```
Traders in Financial Futures- Futures Only Positions as of June 14, 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   142,172
Positions
    24,986     79,128      5,516     10,925      6,596        231     30,353     19,924     13,315     10,544      1,042          0     46,302     16,420
 
Changes from:       June 7, 2011                                     Total Change is:    13,062
       648      6,031      1,601        877       -144        -13     -4,253     -2,854     10,837        107      1,042         -1      3,259     -3,437
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       55.7        3.9        7.7        4.6        0.2       21.3       14.0        9.4        7.4        0.7        0.0       32.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        84
        11         10          8          4          4          .         28         12          7         14          .          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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    54,048
Positions
       887     30,317          0      1,415      1,199         69     25,538     11,435         16        418          0          0     25,705     11,012
 
Changes from:       June 7, 2011                                     Total Change is:   -20,291
   -12,244     -6,160     -5,085       -478         -3        -15     -1,394     -6,141       -656          0          0          0       -419     -2,231
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       56.1        0.0        2.6        2.2        0.1       47.3       21.2        0.0        0.8        0.0        0.0       47.6       20.4
 
Number of Traders in Each Category                                    Total Traders:        43
         .         10          0          .          .          .         20          6          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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    90,719
Positions
     7,542     18,029          0      6,278     23,787      1,136     45,295     22,346      1,139      1,454      4,001          0     27,875     20,281
 
Changes from:       June 7, 2011                                     Total Change is:   -22,922
   -14,748    -11,565     -6,281       -980        -43       -153        246     -5,498       -282       -724       -427         -6          6      1,333
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       19.9        0.0        6.9       26.2        1.3       49.9       24.6        1.3        1.6        4.4        0.0       30.7       22.4
 
Number of Traders in Each Category                                    Total Traders:        77
         7          7          0          4         12          5         23         17          5          .          4          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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    94,483
Positions
     6,267     39,388        110     25,475      8,565        353     32,551      9,515        266      1,421      3,101          0     28,040     33,185
 
Changes from:       June 7, 2011                                     Total Change is:   -11,716
    -9,149      1,315     -2,560     -1,733       -183          5      4,515     -7,020     -1,636         21       -433          0     -1,179     -1,204
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       41.7        0.1       27.0        9.1        0.4       34.5       10.1        0.3        1.5        3.3        0.0       29.7       35.1
 
Number of Traders in Each Category                                    Total Traders:        84
         6         14          .          8          7          .         27         14          .          .          6          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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   190,373
Positions
    16,959     71,044        228     31,198     26,312      2,093     68,240     42,128        344     14,629      6,197        157     56,525     41,870
 
Changes from:       June 7, 2011                                     Total Change is:  -105,753
   -69,303    -50,907    -16,001     -3,044      2,405       -192     -3,179    -21,752     -4,550     -1,553        490        117     -8,048    -15,363
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       37.3        0.1       16.4       13.8        1.1       35.8       22.1        0.2        7.7        3.3        0.1       29.7       22.0
 
Number of Traders in Each Category                                    Total Traders:       158
        17         15          5         13         19         11         38         41         10          6          9          .
