Traders:       158
        17         17          5         14         20         11         34         37         10          6         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    93,784
Positions
     2,553     55,467        111      3,305      3,831        157     58,326     14,431        152      1,006        427          0     28,174     19,208
 
Changes from:       June 21, 2011                                    Total Change is:    -6,295
       405    -11,244         95       -403        460         -1     -5,833        904        144       -443        -40          0       -259      3,387
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       59.1        0.1        3.5        4.1        0.2       62.2       15.4        0.2        1.1        0.5        0.0       30.0       20.5
 
Number of Traders in Each Category                                    Total Traders:        68
         4         13          .          .          5          .         24         15          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   101,276
Positions
    42,498     58,739     26,433          0          0          0     28,657     14,511        476      1,645          0          0      1,567      1,117
 
Changes from:       June 21, 2011                                    Total Change is:     2,491
    18,334     17,881    -13,919          0          0          0       -435        124          1          0          0          0     -1,490     -1,596
 
Percent of Open Interest Represented by Each Category of Trader
      42.0       58.0       26.1        0.0        0.0        0.0       28.3       14.3        0.5        1.6        0.0        0.0        1.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        28
         7         13         12          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    98,930
Positions
    13,929     68,321        248     14,497      1,102         54     60,812     24,278        247      2,655      2,310          0      6,488      2,370
 
Changes from:       June 21, 2011                                    Total Change is:       547
      -541      4,214          0       -168        300          0         23     -3,858        -79        929        129          0        383       -159
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       69.1        0.3       14.7        1.1        0.1       61.5       24.5        0.2        2.7        2.3        0.0        6.6        2.4
 
Number of Traders in Each Category                                    Total Traders:       105
         9         10          .          8          .          .         46         16          .          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    38,644
Positions
    27,060     25,517      2,483      2,111          0          0      2,662        140         11        473      7,681      2,417      1,427        395
 
Changes from:       June 21, 2011                                    Total Change is:       139
         0         43          0          0          0          0         81          7          0         40       -135          0         18        224
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       66.0        6.4        5.5        0.0        0.0        6.9        0.4        0.0        1.2       19.9        6.3        3.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          5          .          .          0          0          8          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,652
Positions
     2,387     23,483          1        217        284          0     21,678      4,442          0        957        105          0      4,412      1,337
 
Changes from:       June 21, 2011                                    Total Change is:      -609
       174       -174          1         -6         18          0       -628       -501          0       -213        -64          0         63        111
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       79.2        0.0        0.7        1.0        0.0       73.1       15.0        0.0        3.2        0.4        0.0       14.9        4.5
 
Number of Traders in Each Category                                    Total Traders:        40
         .          7          .          .          .          0         13          9          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    39,596
Positions
    15,797     22,880        213      2,663      2,451        452     11,362      8,819        272      2,874        475          0      5,965      4,036
 
Changes from:       June 21, 2011                                    Total Change is:    -1,691
    -1,824     -1,373       -249        -69         42         74         59       -601        170        220        213          0        -73         34
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       57.8        0.5        6.7        6.2        1.1       28.7       22.3        0.7        7.3        1.2        0.0       15.1       10.2
 
Number of Traders in Each Category                                    Total Traders:        89
        20         12          .          4          5          .         25         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    79,191
Positions
    31,593     45,759        425      5,326      4,901        903     22,724     17,637        544      5,747        950          0     11,929      8,072
 
Changes from:       June 21, 2011                                    Total Change is:    -3,382
    -3,647     -2,745       -497       -137         83        147        118     -1,201        339        440        425          0       -145         67
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       57.8        0.5        6.7        6.2        1.1       28.7       22.3        0.7        7.3        1.2        0.0       15.1       10.2
 
Number of Traders in Each Category                                    Total Traders:        89
        20         12          .          4          5          .         25         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   767,317
Positions
    39,625    205,030     22,853    400,133    124,707     60,671     70,634    162,756     25,048     22,777     72,209      9,002    116,571     85,040
 
Changes from:       June 21, 2011                                    Total Change is:    -4,257
     3,463      6,285     -2,103     -2,951     -4,168       -398      1,820     -2,692      4,473       -353     -2,717      1,047     -9,256     -3,984
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       26.7        3.0       52.1       16.3        7.9        9.2       21.2        3.3        3.0        9.4        1.2       15.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       522
        25         58         17        113         54         63         83        133         60         29         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   264,030
Positions
    20,229    104,234      2,102    125,737     37,583      9,688     23,719     34,093      1,314      3,060     33,695      7,748     70,433     33,573
 
