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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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    99,317
Positions
     3,926     52,203      5,628      8,916      8,224        226     26,838      6,509      6,783      6,048          6      1,203     39,750     18,536
 
Changes from:       July 20, 2010                                    Total Change is:     1,939
    -1,061      5,751        476        284         28         -2      5,737     -5,883        486     -2,663          4        301     -1,619        776
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       52.6        5.7        9.0        8.3        0.2       27.0        6.6        6.8        6.1        0.0        1.2       40.0       18.7
 
Number of Traders in Each Category                                    Total Traders:        69
         4         11          8          .          4          .         23         14         16          9          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    59,253
Positions
    15,742     36,670      2,053      1,879        438        407     20,215      8,145      1,622        634        435          0     16,701      9,482
 
Changes from:       July 20, 2010                                    Total Change is:       611
     1,858     -2,926       -112         -1        -64         65     -2,983      3,416         58        634        435          0      1,092       -260
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       61.9        3.5        3.2        0.7        0.7       34.1       13.7        2.7        1.1        0.7        0.0       28.2       16.0
 
Number of Traders in Each Category                                    Total Traders:        42
         6          8          .          .          .          .         15          8          7          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   143,350
Positions
    77,082     48,426      6,392     16,725     13,981        572     13,173     16,077     11,297        537     16,962        150     17,421     29,493
 
Changes from:       July 20, 2010                                    Total Change is:     1,354
    -1,142      8,799     -1,230      1,455       -891          1         57    -11,433      1,962        -51       -534       -259        561      4,938
 
Percent of Open Interest Represented by Each Category of Trader
      53.8       33.8        4.5       11.7        9.8        0.4        9.2       11.2        7.9        0.4       11.8        0.1       12.2       20.6
 
Number of Traders in Each Category                                    Total Traders:        85
        10         12          9          5         12          .         18         21         21          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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   140,130
Positions
     7,952     69,749      7,689     35,593      9,522      1,304     48,017     10,481      8,088      1,858      3,006         71     29,558     30,219
 
Changes from:       July 20, 2010                                    Total Change is:    -2,498
     1,066    -10,897        375       -691       -565        -58     -2,325      5,131        301        452     -1,203         61     -1,678      4,358
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       49.8        5.5       25.4        6.8        0.9       34.3        7.5        5.8        1.3        2.1        0.1       21.1       21.6
 
Number of Traders in Each Category                                    Total Traders:       109
         8         17          6         11         11          .         33         20         19          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   299,001
Positions
   116,109     62,681     30,630     19,448     22,450      3,294     25,807     67,908     37,454     14,795     11,732      1,917     49,548     60,935
 
Changes from:       July 20, 2010                                    Total Change is:     7,015
       428      3,721      2,607     -1,129     -1,520       -116      1,364     -2,471      2,910       -464        633        539        877        713
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       21.0       10.2        6.5        7.5        1.1        8.6       22.7       12.5        4.9        3.9        0.6       16.6       20.4
 
Number of Traders in Each Category                                    Total Traders:       170
        22         13         18         13         17          7         33         49         48          9         14         11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    97,572
Positions
     8,891     60,330      5,365      4,660      5,343        374     46,169      2,807      2,704      2,147      2,704        457     26,806     17,488
 
Changes from:       July 20, 2010                                    Total Change is:    10,069
      -232     13,837        172      1,998       -713       -318      8,227     -3,033        736     -2,403        512         72      1,817     -1,196
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       61.8        5.5        4.8        5.5        0.4       47.3        2.9        2.8        2.2        2.8        0.5       27.5       17.9
 
Number of Traders in Each Category                                    Total Traders:        66
         5         13          8          .          6          .         23         11         13          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    32,110
Positions
     4,161     20,926      7,342          0          0          0      7,484        355      2,766      4,480         20        602      5,275         99
 
Changes from:       July 20, 2010                                    Total Change is:     1,569
        97      1,461        149          0          0          0        947         58       -105        445          0          0         36          6
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       65.2       22.9        0.0        0.0        0.0       23.3        1.1        8.6       14.0        0.1        1.9       16.4        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 27, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    80,209
Positions
     8,264     64,215        275     17,186        245        281     47,227     10,423          7        999      2,987          0      5,970      1,776
 
