```
Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   105,967
Positions
     8,524     46,700         22      9,857      6,392        262     27,711     30,403      3,383      7,061        953          0     49,147     17,852
 
Changes from:       June 28, 2011                                    Total Change is:    13,607
      -667     13,023       -129     -1,235       -103          0     12,219      4,158       -266     -3,588        953          0      7,273     -4,029
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       44.1        0.0        9.3        6.0        0.2       26.2       28.7        3.2        6.7        0.9        0.0       46.4       16.8
 
Number of Traders in Each Category                                    Total Traders:        85
         6         14          .          4          4          .         28         19          .          9          .          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,566
Positions
     3,647     24,935         32      1,246      1,122        158     17,594      9,634          3        418          0          0     24,468     11,682
 
Changes from:       June 28, 2011                                    Total Change is:    -3,661
     1,517     -2,579         30       -249          8         14     -4,155       -861          2          0          0          0       -820       -275
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       52.4        0.1        2.6        2.4        0.3       37.0       20.3        0.0        0.9        0.0        0.0       51.4       24.6
 
Number of Traders in Each Category                                    Total Traders:        43
         5         10          .          .          .          .         15          8          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   118,359
Positions
    52,854      1,544      1,147      4,476     29,292        956     32,737     54,116        877      2,105      5,073          0     23,207     25,354
 
Changes from:       June 28, 2011                                    Total Change is:    15,945
    12,153     -1,051        859     -1,165       -725         21      1,019     15,705       -194        722          0          0      2,530      1,330
 
Percent of Open Interest Represented by Each Category of Trader
      44.7        1.3        1.0        3.8       24.7        0.8       27.7       45.7        0.7        1.8        4.3        0.0       19.6       21.4
 
Number of Traders in Each Category                                    Total Traders:        87
        13          .          .          4         13          4         21         25          8          .          5          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is    94,901
Positions
    10,846     37,814        291     25,474      8,146        424     33,112     13,120         34      1,449      3,832          0     23,271     31,240
 
Changes from:       June 28, 2011                                    Total Change is:       615
     1,626      3,287        141     -1,324       -531         32        279       -750          0       -941       -285          0        802     -1,279
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       39.8        0.3       26.8        8.6        0.4       34.9       13.8        0.0        1.5        4.0        0.0       24.5       32.9
 
Number of Traders in Each Category                                    Total Traders:        94
        11         11          .          9          7          .         23         25          .          .          6          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   194,329
Positions
    23,399     65,753      1,139     30,071     27,142      2,413     64,555     47,296        814     14,634      5,905        273     57,031     43,594
 
Changes from:       June 28, 2011                                    Total Change is:    11,123
       640     10,803       -423     -1,842     -1,043        -74     11,249      5,750        201        202     -2,183          1      1,169     -1,909
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       33.8        0.6       15.5       14.0        1.2       33.2       24.3        0.4        7.5        3.0        0.1       29.3       22.4
 
Number of Traders in Each Category                                    Total Traders:       161
        17         18          5         15         19         11         39         36         11          7         10          .
