```
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
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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    97,378
Positions
     4,988     46,452      5,152      8,632      8,196        228     21,101     12,391      6,297      8,711          2        902     41,369     17,759
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       47.7        5.3        8.9        8.4        0.2       21.7       12.7        6.5        8.9        0.0        0.9       42.5       18.2
 
Number of Traders in Each Category                                    Total Traders:        67
         4         10          8          .          4          .         21         15         15          9          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    58,642
Positions
    13,883     39,596      2,166      1,880        502        342     23,197      4,730      1,564          0          0          0     15,609      9,742
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       67.5        3.7        3.2        0.9        0.6       39.6        8.1        2.7        0.0        0.0        0.0       26.6       16.6
 
Number of Traders in Each Category                                    Total Traders:        41
         6          8          .          .          .          .         17          7          7          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   141,996
Positions
    78,225     39,627      7,622     15,270     14,872        571     13,115     27,510      9,336        589     17,496        408     16,861     24,555
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      55.1       27.9        5.4       10.8       10.5        0.4        9.2       19.4        6.6        0.4       12.3        0.3       11.9       17.3
 
Number of Traders in Each Category                                    Total Traders:        94
         9         14          9          5         13          .         18         27         22          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
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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   142,627
Positions
     6,887     80,647      7,314     36,284     10,087      1,362     50,342      5,350      7,786      1,406      4,210         10     31,236     25,862
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       56.5        5.1       25.4        7.1        1.0       35.3        3.8        5.5        1.0        3.0        0.0       21.9       18.1
 
Number of Traders in Each Category                                    Total Traders:       111
         6         20          6         11         11          4         37         16         18          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   291,987
Positions
   115,680     58,960     28,023     20,577     23,971      3,410     24,443     70,379     34,544     15,259     11,100      1,378     48,671     60,222
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       20.2        9.6        7.0        8.2        1.2        8.4       24.1       11.8        5.2        3.8        0.5       16.7       20.6
 
Number of Traders in Each Category                                    Total Traders:       174
        25         12         19         14         19          7         32         48         46          7         17         10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    87,503
Positions
     9,123     46,493      5,193      2,662      6,056        692     37,942      5,840      1,969      4,550      2,193        385     24,988     18,684
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       53.1        5.9        3.0        6.9        0.8       43.4        6.7        2.2        5.2        2.5        0.4       28.6       21.4
 
Number of Traders in Each Category                                    Total Traders:        61
         6         12          8          .          6          .         19         11         10          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    30,541
Positions
     4,064     19,465      7,193          0          0          0      6,537        297      2,871      4,035         20        602      5,239         93
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       63.7       23.6        0.0        0.0        0.0       21.4        1.0        9.4       13.2        0.1        2.0       17.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         6          6          5          0          0          0          5          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    72,072
Positions
     8,201     58,114        403     17,771        245        281     39,516      8,836          7      1,185      2,651          0      4,708      1,535
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       80.6        0.6       24.7        0.3        0.4       54.8       12.3        0.0        1.6        3.7        0.0        6.5        2.1
 
Number of Traders in Each Category                                    Total Traders:        76
         7         12          .          7          .          .         25         15          .          5          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    18,631
Positions
     2,251     10,286         75        975        100          0     11,247      6,364          0      1,486        612          0      2,597      1,194
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       55.2        0.4        5.2        0.5        0.0       60.4       34.2        0.0        8.0        3.3        0.0       13.9        6.4
 
Number of Traders in Each Category                                    Total Traders:        38
         .         10          .          .          .          0          9          9          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    41,921
Positions
    24,289     15,202        519      2,787      4,576        844      6,779     10,267      1,190        110      1,248         81      5,323      7,995
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      57.9       36.3        1.2        6.6       10.9        2.0       16.2       24.5        2.8        0.3        3.0        0.2       12.7       19.1
 
Number of Traders in Each Category                                    Total Traders:        87
        16         17          5          6          5          .         24         13         11          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    83,843
Positions
    48,578     30,404      1,038      5,573      9,151      1,688     13,559     20,533      2,380        220      2,497        162     10,645     15,990
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      57.9       36.3        1.2        6.6       10.9        2.0       16.2       24.5        2.8        0.3        3.0        0.2       12.7       19.1
 
Number of Traders in Each Category                                    Total Traders:        87
        16         17          5          6          5          .         24         13         11          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   976,665
Positions
    69,898    212,612     47,057    439,480    164,061     56,693     69,090    203,474    120,327     15,779     25,987      8,620    149,720    137,834
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       21.8        4.8       45.0       16.8        5.8        7.1       20.8       12.3        1.6        2.7        0.9       15.3       14.1
 