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Traders in Financial Futures- Futures Only Positions as of June 14, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   115,119
Positions
     1,680     81,419          9      4,003      3,372        134     71,789     14,300          7      6,586        724          0     30,911     15,154
 
Changes from:       June 7, 2011                                     Total Change is:   -30,227
    -3,552    -12,880    -13,146       -874         68          0     -7,274      4,470     -4,495      2,132       -119         -1     -3,017     -4,124
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       70.7        0.0        3.5        2.9        0.1       62.4       12.4        0.0        5.7        0.6        0.0       26.9       13.2
 
Number of Traders in Each Category                                    Total Traders:        69
         .         14          .          4          4          .         24         14          .          4          .          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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   110,740
Positions
    17,174     34,315     61,165          0          0          0     29,236     14,066        448      1,645          0          0      1,072        746
 
Changes from:       June 7, 2011                                     Total Change is:     1,580
       760        894        133          0          0          0        612        498       -117          0          0          0        192        172
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       31.0       55.2        0.0        0.0        0.0       26.4       12.7        0.4        1.5        0.0        0.0        1.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         13          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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   110,231
Positions
    13,662     77,782        354     14,014        402        274     72,062     25,810        328      2,548      2,341          0      6,989      2,940
 
Changes from:       June 7, 2011                                     Total Change is:   -39,836
     6,752    -38,308     -7,750     -1,791     -1,453        274    -26,907     14,126     -6,610     -1,499         42          0     -2,305       -157
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       70.6        0.3       12.7        0.4        0.2       65.4       23.4        0.3        2.3        2.1        0.0        6.3        2.7
 
Number of Traders in Each Category                                    Total Traders:       103
         8         10          .          7          .          .         46         19          .          6          5          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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    38,596
Positions
    27,060     25,576      2,483      2,094          0          0      2,682        130         13        423      7,806      2,417      1,424        171
 
Changes from:       June 7, 2011                                     Total Change is:    -2,625
      -109        377     -2,607         58          0          0        394       -359          2         28        205        -80       -311       -163
 
Percent of Open Interest Represented by Each Category of Trader
      70.1       66.3        6.4        5.4        0.0        0.0        6.9        0.3        0.0        1.1       20.2        6.3        3.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         .          5          .          .          0          0          8          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of June 14, 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    31,432
Positions
     2,084     24,345          0        227        317          0     23,686      5,452          0      1,030        239          0      4,405      1,079
 
Changes from:       June 7, 2011                                     Total Change is:    -5,795
       307      1,926     -4,830          4        151          0       -447     -1,998       -446        147       -271          0       -530       -327
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       77.5        0.0        0.7        1.0        0.0       75.4       17.3        0.0        3.3        0.8        0.0       14.0        3.4
 
Number of Traders in Each Category                                    Total Traders:        50
         .         10          0          .          .          0         18         10          0          4          .          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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    81,758
Positions
    24,590     32,584     13,234      3,226      2,126        125     10,913      7,618     11,313      1,811        128          0     16,549     14,633
 
Changes from:       June 7, 2011                                     Total Change is:    11,309
      -270        221      8,546        169        -90       -143     -1,437     -2,104      3,343        106        -52          0        996      1,588
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       39.9       16.2        3.9        2.6        0.2       13.3        9.3       13.8        2.2        0.2        0.0       20.2       17.9
 
Number of Traders in Each Category                                    Total Traders:        97
        19         17         16          4          5          .         32         10         21          .          .          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    26,224
Positions
     3,740     16,638      4,095        699          0          0      7,189      1,169      1,239          0          0          0      9,262      3,083
 
Changes from:       June 7, 2011                                     Total Change is:     5,639
       169        169      4,074        240          0          0       -126       -250      1,223          0          0          0         59        423
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       63.4       15.6        2.7        0.0        0.0       27.4        4.5        4.7        0.0        0.0        0.0       35.3       11.8
 