Changes from:       June 21, 2011                                    Total Change is:        50
     4,818        877        248     -2,568        586       -230     -3,452      6,382        -42        197       -897          0      1,079     -6,874
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       39.5        0.8       47.6       14.2        3.7        9.0       12.9        0.5        1.2       12.8        2.9       26.7       12.7
 
Number of Traders in Each Category                                    Total Traders:       112
         8         15          4         30         12         14         12         26          5          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,516,434
Positions
   131,391    538,388     69,348  1,383,825    447,463    243,071    310,949    719,685     42,300     99,572    193,556      5,287    230,691    257,336
 
Changes from:       June 21, 2011                                    Total Change is:   -21,535
   -15,192     18,622     -3,340     -5,702    -27,559      2,949     39,445    -32,285      9,493     -1,764     -8,115      4,249    -51,673     14,451
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       21.4        2.8       55.0       17.8        9.7       12.4       28.6        1.7        4.0        7.7        0.2        9.2       10.2
 
Number of Traders in Each Category                                    Total Traders:       490
        23         57         12         95         50         56         89        123         49         26         27          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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 S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   106,738
Positions
    12,035     40,010         79     63,255     39,935      2,973     17,853     14,076          0      1,473      3,655          0      9,070      6,010
 
Changes from:       June 21, 2011                                    Total Change is:      -100
      -474       -763        -23     -1,529        -64        -25      1,964        387       -714          0          0          0        701      1,102
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       37.5        0.1       59.3       37.4        2.8       16.7       13.2        0.0        1.4        3.4        0.0        8.5        5.6
 
Number of Traders in Each Category                                    Total Traders:        90
         9         11          .         33         12         10         12         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    53,574
Positions
    18,591     19,376        327     11,652      8,019      1,625     13,158     16,726      1,069      2,379      3,016          0      4,772      3,415
 
Changes from:       June 21, 2011                                    Total Change is:      -558
       397        337        224     -1,388     -6,683        329        352      1,302         25       -556        736          0         60      3,173
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       36.2        0.6       21.7       15.0        3.0       24.6       31.2        2.0        4.4        5.6        0.0        8.9        6.4
 
Number of Traders in Each Category                                    Total Traders:       219
        25         28          .         26         20          9         46         55         13         10          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   267,870
Positions
    92,957     96,882      1,637     58,261     40,097      8,127     65,790     83,628      5,344     11,894     15,082          0     23,860     17,073
 
Changes from:       June 21, 2011                                    Total Change is:    -2,788
     1,984      1,684      1,122     -6,941    -33,417      1,646      1,758      6,512        123     -2,778      3,679          0        298     15,863
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       36.2        0.6       21.7       15.0        3.0       24.6       31.2        2.0        4.4        5.6        0.0        8.9        6.4
 
Number of Traders in Each Category                                    Total Traders:       219
        25         28          .         26         20          9         46         55         13         10          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   435,536
Positions
   212,614     34,755      9,692    114,449    166,033     33,256     33,593    139,385      5,294      2,571     20,943          0     24,067     26,178
 
Changes from:       June 21, 2011                                    Total Change is:      -989
      -683     -1,289     -4,809      2,274     -3,354        321       -752      2,637     -2,811         15      4,046          0      5,456      4,270
 
Percent of Open Interest Represented by Each Category of Trader
      48.8        8.0        2.2       26.3       38.1        7.6        7.7       32.0        1.2        0.6        4.8        0.0        5.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       255
        18         16          .         47         49         27         32         70         15          4         19          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,013
Positions
     5,661      8,070         35      8,385        543      2,511      6,798      8,535          1        836      4,025          0      6,786      7,293
 
Changes from:       June 21, 2011                                    Total Change is:     2,295
     2,346        -63        -16       -424       -800        794       -312      2,079          1       -387        333          0        293        -33
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       26.0        0.1       27.0        1.8        8.1       21.9       27.5        0.0        2.7       13.0        0.0       21.9       23.5
 
Number of Traders in Each Category                                    Total Traders:        48
         8          6          .          9          .          .          8         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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    40,839
Positions
    11,953     20,111      1,219      7,443      1,769        569     11,851      2,726          1      1,532        968          0      6,271     13,476
 