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   121,626
Positions
     2,611     81,152        150      2,866      3,927        179     78,148     18,765        105      2,236      2,028          0     35,331     15,320
 
Changes from:       June 28, 2011                                    Total Change is:    27,842
        58     25,685         39       -439         96         22     19,822      4,334        -47      1,230      1,601          0      7,157     -3,888
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       66.7        0.1        2.4        3.2        0.1       64.3       15.4        0.1        1.8        1.7        0.0       29.0       12.6
 
Number of Traders in Each Category                                    Total Traders:        80
         5         16          .          .          5          .         27         17          .          5          .          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   102,168
Positions
    42,616     59,829     26,531          0          0          0     29,227     14,213        476      1,645          0          0      1,673      1,119
 
Changes from:       June 28, 2011                                    Total Change is:       892
       118      1,090         98          0          0          0        570       -298          0          0          0          0        106          2
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       58.6       26.0        0.0        0.0        0.0       28.6       13.9        0.5        1.6        0.0        0.0        1.6        1.1
 
Number of Traders in Each Category                                    Total Traders:        26
         7         12         13          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   125,229
Positions
     9,745     85,082        444     13,611      1,302        111     88,332     33,456        247      4,213      2,164          0      8,526      2,423
 
Changes from:       June 28, 2011                                    Total Change is:    26,299
    -4,184     16,761        196       -886        200         57     27,520      9,178          0      1,558       -146          0      2,038         53
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       67.9        0.4       10.9        1.0        0.1       70.5       26.7        0.2        3.4        1.7        0.0        6.8        1.9
 
Number of Traders in Each Category                                    Total Traders:       116
         8         13          .          9          .          .         55         13          .         11          5          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    38,168
Positions
    29,477     27,533         66      2,311          0          0      4,359        138         11        493     10,098          0      1,451        322
 
Changes from:       June 28, 2011                                    Total Change is:      -476
     2,417      2,016     -2,417        200          0          0      1,697         -2          0         20      2,417     -2,417         24        -73
 
Percent of Open Interest Represented by Each Category of Trader
      77.2       72.1        0.2        6.1        0.0        0.0       11.4        0.4        0.0        1.3       26.5        0.0        3.8        0.8
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          0          0          9          .          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    30,520
Positions
     2,480     24,889          1        215        229          0     22,179      4,125          0      1,154        105          0      4,491      1,171
 
Changes from:       June 28, 2011                                    Total Change is:       868
        93      1,406          0         -2        -55          0        501       -317          0        197          0          0         79       -166
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       81.5        0.0        0.7        0.8        0.0       72.7       13.5        0.0        3.8        0.3        0.0       14.7        3.8
 
Number of Traders in Each Category                                    Total Traders:        42
         .          7          .          .          .          0         16          8          0          5          .          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    49,758
Positions
    15,530     29,667        211      3,188      1,873        712     20,546     11,810        258      2,961      1,298          0      6,354      3,931
 
Changes from:       June 28, 2011                                    Total Change is:    10,162
      -267      6,787         -2        525       -578        260      9,184      2,992        -15         88        823          0        389       -105
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       59.6        0.4        6.4        3.8        1.4       41.3       23.7        0.5        6.0        2.6        0.0       12.8        7.9
 
Number of Traders in Each Category                                    Total Traders:        91
        19         13          .          6          4          .         25         19          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    99,515
Positions
    31,060     59,333        421      6,376      3,745      1,423     41,091     23,620        515      5,922      2,596          0     12,707      7,862
 
Changes from:       June 28, 2011                                    Total Change is:    20,324
      -533     13,574         -4      1,050     -1,156        520     18,367      5,983        -29        175      1,646          0        778       -210
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       59.6        0.4        6.4        3.8        1.4       41.3       23.7        0.5        6.0        2.6        0.0       12.8        7.9
 
Number of Traders in Each Category                                    Total Traders:        91
        19         13          .          6          4          .         25         19          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   767,993
Positions
    48,588    216,084     22,192    389,584    115,276     58,028     76,677    156,078     25,010     23,962     78,904     10,745    113,207     85,676
 
Changes from:       June 28, 2011                                    Total Change is:       676
     8,963     11,054       -661    -10,549     -9,431     -2,643      6,042     -6,677        -38      1,184      6,695      1,742     -3,364        635
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       28.1        2.9       50.7       15.0        7.6       10.0       20.3        3.3        3.1       10.3        1.4       14.7       11.2
 
Number of Traders in Each Category                                    Total Traders:       538
        29         58         18        116         50         60         83        132         58         33         37          9
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   269,155
Positions
    21,034    114,481      2,178    125,739     36,636      9,236     27,169     26,702      1,292      5,108     35,096      8,211     69,188     35,323
 
Changes from:       June 28, 2011                                    Total Change is:     5,125
       805     10,247         76          2       -947       -452      3,450     -7,391        -22      2,048      1,401        463     -1,245      1,750
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       42.5        0.8       46.7       13.6        3.4       10.1        9.9        0.5        1.9       13.0        3.1       25.7       13.1
 
Number of Traders in Each Category                                    Total Traders:       117
         9         16          5         29         13         14         14         24          7          6          6          .