Number of Traders in Each Category                                    Total Traders:        25
         6          7          5          .          0          0          6          5          6          0          0          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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   111,067
Positions
    49,207     39,398     10,770      5,053      4,252        249     22,356     27,806      5,238      3,621        255          0     14,573     23,099
 
Changes from:       June 7, 2011                                     Total Change is:    11,340
    -2,254     -1,274     10,321       -143       -180       -286     -2,873     -3,958      4,490        211       -103          0      1,874      2,330
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       35.5        9.7        4.5        3.8        0.2       20.1       25.0        4.7        3.3        0.2        0.0       13.1       20.8
 
Number of Traders in Each Category                                    Total Traders:        96
        20         16         11          .          5          .         33         15         19          .          .          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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 1,072,737
Positions
    51,893    238,186     77,656    407,525    125,543     66,657     85,520    189,310     96,577     23,283     51,942     44,110    219,516    182,757
 
Changes from:       June 7, 2011                                     Total Change is:   123,820
    -4,838        243     30,093      6,702      2,528      1,351      2,203     -5,521     35,272       -404     -1,594     24,431     29,010     37,016
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       22.2        7.2       38.0       11.7        6.2        8.0       17.6        9.0        2.2        4.8        4.1       20.5       17.0
 
Number of Traders in Each Category                                    Total Traders:       563
        35         49         50        119         58         73         97        138        101         35         32         17
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Traders in Financial Futures- Futures Only Positions as of June 14, 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   387,673
Positions
    20,541    133,910     10,565    128,197     36,061      8,957     33,562     64,651     12,880      4,237     29,685     16,097    152,637     74,867
 
Changes from:       June 7, 2011                                     Total Change is:    40,570
       714     -2,120      2,059      2,439      1,605       -954      6,657      4,995      9,573      1,554     -2,759      7,083     11,445     21,088
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       34.5        2.7       33.1        9.3        2.3        8.7       16.7        3.3        1.1        7.7        4.2       39.4       19.3
 
Number of Traders in Each Category                                    Total Traders:       129
        10         21          9         31         11         14         11         34         22          5          6          .
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Traders in Financial Futures- Futures Only Positions as of June 14, 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 3,425,322
Positions
   284,560    649,181    207,654  1,417,959    468,728    267,179    541,088    904,589    137,190    115,111    131,166    120,186    334,395    539,449
 
Changes from:       June 7, 2011                                     Total Change is:   416,251
   -19,649     19,926    132,062     18,141      1,445     14,699      9,228    -21,084     96,999    -21,058     -5,441     98,006     87,823     79,639
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       19.0        6.1       41.4       13.7        7.8       15.8       26.4        4.0        3.4        3.8        3.5        9.8       15.7
 
Number of Traders in Each Category                                    Total Traders:       526
        36         44         42        101         55         66        101        127         87         32         30         17
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Traders in Financial Futures- Futures Only Positions as of June 14, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   123,482
Positions
    18,605     40,436      8,361     62,147     40,348      5,239     15,916     16,194      1,565      1,262      5,091          0     10,387      6,248
 
Changes from:       June 7, 2011                                     Total Change is:    11,802
      -427      1,083      8,123      3,015      1,239        -38       -185     -1,279        220          0          0          0      1,094      2,454
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       32.7        6.8       50.3       32.7        4.2       12.9       13.1        1.3        1.0        4.1        0.0        8.4        5.1
 
Number of Traders in Each Category                                    Total Traders:        90
         7         15          9         31         13         10         12         10          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   100,551
Positions
    19,149     28,272     14,402     13,810     18,630      2,045     19,177     13,164     11,953      2,924      1,573      2,521     14,569      7,990
 
Changes from:       June 7, 2011                                     Total Change is:    14,688
     2,067     -1,951      7,466     -1,776      3,494        119     -3,139      1,811      4,091        -51     -2,720        638      5,274      1,741
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       28.1       14.3       13.7       18.5        2.0       19.1       13.1       11.9        2.9        1.6        2.5       14.5        7.9
 
Number of Traders in Each Category                                    Total Traders:       222
        22         26         23         26         22         13         61         42         29         14          5          4
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Traders in Financial Futures- Futures Only Positions as of June 14, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    20,320
Positions