Changes from:       June 21, 2011                                    Total Change is:      -914
    -3,033      5,663        215        -14         -5          0      3,112       -696        -39       -963          0          0       -192     -6,052
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       49.2        3.0       18.2        4.3        1.4       29.0        6.7        0.0        3.8        2.4        0.0       15.4       33.0
 
Number of Traders in Each Category                                    Total Traders:        62
        12         17          4          7          .          .         13          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    31,794
Positions
       200      5,596        449     21,094     13,627      4,304      2,521      6,865          3        415          0          0      2,808        950
 
Changes from:       June 21, 2011                                    Total Change is:      -197
       -77         80         20       -442        -42        211        759         23          0          0          0          0       -668       -489
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       17.6        1.4       66.3       42.9       13.5        7.9       21.6        0.0        1.3        0.0        0.0        8.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        46
         .          .          .         19         14          8          .          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    41,113
Positions
     7,748     14,032      1,141     16,095      6,302      1,798      7,480     14,343        444      1,153      1,158        181      5,073      1,714
 
Changes from:       June 21, 2011                                    Total Change is:     1,848
        61      1,260         45        621     -1,532        588      1,668      1,581        -49          0          0          0     -1,086        -45
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       34.1        2.8       39.1       15.3        4.4       18.2       34.9        1.1        2.8        2.8        0.4       12.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        58
         7          6          .         14          9          5          9          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   641,754
Positions
    16,598     93,842      4,627    284,772    138,287     78,895     82,297     84,556     11,023     13,720     95,579          0    149,822    134,945
 
Changes from:       June 21, 2011                                    Total Change is:   -11,090
     3,622     -8,691        510        501      8,222      5,810     -9,720    -15,324        -94     -1,664     -8,519          0    -10,055      6,996
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       14.6        0.7       44.4       21.5       12.3       12.8       13.2        1.7        2.1       14.9        0.0       23.3       21.0
 
Number of Traders in Each Category                                    Total Traders:       150
         6         17          7         41         21         33         22         30         10          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   387,219
Positions
    24,279    152,951      1,960    263,923     10,385     20,171      9,858    153,439      1,922      1,500      3,395          0     63,606     42,996
 
Changes from:       June 21, 2011                                    Total Change is:   -19,258
   -18,573     -7,832       -658     -2,818      2,026        694        597    -11,240          0          0        433          0      1,500     -2,681
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       39.5        0.5       68.2        2.7        5.2        2.5       39.6        0.5        0.4        0.9        0.0       16.4       11.1
 
Number of Traders in Each Category                                    Total Traders:        74
         .         10          .         35          5         17          .         18          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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 1,026,198
Positions
    55,201    136,417      3,043    292,560    396,154     84,800    401,465    112,415     31,011     39,081    101,073     12,753    106,284    148,532
 
Changes from:       June 21, 2011                                    Total Change is:   -23,766
   -29,211    -15,833     -4,448    -14,267    -13,710      7,067     57,653      2,144     -1,816    -30,229      6,452       -880     -7,635     -2,742
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       13.3        0.3       28.5       38.6        8.3       39.1       11.0        3.0        3.8        9.8        1.2       10.4       14.5
 
Number of Traders in Each Category                                    Total Traders:       263
        15         36          7         30         57         41         49         39         24          9         28          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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 1,805,673
Positions
   254,703    152,036     35,958    594,527    466,474    195,331    368,764    463,725     25,136     23,756    105,806      8,039    299,459    353,168
 
Changes from:       June 21, 2011                                    Total Change is:   -51,396
   -30,764     -9,369     14,269     22,668    -36,715     -5,295    -35,499     -4,618     -8,030    -12,028    -10,063     -6,088      9,371     14,513
 
Percent of Open Interest Represented by Each Category of Trader
      14.1        8.4        2.0       32.9       25.8       10.8       20.4       25.7        1.4        1.3        5.9        0.4       16.6       19.6
 
Number of Traders in Each Category                                    Total Traders:       269
        36         29         17         34         52         42         42         49         33          5         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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 1,564,596
Positions
   114,706    222,151     23,669    271,734    669,875    110,677    601,640    134,458     28,192    175,016     82,526      6,234    232,728    286,814
 
Changes from:       June 21, 2011                                    Total Change is:  -135,386
   -36,205    -69,210      1,603      7,809    -54,454     12,675    -84,086     -7,271     -7,638    -25,214         11      6,077    -10,407    -17,179
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       14.2        1.5       17.4       42.8        7.1       38.5        8.6        1.8       11.2        5.3        0.4       14.9       18.3
 