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,494,190
Positions
   174,702    544,946     63,140  1,328,909    402,882    234,277    329,216    728,560     36,913     95,973    220,745     10,964    220,096    251,763
 
Changes from:       June 28, 2011                                    Total Change is:   -22,244
    43,311      6,558     -6,208    -54,916    -44,581     -8,794     18,267      8,875     -5,387     -3,599     27,189      5,677    -10,595     -5,573
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       21.8        2.5       53.3       16.2        9.4       13.2       29.2        1.5        3.8        8.9        0.4        8.8       10.1
 
Number of Traders in Each Category                                    Total Traders:       501
        28         53         12        101         44         54         85        126         46         29         35          6
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   105,079
Positions
    12,095     40,623         66     57,400     37,585      2,990     21,541     14,416          0      1,690      3,655          0      9,297      5,744
 
Changes from:       June 28, 2011                                    Total Change is:    -1,659
        60        613        -13     -5,855     -2,350         17      3,688        340          0        217          0          0        227       -266
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       38.7        0.1       54.6       35.8        2.8       20.5       13.7        0.0        1.6        3.5        0.0        8.8        5.5
 
Number of Traders in Each Category                                    Total Traders:        91
         9         12          .         32         12         10         12         10          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    58,531
Positions
    16,958     23,043        431     12,000      6,965      1,539     18,538     18,747      1,102      2,332      3,359          0      5,631      3,345
 
Changes from:       June 28, 2011                                    Total Change is:     4,957
    -1,633      3,666        103        348     -1,054        -87      5,380      2,022         33        -47        342          0        859        -69
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       39.4        0.7       20.5       11.9        2.6       31.7       32.0        1.9        4.0        5.7        0.0        9.6        5.7
 
Number of Traders in Each Category                                    Total Traders:       234
        26         32          .         26         18         10         50         58         17         12         12          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   292,653
Positions
    84,790    115,214      2,153     59,999     34,827      7,693     92,692     93,737      5,509     11,660     16,794          0     28,157     16,726
 
Changes from:       June 28, 2011                                    Total Change is:    24,783
    -8,167     18,332        516      1,738     -5,270       -434     26,902     10,109        165       -234      1,712          0      4,297       -347
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       39.4        0.7       20.5       11.9        2.6       31.7       32.0        1.9        4.0        5.7        0.0        9.6        5.7
 
Number of Traders in Each Category                                    Total Traders:       234
        26         32          .         26         18         10         50         58         17         12         12          0
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Traders in Financial Futures- Futures Only Positions as of July 5, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   416,009
Positions
   197,069     39,248      9,872    112,365    156,469     31,470     42,212    137,127      3,973      2,495     21,846          0     16,553     16,004
 
Changes from:       June 28, 2011                                    Total Change is:   -19,527
   -15,545      4,493        180     -2,084     -9,564     -1,786      8,619     -2,258     -1,321        -76        903          0     -7,514    -10,174
 
Percent of Open Interest Represented by Each Category of Trader
      47.4        9.4        2.4       27.0       37.6        7.6       10.1       33.0        1.0        0.6        5.3        0.0        4.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       252
        17         17          .         50         46         28         32         69         13          4         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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    35,341
Positions
     8,938      7,894         35      8,438          0      2,680      7,526     12,757          1      1,162      4,075          0      6,561      7,899
 
Changes from:       June 28, 2011                                    Total Change is:     4,328
     3,277       -176          0         53       -543        169        728      4,222          0        326         50          0       -225        606
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       22.3        0.1       23.9        0.0        7.6       21.3       36.1        0.0        3.3       11.5        0.0       18.6       22.4
 
Number of Traders in Each Category                                    Total Traders:        54
        10          5          .         10          0          .         10         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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    47,706
Positions
    15,759     18,488      1,702      6,979      1,660        569     14,853      2,476         29      1,001      1,205          0      6,814     21,577
 
Changes from:       June 28, 2011                                    Total Change is:     6,867
     3,806     -1,623        483       -464       -109          0      3,002       -250         28       -531        237          0        543      8,101
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       38.8        3.6       14.6        3.5        1.2       31.1        5.2        0.1        2.1        2.5        0.0       14.3       45.2
 
Number of Traders in Each Category                                    Total Traders:        60