Changes from:       July 20, 2010                                    Total Change is:     8,137
        63      6,101       -128       -585          0          0      7,711      1,587          0       -186        336          0      1,262        241
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       80.1        0.3       21.4        0.3        0.4       58.9       13.0        0.0        1.2        3.7        0.0        7.4        2.2
 
Number of Traders in Each Category                                    Total Traders:        82
         7         15          .          7          .          .         27         17          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    22,919
Positions
     2,211     15,400         75        867        100          0     16,253      5,486          0        399        700          0      3,114      1,158
 
Changes from:       July 20, 2010                                    Total Change is:     4,288
       -40      5,114          0       -108          0          0      5,006       -878          0     -1,087         88          0        517        -36
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       67.2        0.3        3.8        0.4        0.0       70.9       23.9        0.0        1.7        3.1        0.0       13.6        5.1
 
Number of Traders in Each Category                                    Total Traders:        39
         .         11          .          .          .          0         12          7          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    44,260
Positions
    23,864     16,357        212      2,720      5,048        842      8,522     10,681      1,320        110      1,222         98      6,571      8,480
 
Changes from:       July 20, 2010                                    Total Change is:     2,339
      -425      1,155       -307        -67        472         -2      1,743        414        130          0        -26         17      1,249        485
 
Percent of Open Interest Represented by Each Category of Trader
      53.9       37.0        0.5        6.1       11.4        1.9       19.3       24.1        3.0        0.2        2.8        0.2       14.8       19.2
 
Number of Traders in Each Category                                    Total Traders:        83
        15         18          4          5          5          .         23         13          8          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    88,520
Positions
    47,728     32,714        423      5,440     10,095      1,684     17,045     21,362      2,641        220      2,445        197     13,143     16,960
 
Changes from:       July 20, 2010                                    Total Change is:     4,677
      -850      2,310       -615       -133        944         -4      3,486        829        261          0        -52         35      2,498        970
 
Percent of Open Interest Represented by Each Category of Trader
      53.9       37.0        0.5        6.1       11.4        1.9       19.3       24.1        3.0        0.2        2.8        0.2       14.8       19.2
 
Number of Traders in Each Category                                    Total Traders:        83
        15         18          4          5          5          .         23         13          8          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   982,223
Positions
    64,976    220,691     55,741    435,904    160,778     57,875     72,944    193,677    122,602     14,377     26,514      8,150    149,654    136,195
 
Changes from:       July 20, 2010                                    Total Change is:     5,558
    -4,922      8,079      8,685     -3,576     -3,282      1,182      3,854     -9,797      2,275     -1,402        526       -470        -67     -1,639
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       22.5        5.7       44.4       16.4        5.9        7.4       19.7       12.5        1.5        2.7        0.8       15.2       13.9
 
Number of Traders in Each Category                                    Total Traders:       536
        31         52         29        113         66         64         77        152        105         20         25         18
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   390,536
Positions
    28,316    116,209     15,173    160,729     41,787      9,503     26,361     49,496     59,148      7,363     13,152      4,576     79,367     81,493
 
Changes from:       July 20, 2010                                    Total Change is:     8,562
    -3,724      8,058      4,314        444       -287        152      3,252    -10,477      4,553        179        579       -368       -239      2,040
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       29.8        3.9       41.2       10.7        2.4        6.7       12.7       15.1        1.9        3.4        1.2       20.3       20.9
 
Number of Traders in Each Category                                    Total Traders:       147
        11         21         11         35         15         18         20         33         44          4          8          6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,958,434
Positions
   228,099    567,207    158,047  1,385,801    604,884    231,934    362,077    850,066    188,107     35,068     66,809     17,869    351,432    273,510
 
Changes from:       July 20, 2010                                    Total Change is:   -15,021
    18,529     24,625     -2,663    -19,462    -14,338      4,513    -35,845    -35,453     27,463     -7,907       -262       -512        863    -18,394
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       19.2        5.3       46.8       20.4        7.8       12.2       28.7        6.4        1.2        2.3        0.6       11.9        9.2
 