Number of Traders in Each Category                                    Total Traders:       536
        33         51         27        114         68         63         72        153        100         21         24         19
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   381,974
Positions
    32,040    108,151     10,859    160,285     42,074      9,351     23,109     59,973     54,595      7,184     12,573      4,944     79,607     79,453
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       28.3        2.8       42.0       11.0        2.4        6.0       15.7       14.3        1.9        3.3        1.3       20.8       20.8
 
Number of Traders in Each Category                                    Total Traders:       141
        11         21         10         35         15         17         20         28         40          4          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,973,455
Positions
   209,570    542,582    160,710  1,405,263    619,222    227,420    397,922    885,520    160,644     42,975     67,072     18,381    350,570    291,904
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       18.2        5.4       47.3       20.8        7.6       13.4       29.8        5.4        1.4        2.3        0.6       11.8        9.8
 
Number of Traders in Each Category                                    Total Traders:       483
        31         49         22         93         61         54         71        141         86         17         20         15
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    84,447
Positions
     4,200      9,710      3,272     53,062     48,117      3,461      9,314     15,110        569        335          0          0     10,234      4,209
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       11.5        3.9       62.8       57.0        4.1       11.0       17.9        0.7        0.4        0.0        0.0       12.1        5.0
 
Number of Traders in Each Category                                    Total Traders:        81
         .          9          .         34         12          9         12         10          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    77,678
Positions
    26,576     16,905      3,312     16,703     21,140      3,436     13,385     15,442      2,933      1,060      6,452        137     10,137      7,921
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       21.8        4.3       21.5       27.2        4.4       17.2       19.9        3.8        1.4        8.3        0.2       13.0       10.2
 
Number of Traders in Each Category                                    Total Traders:       216
        21         20          9         31         26         10         43         53         23         12          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    13,819
Positions
     5,862      7,624          1      1,017        485          0        861      1,828          0          0      2,497          0      6,078      1,384
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      42.4       55.2        0.0        7.4        3.5        0.0        6.2       13.2        0.0        0.0       18.1        0.0       44.0       10.0
 
Number of Traders in Each Category                                    Total Traders:        22
         7          5          .          .          .          0          .          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   319,293
Positions
   116,593     59,429      3,531     78,431    103,275     17,179     70,743     76,195      6,539      5,298     19,773        686     20,293     32,686
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       18.6        1.1       24.6       32.3        5.4       22.2       23.9        2.0        1.7        6.2        0.2        6.4       10.2
 
Number of Traders in Each Category                                    Total Traders:       214
        19         21          5         31         25         10         45         52         20         12          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   407,708
Positions
   183,465     42,756     13,237    138,496    159,845     18,972     33,218    140,993      4,744      1,398      7,676        709     13,470     18,776
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      45.0       10.5        3.2       34.0       39.2        4.7        8.1       34.6        1.2        0.3        1.9        0.2        3.3        4.6
 
Number of Traders in Each Category                                    Total Traders:       231
        16         17          6         48         45         22         28         67         22          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    29,645
Positions
     7,220      7,389        552      9,576        983        209      4,273      4,475          0        200      1,483          0      7,615     14,554
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       24.9        1.9       32.3        3.3        0.7       14.4       15.1        0.0        0.7        5.0        0.0       25.7       49.1
 
Number of Traders in Each Category                                    Total Traders:        46
        12          6          .          8          .          .          6          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    45,526
Positions
    27,331     13,305      1,888      6,728      4,327        472      1,695      9,716        836          0        430          0      6,576     14,552
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      60.0       29.2        4.1       14.8        9.5        1.0        3.7       21.3        1.8        0.0        0.9        0.0       14.4       32.0
 
Number of Traders in Each Category                                    Total Traders:        57
        11         11          4          8          5          .          .         17          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    35,944
Positions
       254        638          0     25,571     27,700      3,325      3,342      2,319          0          0          0          0      3,452      1,962
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        1.8        0.0       71.1       77.1        9.3        9.3        6.5        0.0        0.0        0.0        0.0        9.6        5.5
 
Number of Traders in Each Category                                    Total Traders:        43
         .          .          0         16         14          9          7          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    26,710
Positions
     1,296      9,251          0     13,935      2,405        952      3,217     11,778          0      1,921        204          0      5,389      2,120
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       34.6        0.0       52.2        9.0        3.6       12.0       44.1        0.0        7.2        0.8        0.0       20.2        7.9
 
Number of Traders in Each Category                                    Total Traders:        39
         .          6          0         13          .          5          6          5          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   771,853
Positions
    24,028    149,270     30,176    367,086    145,605     55,172     45,252    135,881     53,546     27,313     46,949      8,233    161,047    147,021