        14         12          5          6          .          .         14          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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    31,268
Positions
         0      5,953        491     20,360     12,025      4,173      2,997      7,904          3        415          0          0      2,829        719
 
Changes from:       June 28, 2011                                    Total Change is:      -526
      -200        357         42       -734     -1,602       -131        476      1,039          0          0          0          0         21       -231
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       19.0        1.6       65.1       38.5       13.3        9.6       25.3        0.0        1.3        0.0        0.0        9.0        2.3
 
Number of Traders in Each Category                                    Total Traders:        49
         0          4          .         18         14          9          5          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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    44,725
Positions
     8,229     15,004      1,141     17,683      4,342      1,805      8,475     18,483        528      1,156        922        187      5,521      2,313
 
Changes from:       June 28, 2011                                    Total Change is:     3,612
       481        972          0      1,588     -1,960          7        995      4,140         84          3       -236          6        448        599
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       33.5        2.6       39.5        9.7        4.0       18.9       41.3        1.2        2.6        2.1        0.4       12.3        5.2
 
Number of Traders in Each Category                                    Total Traders:        62
         7          6          .         14          8          5         13          9          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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   598,632
Positions
    17,087     72,245      1,786    277,458    129,371     71,036     58,453     71,932     16,412     14,108     97,529         50    142,242    138,271
 
Changes from:       June 28, 2011                                    Total Change is:   -43,122
       489    -21,597     -2,841     -7,314     -8,916     -7,859    -23,844    -12,624      5,389        388      1,950         50     -7,580      3,326
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       12.1        0.3       46.3       21.6       11.9        9.8       12.0        2.7        2.4       16.3        0.0       23.8       23.1
 
Number of Traders in Each Category                                    Total Traders:       147
         7         17          4         40         21         33         23         28         10          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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   380,405
Positions
     8,545    158,828          0    279,911     12,390     20,898      9,858    138,929          0      1,500      5,535          0     59,693     43,825
 
Changes from:       June 28, 2011                                    Total Change is:    -6,814
   -15,734      5,877     -1,960     15,988      2,005        727          0    -14,510     -1,922          0      2,140          0     -3,913        829
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       41.8        0.0       73.6        3.3        5.5        2.6       36.5        0.0        0.4        1.5        0.0       15.7       11.5
 
Number of Traders in Each Category                                    Total Traders:        76
         .         11          0         36          5         16          .         17          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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   987,654
Positions
    49,132    114,765      1,118    301,219    370,802     99,075    348,208     98,018     42,593     34,947    105,953      6,549    104,813    148,781
 
Changes from:       June 28, 2011                                    Total Change is:   -38,544
    -6,069    -21,652     -1,925      8,659    -25,352     14,275    -53,257    -14,397     11,582     -4,134      4,880     -6,204     -1,471        249
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       11.6        0.1       30.5       37.5       10.0       35.3        9.9        4.3        3.5       10.7        0.7       10.6       15.1
 
Number of Traders in Each Category                                    Total Traders:       258
        14         37          7         30         60         42         49         34         19          7         27          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 1,764,483
Positions
   211,400    168,525     31,089    587,198    458,396    217,365    354,241    406,988     37,894     25,172     99,908     10,872    289,252    333,446
 
Changes from:       June 28, 2011                                    Total Change is:   -41,190
   -43,303     16,489     -4,869     -7,329     -8,078     22,034    -14,523    -56,737     12,758      1,416     -5,898      2,833    -10,207    -19,722
 
Percent of Open Interest Represented by Each Category of Trader
      12.0        9.6        1.8       33.3       26.0       12.3       20.1       23.1        2.1        1.4        5.7        0.6       16.4       18.9
 
Number of Traders in Each Category                                    Total Traders:       280
        26         38         12         35         57         48         45         51         33          7         21          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 1,454,271
Positions
   142,117    156,775     11,906    266,648    628,289    123,437    474,827    142,475     21,137    191,101     75,547      5,332    217,766    289,373
 
Changes from:       June 28, 2011                                    Total Change is:  -110,325
    27,411    -65,376    -11,763     -5,086    -41,586     12,760   -126,813      8,017     -7,055     16,085     -6,979       -902    -14,962      2,559
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       10.8        0.8       18.3       43.2        8.5       32.7        9.8        1.5       13.1        5.2        0.4       15.0       19.9
 
Number of Traders in Each Category                                    Total Traders:       201