     4,948     11,313      1,317      1,600          0          0      6,532      3,380        113        688      1,742          0      5,122      2,455
 
Changes from:       June 7, 2011                                     Total Change is:     2,605
       316        726        996          0          0          0        137      1,866        113        688     -1,914          0        355        818
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       55.7        6.5        7.9        0.0        0.0       32.1       16.6        0.6        3.4        8.6        0.0       25.2       12.1
 
Number of Traders in Each Category                                    Total Traders:        26
         4         10          4          .          0          0          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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   401,154
Positions
   102,291    116,082     34,140     65,050     97,152      6,224     98,149     83,841     24,280     20,905      8,878      2,882     47,233     27,675
 
Changes from:       June 7, 2011                                     Total Change is:    60,417
    12,000    -10,139     29,104     -8,880     17,468        595     -8,294      7,815     11,800       -395       -730       -109     24,596      4,613
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       28.9        8.5       16.2       24.2        1.6       24.5       20.9        6.1        5.2        2.2        0.7       11.8        6.9
 
Number of Traders in Each Category                                    Total Traders:       222
        25         23         20         26         22         13         59         45         24         15          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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   481,202
Positions
   213,086     45,447     50,622    112,806    156,882     33,669     35,029    137,659     12,057      2,730     19,620        473     20,730     24,773
 
Changes from:       June 7, 2011                                     Total Change is:    49,901
     2,688     -4,973     34,165      5,767      6,833      1,488     -7,206     -1,251      9,373        210       -393        115      3,301      4,544
 
Percent of Open Interest Represented by Each Category of Trader
      44.3        9.4       10.5       23.4       32.6        7.0        7.3       28.6        2.5        0.6        4.1        0.1        4.3        5.1
 
Number of Traders in Each Category                                    Total Traders:       267
        18         18         10         48         52         28         38         73         20          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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    27,641
Positions
     2,929      7,887         51      8,270      1,343      1,637      7,227      6,391          0        961      3,663          0      6,566      6,669
 
Changes from:       June 7, 2011                                     Total Change is:   -33,430
    -6,176       -713     -4,435        561       -156       -143     -8,015     -2,267    -13,062        745       -449       -281     -2,624    -11,924
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       28.5        0.2       29.9        4.9        5.9       26.1       23.1        0.0        3.5       13.3        0.0       23.8       24.1
 
Number of Traders in Each Category                                    Total Traders:        48
         7          6          .          9          .          .         12          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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    40,774
Positions
    15,131     12,471        974      7,012      1,749        569      9,216      5,260        107      2,483        968          0      5,282     18,676
 
Changes from:       June 7, 2011                                     Total Change is:   -41,053
    -9,428     -9,819     -2,860       -953     -2,235       -350       -804     -7,162     -9,108        667     -2,844       -818    -17,399     -5,857
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       30.6        2.4       17.2        4.3        1.4       22.6       12.9        0.3        6.1        2.4        0.0       13.0       45.8
 
Number of Traders in Each Category                                    Total Traders:        59
        15         11          4          6          .          .         10         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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    46,300
Positions
         0      5,461      3,071     10,183        643     25,557        344      4,509      3,759          0          4        415      2,971      2,881
 
Changes from:       June 7, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.8        6.6       22.0        1.4       55.2        0.7        9.7        8.1        0.0        0.0        0.9        6.4        6.2
 
Number of Traders in Each Category                                    Total Traders:        44
         0          .          4         17          4         20          .          4          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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    42,040
Positions
     2,891      2,106      9,225      7,009      4,127      9,312        858      3,829     10,256        433        822        325      1,731      2,038
 
Changes from:       June 7, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        5.0       21.9       16.7        9.8       22.2        2.0        9.1       24.4        1.0        2.0        0.8        4.1        4.8
 
Number of Traders in Each Category                                    Total Traders:        42
         7          4          8          6          4          4          .          7          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    21,786
Positions
       355        988        123     12,778     14,014      1,328      2,693      3,434          3        419          0          0      4,087      1,896
 
Changes from:       June 7, 2011                                     Total Change is:    -8,874
        99     -4,852        123     -6,819        232     -2,291        585     -2,051       -312          0          0          0       -259        277