Number of Traders in Each Category                                    Total Traders:       478
        30         49         25         93         59         54         77        134         87         16         20         13
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    88,835
Positions
     3,991     18,353      3,367     55,664     44,200      3,550     12,087     15,017        163        202          0          0      9,811      4,185
 
Changes from:       July 20, 2010                                    Total Change is:     4,387
      -209      8,643         95      2,602     -3,917         89      2,773        -93       -406       -133          0          0       -424        -24
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       20.7        3.8       62.7       49.8        4.0       13.6       16.9        0.2        0.2        0.0        0.0       11.0        4.7
 
Number of Traders in Each Category                                    Total Traders:        87
         .         10          .         37         12         10         15         10          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    79,300
Positions
    25,054     18,931      4,728     18,009     20,737      3,228     14,479     15,306      2,774      1,037      6,970        177      9,814      6,449
 
Changes from:       July 20, 2010                                    Total Change is:     1,622
    -1,522      2,026      1,416      1,306       -403       -208      1,094       -136       -158        -23        518         39       -323     -1,473
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       23.9        6.0       22.7       26.2        4.1       18.3       19.3        3.5        1.3        8.8        0.2       12.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       215
        21         24         11         34         22         12         49         44         25         12          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,432
Positions
     4,916      7,907        246      1,390        485        188      1,108        881          0          0      2,497          0      5,584      1,228
 
Changes from:       July 20, 2010                                    Total Change is:      -388
      -946        283        245        373          0        188        247       -947          0          0          0          0       -495       -157
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       58.9        1.8       10.3        3.6        1.4        8.2        6.6        0.0        0.0       18.6        0.0       41.6        9.1
 
Number of Traders in Each Category                                    Total Traders:        24
         7          7          .          4          .          .          .          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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   329,340
Positions
   120,035     74,468      3,064     83,094    101,260     15,201     73,625     78,893      7,102      5,185     22,363        883     21,152     26,106
 
Changes from:       July 20, 2010                                    Total Change is:    10,047
     3,442     15,040       -467      4,663     -2,015     -1,978      2,882      2,698        563       -113      2,589        196        859     -6,580
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       22.6        0.9       25.2       30.7        4.6       22.4       24.0        2.2        1.6        6.8        0.3        6.4        7.9
 
Number of Traders in Each Category                                    Total Traders:       212
        20         24          6         33         21         12         49         44         22         12          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   416,000
Positions
   187,961     52,775      8,127    143,530    147,515     18,429     32,864    148,081     10,453      1,365      9,633        671     12,600     20,316
 
Changes from:       July 20, 2010                                    Total Change is:     8,292
     4,496     10,019     -5,110      5,034    -12,330       -543       -353      7,087      5,708        -33      1,957        -38       -870      1,541
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       12.7        2.0       34.5       35.5        4.4        7.9       35.6        2.5        0.3        2.3        0.2        3.0        4.9
 
Number of Traders in Each Category                                    Total Traders:       238
        17         18          6         49         42         22         25         77         21          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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    30,601
Positions
     8,377      8,090        244      9,855      1,148        183      3,450      4,191          0        614      1,483          0      7,878     15,262
 
Changes from:       July 20, 2010                                    Total Change is:       956
     1,157        701       -308        279        165        -26       -823       -284          0        414          0          0        263        708
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       26.4        0.8       32.2        3.8        0.6       11.3       13.7        0.0        2.0        4.8        0.0       25.7       49.9
 
Number of Traders in Each Category                                    Total Traders:        47
        12          8          .          8          .          .          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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    48,003
Positions
    28,125     13,786      2,223      6,618      2,590        435      2,334      8,160        978          0        575          0      7,290     19,256
 
Changes from:       July 20, 2010                                    Total Change is:     2,477
       794        481        335       -110     -1,737        -37        639     -1,556        142          0        145          0        714      4,704
 
Percent of Open Interest Represented by Each Category of Trader
      58.6       28.7        4.6       13.8        5.4        0.9        4.9       17.0        2.0        0.0        1.2        0.0       15.2       40.1
 
Number of Traders in Each Category                                    Total Traders:        57
        11         12          4          9          .          .          4         16          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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    33,528
Positions
         0      1,030          0     25,578     23,939      3,436      1,452      2,151          0          0        265          0      3,062      2,707
 