        14         26          7         17         51         36         35         34         19          8         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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   718,588
Positions
   226,016    194,244    245,880      3,573     12,809     13,989     62,695     54,413    116,713      2,338     15,807     16,489     30,895     48,244
 
Changes from:       June 28, 2011                                    Total Change is:   -56,662
      -200    -16,887    -13,433        715         50        -68    -25,278     -3,663     -6,420        248     -2,260     -5,555     -6,671     -8,426
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       27.0       34.2        0.5        1.8        1.9        8.7        7.6       16.2        0.3        2.2        2.3        4.3        6.7
 
Number of Traders in Each Category                                    Total Traders:       136
        21         37         51          4          8          7         20         27         33          .          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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 9,713,587
Positions
   803,509  3,794,788  1,629,180  3,416,849    444,204    159,690  1,294,166    835,641  1,368,966     46,455    412,171    144,420    850,352    924,527
 
Changes from:       June 28, 2011                                    Total Change is:  -219,081
   -91,863   -108,909     -9,213      1,195    -57,544    -14,292    -81,348     31,317    -21,976      4,912    -31,434        -25     -6,471     -7,005
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       39.1       16.8       35.2        4.6        1.6       13.3        8.6       14.1        0.5        4.2        1.5        8.8        9.5
 
Number of Traders in Each Category                                    Total Traders:       279
        36         58         85         10         17         20         52         65         90          9         18         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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    13,911
Positions
     7,461      5,904          0      1,238        861         12      1,402      6,518         16      3,500        550          0        282         50
 
Changes from:       June 28, 2011                                    Total Change is:       507
     2,802        401          0       -309         -5          3     -1,890        129          4        -26        -21          0        -77         -4
 
Percent of Open Interest Represented by Each Category of Trader
      53.6       42.4        0.0        8.9        6.2        0.1       10.1       46.9        0.1       25.2        4.0        0.0        2.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         4          .          0          .          4          .          5          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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    25,408
Positions
    19,012     10,565          0      1,244      2,659         58      4,796      6,610          0         40      5,446          0        258         70
 
Changes from:       June 28, 2011                                    Total Change is:      -158
       502       -875          0         43         72          0       -606        655          0        -39          0          0        -58        -10
 
Percent of Open Interest Represented by Each Category of Trader
      74.8       41.6        0.0        4.9       10.5        0.2       18.9       26.0        0.0        0.2       21.4        0.0        1.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         5          4          0          .          5          .          5          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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    47,393
Positions
    12,399     14,813        330        314        922        918     21,838     25,023        922      3,807      1,259          0      6,865      3,206
 
Changes from:       June 28, 2011                                    Total Change is:    -3,026
       -86     -2,669        330          0        230       -135     -2,978     -1,581        311        100        -88          0       -568        576
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       31.3        0.7        0.7        1.9        1.9       46.1       52.8        1.9        8.0        2.7        0.0       14.5        6.8
 
Number of Traders in Each Category                                    Total Traders:       102
         .          5          .          .          .          .         26         33          5         26          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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   212,295
Positions
    71,265     56,208     31,074     13,231      3,029      6,406     14,648     48,203     23,365      8,068      3,791     19,755     24,483     20,464
 
Changes from:       June 28, 2011                                    Total Change is:       176
    -6,911    -18,340      2,580      3,120        987        161      6,512     20,669     -2,433       -746       -385     -3,527      1,420        464
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       26.5       14.6        6.2        1.4        3.0        6.9       22.7       11.0        3.8        1.8        9.3       11.5        9.6
 
Number of Traders in Each Category                                    Total Traders:       126
        12         11         18         13          4          7         24         25         34         12          7         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 5, 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     6,219
Positions
        98      4,320          0      2,352        363          0      1,722        913        486        640          0          0        921        137
 
Changes from:       June 28, 2011                                    Total Change is:        58
        -7          0          0          0          0          0         63         30          0          0          0          0          2         28
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       69.5        0.0       37.8        5.8        0.0       27.7       14.7        7.8       10.3        0.0        0.0       14.8        2.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 8, 2011