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        4.5        0.6       58.7       64.3        6.1       12.4       15.8        0.0        1.9        0.0        0.0       18.8        8.7
 
Number of Traders in Each Category                                    Total Traders:        35
         .          .          .          9         11          .          6          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    28,269
Positions
     4,971     10,979        544      8,666      3,674        923      6,540      9,459        437        464        250          0      5,724      2,003
 
Changes from:       June 7, 2011                                     Total Change is:   -10,531
      -889     -4,188       -105     -6,282     -2,152       -287        447     -2,845        -12     -1,257       -579        -17     -2,129       -346
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       38.8        1.9       30.7       13.0        3.3       23.1       33.5        1.5        1.6        0.9        0.0       20.2        7.1
 
Number of Traders in Each Category                                    Total Traders:        39
         5          6          .          6          5          .         11          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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   667,019
Positions
    27,728     93,046      5,953    279,317    138,935     72,058     87,152    108,958     16,976     17,528     83,359      4,000    156,307    143,734
 
Changes from:       June 7, 2011                                     Total Change is:   -24,881
    12,834    -11,764     -2,040     -4,836     -2,753     -3,534    -14,513     -8,689     -3,680        220      3,016          0     -9,332      4,563
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       13.9        0.9       41.9       20.8       10.8       13.1       16.3        2.5        2.6       12.5        0.6       23.4       21.5
 
Number of Traders in Each Category                                    Total Traders:       160
        10         16          8         39         20         32         24         37         14          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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   375,859
Positions
    18,135    151,570      4,313    262,613      8,297     21,676      2,000    143,922      4,335      1,500      2,040          0     61,287     39,706
 
Changes from:       June 7, 2011                                     Total Change is:    10,446
    15,471      7,638        392     -7,124        692      5,416          0      4,500     -2,549          0      2,040          0     -1,160     -7,683
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       40.3        1.1       69.9        2.2        5.8        0.5       38.3        1.2        0.4        0.5        0.0       16.3       10.6
 
Number of Traders in Each Category                                    Total Traders:        73
         .         10          5         33          6         18          .         18          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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 1,008,464
Positions
    72,704    117,520      7,009    192,399    410,739     94,522    346,355     76,259     29,825    127,536     96,157     14,240    123,874    162,193
 
Changes from:       June 7, 2011                                     Total Change is:    -6,446
    28,279      7,559     -1,444     -8,015     34,029     -2,809    -16,221    -13,431    -11,038     -2,916    -20,795        331      7,387      1,152
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       11.7        0.7       19.1       40.7        9.4       34.3        7.6        3.0       12.6        9.5        1.4       12.3       16.1
 
Number of Traders in Each Category                                    Total Traders:       257
        13         43          8         29         58         41         48         31         24          9         26          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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 1,830,576
Positions
   265,797    174,481     22,526    568,619    462,423    225,310    346,816    437,530     36,663     44,493    102,765      7,219    313,133    361,659
 
Changes from:       June 7, 2011                                     Total Change is:    11,327
    34,894     47,071     -5,411     -7,414    -25,994      1,797      8,829        -10    -18,888     10,606      3,113       -687    -12,399     10,336
 
Percent of Open Interest Represented by Each Category of Trader
      14.5        9.5        1.2       31.1       25.3       12.3       18.9       23.9        2.0        2.4        5.6        0.4       17.1       19.8
 
Number of Traders in Each Category                                    Total Traders:       274
        35         24         18         37         55         46         40         57         26         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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 1,596,417
Positions
   137,142    237,888     26,933    250,425    694,492    108,714    583,642     98,296     37,577    169,023     74,960        157    282,804    317,400
 
Changes from:       June 7, 2011                                     Total Change is:    75,391
    -6,286     39,122    -18,216    -22,914     46,116     -3,408     54,623      3,891    -10,119     52,335      3,880       -331     29,707     14,456
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       14.9        1.7       15.7       43.5        6.8       36.6        6.2        2.4       10.6        4.7        0.0       17.7       19.9
 
Number of Traders in Each Category                                    Total Traders:       211
        15         28         15         17         51         35         42         34         26          7         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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   728,513
Positions
   229,928    180,529    258,090      3,270     11,003     14,288     69,866     89,161    104,017      8,622     13,852      6,501     33,931     51,072
 