Changes from:       July 20, 2010                                    Total Change is:    -2,416
      -254        392          0          7     -3,761        111     -1,890       -168          0          0        265          0       -390        745
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        3.1        0.0       76.3       71.4       10.2        4.3        6.4        0.0        0.0        0.8        0.0        9.1        8.1
 
Number of Traders in Each Category                                    Total Traders:        39
         0          .          0         16         14          9          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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    27,227
Positions
     1,483      9,303          0     14,187      2,780      1,024      3,537     12,116         24      1,966        204          0      5,006      1,776
 
Changes from:       July 20, 2010                                    Total Change is:       517
       187         52          0        252        375         72        320        338         24         45          0          0       -383       -344
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       34.2        0.0       52.1       10.2        3.8       13.0       44.5        0.1        7.2        0.7        0.0       18.4        6.5
 
Number of Traders in Each Category                                    Total Traders:        42
         .          6          0         13          5          5          6          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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   748,691
Positions
    21,590    146,153     17,337    369,666    153,690     53,875     53,531    154,958     36,505     27,409     43,551      5,469    163,308    137,152
 
Changes from:       July 20, 2010                                    Total Change is:   -23,162
    -2,438     -3,117    -12,839      2,579      8,085     -1,297      8,279     19,077    -17,041         97     -3,398     -2,764      2,262     -9,869
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       19.5        2.3       49.4       20.5        7.2        7.1       20.7        4.9        3.7        5.8        0.7       21.8       18.3
 
Number of Traders in Each Category                                    Total Traders:       157
         8         20         13         45         26         32         21         24         31          7          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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   159,294
Positions
     2,036     80,662      1,796     99,473      1,779      7,091      4,385     48,278        395          0          0          0     44,118     19,293
 
Changes from:       July 20, 2010                                    Total Change is:      -919
         0      1,205     -1,590     -2,869        -48        287          0     -2,357         22          0          0          0      3,231      1,562
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       50.6        1.1       62.4        1.1        4.5        2.8       30.3        0.2        0.0        0.0        0.0       27.7       12.1
 
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 27, 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   847,848
Positions
    33,984     98,647     21,436    307,978    193,595    102,035    181,141    132,450     48,922     32,531    120,685     13,703    106,119    116,376
 
Changes from:       July 20, 2010                                    Total Change is:   -69,216
    23,324    -30,057     -2,619   -102,315    -20,755     18,678    -12,328    -26,700        852      1,641       -572       -515      4,065     -7,529
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       11.6        2.5       36.3       22.8       12.0       21.4       15.6        5.8        3.8       14.2        1.6       12.5       13.7
 
Number of Traders in Each Category                                    Total Traders:       234
        12         33         15         31         50         42         32         39         29          8         29         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 2,217,370
Positions
    68,198    297,708    163,928    952,347    465,176    246,350    207,150    418,859    200,584     35,064     51,956     41,744    302,005    331,066
 
Changes from:       July 20, 2010                                    Total Change is:  -182,624
   -17,514    -15,588    -49,435      2,021      7,203    -21,743     -7,680    -12,365    -88,236      5,459     10,815     -7,360      1,864     -5,915
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       13.4        7.4       42.9       21.0       11.1        9.3       18.9        9.0        1.6        2.3        1.9       13.6       14.9
 
Number of Traders in Each Category                                    Total Traders:       254
        25         35         47         36         52         54         34         58         58          8          6         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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   994,271
Positions
    24,765    153,281     29,726    289,492    272,363    127,937    217,623     55,785     35,620     43,710     61,111      7,151    218,248    251,298
 
Changes from:       July 20, 2010                                    Total Change is:    -6,959
     6,772        618     -4,204      1,371     32,303    -22,275     24,632      2,315     -8,096      1,479     -9,944     -1,755     -4,884      4,079
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       15.4        3.0       29.1       27.4       12.9       21.9        5.6        3.6        4.4        6.1        0.7       22.0       25.3
 