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       19.3        3.9       47.6       18.9        7.1        5.9       17.6        6.9        3.5        6.1        1.1       20.9       19.0
 
Number of Traders in Each Category                                    Total Traders:       163
        12         18         17         45         25         31         24         23         33          7          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   160,213
Positions
     2,036     79,457      3,386    102,342      1,827      6,804      4,385     50,635        373          0          0          0     40,887     17,731
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       49.6        2.1       63.9        1.1        4.2        2.7       31.6        0.2        0.0        0.0        0.0       25.5       11.1
 
Number of Traders in Each Category                                    Total Traders:        38
         .          8          .         16          .          8          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   917,064
Positions
    10,660    128,704     24,055    410,293    214,350     83,357    193,469    159,149     48,070     30,890    121,257     14,217    102,054    123,904
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       14.0        2.6       44.7       23.4        9.1       21.1       17.4        5.2        3.4       13.2        1.6       11.1       13.5
 
Number of Traders in Each Category                                    Total Traders:       236
         6         39         16         32         50         42         31         44         30          7         27         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,399,993
Positions
    85,712    313,296    213,362    950,327    457,973    268,093    214,830    431,225    288,820     29,606     41,140     49,104    300,140    336,980
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       13.1        8.9       39.6       19.1       11.2        9.0       18.0       12.0        1.2        1.7        2.0       12.5       14.0
 
Number of Traders in Each Category                                    Total Traders:       267
        28         38         55         36         54         57         43         54         58          7          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,001,230
Positions
    17,993    152,664     33,929    288,121    240,060    150,211    192,991     53,470     43,716     42,231     71,055      8,906    223,132    247,219
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       15.2        3.4       28.8       24.0       15.0       19.3        5.3        4.4        4.2        7.1        0.9       22.3       24.7
 
Number of Traders in Each Category                                    Total Traders:       158
         6         23         10         24         38         35         29         20         25          8         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,231,786
Positions
   130,234    272,133    278,139     50,264      3,068    162,572    131,563     22,244    420,693     10,434      3,349      1,780     46,107     67,809
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       22.1       22.6        4.1        0.2       13.2       10.7        1.8       34.2        0.8        0.3        0.1        3.7        5.5
 
Number of Traders in Each Category                                    Total Traders:       121
        22         34         42          .          .          .         32         19         43          4          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is12,971,617
Positions
 1,832,786  3,175,481  2,823,653  1,105,709    343,560    606,814  1,137,761    316,916  4,081,436    164,495    324,944    335,005    883,959    963,808
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       24.5       21.8        8.5        2.6        4.7        8.8        2.4       31.5        1.3        2.5        2.6        6.8        7.4
 
Number of Traders in Each Category                                    Total Traders:       301
        30         73        101         10         16         21         70         67        108         10         18         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    12,935
Positions
     4,817      7,834          0      1,096      1,689        414      2,402      2,211        156      3,800        475          0        250        156
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       60.6        0.0        8.5       13.1        3.2       18.6       17.1        1.2       29.4        3.7        0.0        1.9        1.2
 
Number of Traders in Each Category                                    Total Traders:        35
         .          5          0          .          6          .          6          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    33,327
Positions
    28,776     16,604          0      1,308      1,021         77      2,874      8,913         20          0      6,582          0        272        110
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      86.3       49.8        0.0        3.9        3.1        0.2        8.6       26.7        0.1        0.0       19.7        0.0        0.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         4          4          0          .          4          .          9          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,562
Positions
    10,199     15,449        146        263         50        845      7,453      4,239      1,284        582        528          4      3,787      2,018
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       62.9        0.6        1.1        0.2        3.4       30.3       17.3        5.2        2.4        2.1        0.0       15.4        8.2
 
Number of Traders in Each Category                                    Total Traders:        60
         7          4          .          .          .          .         14         20         10          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    96,183
Positions
    65,457     29,620     11,658        200      1,993        100      2,068     32,759      2,555        495      1,815        270     13,380     15,413
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      68.1       30.8       12.1        0.2        2.1        0.1        2.2       34.1        2.7        0.5        1.9        0.3       13.9       16.0
 
Number of Traders in Each Category                                    Total Traders:        43
         .         11         10          .          .          .          4         19         14          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 20, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    16,223
Positions
     1,184     13,486          1     11,368        288          0      2,644      1,456          0          0          0          0      1,026        992
 
Changes from:       .                                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       83.1        0.0       70.1        1.8        0.0       16.3        9.0        0.0        0.0        0.0        0.0        6.3        6.1
 
Number of Traders in Each Category                                    Total Traders:        26
         .          .          .          9          .          0          5          6          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated July 23, 2010