Changes from:       June 7, 2011                                     Total Change is:    29,240
    -1,938      9,175     18,671      1,907         -1      2,430      8,605     -4,569      1,510        158      4,172        323     -2,426     -2,471
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       24.8       35.4        0.4        1.5        2.0        9.6       12.2       14.3        1.2        1.9        0.9        4.7        7.0
 
Number of Traders in Each Category                                    Total Traders:       145
        22         43         55          4          7          7         22         27         35          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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 9,884,096
Positions
   638,994  3,950,292  1,673,427  3,306,475    234,665    179,484  1,604,645    848,905  1,329,135     36,689    473,435    144,363    970,884  1,050,390
 
Changes from:       June 7, 2011                                     Total Change is:  -623,852
  -361,123   -259,317    -58,066      7,972    -21,342      7,076    -89,600   -218,419    -84,341     -7,217     10,583    -29,917     -8,636     29,891
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       40.0       16.9       33.5        2.4        1.8       16.2        8.6       13.4        0.4        4.8        1.5        9.8       10.6
 
Number of Traders in Each Category                                    Total Traders:       275
        33         54         81         11         15         17         56         62         88          8         23         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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    14,175
Positions
     5,176      5,629          0      1,311        638         39      3,754      7,243          3      3,526        545          0        366         78
 
Changes from:       June 7, 2011                                     Total Change is:      -773
       369        537     -1,101         22        -84         16        -37       -167          0          0         49          0        -42        -23
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       39.7        0.0        9.2        4.5        0.3       26.5       51.1        0.0       24.9        3.8        0.0        2.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        31
         .          .          0          .          4          .          6          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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    25,616
Positions
    20,289     10,288          0      1,199      2,699         58      3,638      7,005          0         79      5,455          0        353        111
 
Changes from:       June 7, 2011                                     Total Change is:    -3,067
    -1,950     -1,512          0        -11       -290          0        318         63     -1,393        -96          0          0         65         65
 
Percent of Open Interest Represented by Each Category of Trader
      79.2       40.2        0.0        4.7       10.5        0.2       14.2       27.3        0.0        0.3       21.3        0.0        1.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        32
         4          4          0          .          5          .          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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    53,773
Positions
    13,101     14,225        190          0        880      1,066     27,345     30,851        927      4,096      1,700          0      7,048      3,934
 
Changes from:       June 7, 2011                                     Total Change is:    -9,052
   -14,282      2,996       -295       -419        325        149      7,794     -9,709     -1,613         69       -369       -432        -23       -104
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       26.5        0.4        0.0        1.6        2.0       50.9       57.4        1.7        7.6        3.2        0.0       13.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       102
         5          5          .          0          5          .         23         31          7         26          6          0
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Traders in Financial Futures- Futures Only Positions as of June 14, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   248,976
Positions
    89,220     80,236     35,542     10,469      2,609      6,032     13,494     36,728     28,692      7,954      4,049     31,502     26,071     23,586
 
Changes from:       June 7, 2011                                     Total Change is:     4,314
     7,540      2,322     -3,338     -5,948       -551        415      1,469      2,101     -2,412      1,126        362      2,016      3,446      3,399
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       32.2       14.3        4.2        1.0        2.4        5.4       14.8       11.5        3.2        1.6       12.7       10.5        9.5
 
Number of Traders in Each Category                                    Total Traders:       137
        14         12         20         12          4          7         28         25         36         12          9         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 14, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,072
Positions
       617      4,384        531      2,400        324         10      2,410      2,474        487        640          0          0      1,977        862
 
Changes from:       June 7, 2011                                     Total Change is:     1,106
        19        -45        523          0         49         10        -29        -17       -185          0          0          0        768        771
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       48.3        5.9       26.5        3.6        0.1       26.6       27.3        5.4        7.1        0.0        0.0       21.8        9.5
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          .          4          .          .          6          4          .          .          0          0
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```

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Updated Jun 17, 2011