Number of Traders in Each Category                                    Total Traders:       210
        16         31         11         18         51         35         34         35         20          6         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   775,250
Positions
   226,216    211,131    259,313      2,858     12,759     14,057     87,973     58,076    123,133      2,090     18,067     22,044     37,566     56,670
 
Changes from:       June 21, 2011                                    Total Change is:    16,515
    -8,276     14,781     -2,121        256         42        696     16,903    -14,811      7,744     -3,949      1,909     10,698     -5,436     -2,423
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       27.2       33.4        0.4        1.6        1.8       11.3        7.5       15.9        0.3        2.3        2.8        4.8        7.3
 
Number of Traders in Each Category                                    Total Traders:       139
        23         37         52          .          8          6         25         21         36          .          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,932,668
Positions
   895,372  3,903,697  1,638,393  3,415,654    501,748    173,982  1,375,514    804,324  1,390,942     41,543    443,605    144,445    856,823    931,532
 
Changes from:       June 21, 2011                                    Total Change is:    31,564
   119,698     91,158    -65,106     54,226     31,745     10,756    -82,309    -67,094     57,019        808     31,383    -17,183    -46,345    -41,114
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       39.3       16.5       34.4        5.1        1.8       13.8        8.1       14.0        0.4        4.5        1.5        8.6        9.4
 
Number of Traders in Each Category                                    Total Traders:       282
        37         59         88          9         18         20         57         60         89          8         20         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,404
Positions
     4,659      5,503          0      1,547        866          9      3,292      6,389         12      3,526        571          0        359         54
 
Changes from:       June 21, 2011                                    Total Change is:       105
      -549       -270          0        -14          0          2        665        366          1          0         21          0          0        -15
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       41.1        0.0       11.5        6.5        0.1       24.6       47.7        0.1       26.3        4.3        0.0        2.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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    25,566
Positions
    18,510     11,440          0      1,201      2,587         58      5,402      5,955          0         79      5,446          0        316         80
 
Changes from:       June 21, 2011                                    Total Change is:     2,709
     2,187      1,857          0          2        326          0        576        545          0        -40          0          0        -16        -19
 
Percent of Open Interest Represented by Each Category of Trader
      72.4       44.7        0.0        4.7       10.1        0.2       21.1       23.3        0.0        0.3       21.3        0.0        1.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        33
         5          4          0          .          5          .          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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    50,419
Positions
    12,485     17,482          0        314        692      1,053     24,816     26,604        611      3,707      1,347          0      7,433      2,630
 
Changes from:       June 21, 2011                                    Total Change is:     4,140
      -278      3,078          0        171       -148        -11      5,158      1,802       -389       -772       -197          0        261          5
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       34.7        0.0        0.6        1.4        2.1       49.2       52.8        1.2        7.4        2.7        0.0       14.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       102
         .          6          0          .          4          .         29         28          5         25          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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   212,119
Positions
    78,176     74,548     28,494     10,111      2,042      6,245      8,136     27,534     25,798      8,814      4,176     23,282     23,063     20,000
 
Changes from:       June 21, 2011                                    Total Change is:    -3,452
     3,640        464     -2,945        960        -14         90        114      1,917        -79     -3,293       -251        226     -2,165     -2,860
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       35.1       13.4        4.8        1.0        2.9        3.8       13.0       12.2        4.2        2.0       11.0       10.9        9.4
 
Number of Traders in Each Category                                    Total Traders:       124
        11         13         21         10          4          6         18         27         31          9          9         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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     6,161
Positions
       105      4,320          0      2,352        363          0      1,659        883        486        640          0          0        919        109
 
Changes from:       June 21, 2011                                    Total Change is:    -2,911
      -512        -64       -531        -48         39        -10       -751     -1,591         -1          0          0          0     -1,058       -753
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       70.1        0.0       38.2        5.9        0.0       26.9       14.3        7.9       10.4        0.0        0.0       14.9        1.8
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 28, 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    10,595
Positions
       661      9,755          4      6,981          0          0      1,444        431         28          0          0          0      1,477        377
 
Changes from:       June 21, 2011                                    Total Change is:       384
       150          5          4       -241          0          0        400        307         28          0          0          0         43         40
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       92.1        0.0       65.9        0.0        0.0       13.6        4.1        0.3        0.0        0.0        0.0       13.9        3.6
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          9          0          0          4          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated July 1, 2011