Number of Traders in Each Category                                    Total Traders:       159
         7         22         11         23         39         37         26         23         21          9         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 1,258,766
Positions
   128,296    281,624    278,210     57,301      2,007    172,016    130,093     19,571    427,809     10,499      3,089      3,493     51,050     70,948
 
Changes from:       July 20, 2010                                    Total Change is:    26,981
    -1,938      9,491         71      7,036     -1,061      9,444     -1,470     -2,673      7,116         66       -260      1,713      4,943      3,140
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       22.4       22.1        4.6        0.2       13.7       10.3        1.6       34.0        0.8        0.2        0.3        4.1        5.6
 
Number of Traders in Each Category                                    Total Traders:       119
        22         31         42          4          .          .         33         17         44          5          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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 is13,055,711
Positions
 1,692,483  3,139,494  2,818,264  1,077,323    290,306    592,262  1,199,398    332,303  4,191,287    183,350    325,759    338,504    962,839  1,027,531
 
Changes from:       July 20, 2010                                    Total Change is:    84,094
  -140,303    -35,987     -5,388    -28,386    -53,253    -14,552     61,638     15,387    109,851     18,855        815      3,499     78,880     63,723
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       24.0       21.6        8.3        2.2        4.5        9.2        2.5       32.1        1.4        2.5        2.6        7.4        7.9
 
Number of Traders in Each Category                                    Total Traders:       293
        30         68         98         11         15         22         59         75        113         11         18         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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    12,620
Positions
     5,619      7,143        138      1,096      1,735        414      1,155      2,207        156      3,800        661          0        242        166
 
Changes from:       July 20, 2010                                    Total Change is:      -315
       802       -691        138          0         46          0     -1,247         -4          0          0        186          0         -8         10
 
Percent of Open Interest Represented by Each Category of Trader
      44.5       56.6        1.1        8.7       13.7        3.3        9.2       17.5        1.2       30.1        5.2        0.0        1.9        1.3
 
Number of Traders in Each Category                                    Total Traders:        35
         4          4          .          .          6          .          6          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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    34,982
Positions
    29,693     18,552          0      1,300      1,091         77      3,609      8,578         20          0      6,582          0        283         82
 
Changes from:       July 20, 2010                                    Total Change is:     1,655
       917      1,948          0         -8         70          0        735       -335          0          0          0          0         11        -28
 
Percent of Open Interest Represented by Each Category of Trader
      84.9       53.0        0.0        3.7        3.1        0.2       10.3       24.5        0.1        0.0       18.8        0.0        0.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          0          .          4          .          9          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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    22,919
Positions
    10,146     15,302        114         90         50        828      6,395      3,034        683        500        723          4      4,159      2,181
 
Changes from:       July 20, 2010                                    Total Change is:    -1,644
       -53       -147        -32       -173          0        -17     -1,058     -1,205       -601        -82        195          0        372        163
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       66.8        0.5        0.4        0.2        3.6       27.9       13.2        3.0        2.2        3.2        0.0       18.1        9.5
 
Number of Traders in Each Category                                    Total Traders:        54
         8          .          .          .          .          .         18         14          8          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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    84,826
Positions
    56,893     28,337     11,559        200          0          0      1,185     29,088      2,697        495        934          0     11,797     12,211
 
Changes from:       July 20, 2010                                    Total Change is:   -11,357
    -8,564     -1,283        -99          0     -1,993       -100       -883     -3,671        142          0       -881       -270     -1,583     -3,202
 
Percent of Open Interest Represented by Each Category of Trader
      67.1       33.4       13.6        0.2        0.0        0.0        1.4       34.3        3.2        0.6        1.1        0.0       13.9       14.4
 
Number of Traders in Each Category                                    Total Traders:        40
         .         12         10          .          0          0          .         21         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 27, 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    16,001
Positions
       971     13,486          1     11,292        279          0      2,637      1,329          0          0          0          0      1,100        906
 
Changes from:       July 20, 2010                                    Total Change is:      -222
      -213          0          0        -76         -9          0         -7       -127          0          0          0          0         74        -86
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       84.3        0.0       70.6        1.7        0.0       16.5        8.3        0.0        0.0        0.0        0.0        6.9        5.7
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          .          9          .          0          5          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 30, 2010