```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,845
COMMITMENTS
     205      866      120    3,800    3,622    4,125    4,608      720      237

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        142)
      85        5        6       35      124      126      134       16        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2     17.9      2.5     78.4     74.7     85.1     95.1     14.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       12       11       15       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       60,428
COMMITMENTS
  11,385    1,672   14,362   26,301   32,714   52,049   48,749    8,379   11,679

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,254)
   1,126      292      -27      251      815    1,349    1,080      -95      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      2.8     23.8     43.5     54.1     86.1     80.7     13.9     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      35        5       25       38       40       79       65
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,294
COMMITMENTS
   1,936       59       90    2,074    3,382    4,100    3,530      194      764

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:         98)
      -5       -3       36       64       35       94       68        3       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.1      1.4      2.1     48.3     78.7     95.5     82.2      4.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1        6       12       10       14
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      295,250
COMMITMENTS
  75,067   29,516   79,301  111,688  143,656  266,056  252,473   29,194   42,777

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      5,143)
   1,424   -3,585    2,888   -1,087    4,386    3,225    3,688    1,918    1,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     10.0     26.9     37.8     48.7     90.1     85.5      9.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
     115       58      107       63       80      230      205
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      423,639
COMMITMENTS
  99,755   32,728  125,335  168,908  198,708  393,998  356,771   29,641   66,869

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -9,675)
    -349    6,203   -5,945     -892   -5,570   -7,185   -5,311   -2,490   -4,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      7.7     29.6     39.9     46.9     93.0     84.2      7.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
     106       96      129      109      172      290      334
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,614
COMMITMENTS
   3,807    3,751    1,193    3,001    2,557    8,001    7,501    1,613    2,113

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        567)
       0       18      506      133       17      639      542      -73       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6     39.0     12.4     31.2     26.6     83.2     78.0     16.8     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       33       16       14       19       45       62
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       45,816
COMMITMENTS
  14,163    3,612   11,296   12,160   10,569   37,618   25,477    8,198   20,339

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -1,013)
    -866      547     -523      182      156   -1,206      180      193   -1,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      7.9     24.7     26.5     23.1     82.1     55.6     17.9     44.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      48       32       49       52       73      130      135
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,636
COMMITMENTS
  16,494        0    1,968   84,572  101,608  103,034  103,576      602       60

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        384)
   1,495        0    1,469   -2,327     -716      637      753     -253     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.0      1.9     81.6     98.0     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        0        3       17       16       25       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      141,479
COMMITMENTS
  52,303   17,680    4,316   33,238   97,311   89,857  119,306   51,622   22,173

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      5,714)
    -193   -7,859      912    3,413   11,570    4,132    4,622    1,581    1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.0     12.5      3.1     23.5     68.8     63.5     84.3     36.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      40       10        9       25       33       67       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       60,087
COMMITMENTS
  21,210   13,573    2,383    9,042   29,619   32,636   45,575   27,451   14,512

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      4,201)
     137    3,840    1,070    2,616   -1,197    3,823    3,713      378      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.3     22.6      4.0     15.0     49.3     54.3     75.8     45.7     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      20       12        5       13       14       36       28
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      137,823
COMMITMENTS
 103,288   11,375      254   26,024  124,088  129,566  135,717    8,257    2,106

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,560)
   2,979      332     -370     -157    2,815    2,452    2,777      108     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.9      8.3      0.2     18.9     90.0     94.0     98.5      6.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      67       13        2       16       21       85       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      103,671
COMMITMENTS
  32,972   32,323    2,360   41,394   45,142   76,726   79,826   26,945   23,845

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:        258)
   7,062     -666      365  -14,041    2,250   -6,614    1,950    6,872   -1,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8     31.2      2.3     39.9     43.5     74.0     77.0     26.0     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      28       24        7       23       27       54       55
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      151,720
COMMITMENTS
  72,118   20,782    5,851   37,672   89,835  115,641  116,468   36,079   35,252

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     13,089)
   8,534     -623    1,681    2,335    8,792   12,549    9,850      540    3,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.5     13.7      3.9     24.8     59.2     76.2     76.8     23.8     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      40       37       17       26       26       79       67
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      226,414
COMMITMENTS
  58,732   42,291   28,236   84,886  106,224  171,854  176,751   54,560   49,663

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      4,250)
   1,032   -6,453      444   -3,593   12,830   -2,117    6,821    6,368   -2,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     18.7     12.5     37.5     46.9     75.9     78.1     24.1     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      42       66       56       49       57      126      144
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       20,632
COMMITMENTS
  16,582   12,279       72    2,526    8,061   19,180   20,412    1,452      220

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      2,588)
   2,701    1,754        0        0      821    2,701    2,575     -113       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    80.4     59.5      0.3     12.2     39.1     93.0     98.9      7.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        2        2        3        7       15       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,793
COMMITMENTS
  25,241    1,950      114    2,498   29,111   27,853   31,175    4,940    1,618

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,721)
   1,877       24        0     -247    1,735    1,630    1,759       91      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.0      5.9      0.3      7.6     88.8     84.9     95.1     15.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      22        7        1        5       11       28       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,975,789
COMMITMENTS
 1165436  733,296  5879526  8976486  9276193 16021448 15889015  954,342  1086775

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    218,099)
  56,168   17,741  111,046  102,608  133,015  269,822  261,802  -51,724  -43,703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      4.3     34.6     52.9     54.6     94.4     93.6      5.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      60       68      110      158      162      283      283
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      935,326
COMMITMENTS
  76,053   85,336   73,374  649,082  674,088  798,509  832,797  136,816  102,528

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     20,970)
   4,317      525    6,862    5,733   11,085   16,912   18,473    4,058    2,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      9.1      7.8     69.4     72.1     85.4     89.0     14.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     111      115      107      242      230      407      400
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      367,273
COMMITMENTS
  28,264   26,504   31,410  218,231  267,377  277,905  325,291   89,368   41,982

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     19,723)
   5,361      446    2,666    5,791   15,835   13,818   18,948    5,905      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      7.2      8.6     59.4     72.8     75.7     88.6     24.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      23       24       34       70       60      110      102
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,840,262
COMMITMENTS
 320,622  375,833  128,141  2154255  2033556  2603019  2537531  237,243  302,731

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      6,235)
  18,535   24,147   -2,775     -292  -23,750   15,468   -2,378   -9,232    8,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     13.2      4.5     75.8     71.6     91.6     89.3      8.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      514)
     101      105       92      214      209      361      361
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      109,711
COMMITMENTS
  13,555    5,093      241   86,683   99,131  100,479  104,465    9,232    5,246

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -292)
  -1,247     -254      241      451     -425     -555     -438      263      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      4.6      0.2     79.0     90.4     91.6     95.2      8.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12        5        1       52       38       64       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       94,101
COMMITMENTS
  23,597    5,899    5,785   55,517   77,564   84,900   89,248    9,201    4,854

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,164)
     129   -1,278      209    1,177    1,922    1,514      852     -350      312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      6.3      6.1     59.0     82.4     90.2     94.8      9.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      74       25       18       78       88      162      121
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       17,961
COMMITMENTS
   4,193    2,203        0    9,660   14,303   13,853   16,506    4,108    1,455

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:       -557)
    -245      246        0      172     -318      -73      -72     -484     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     12.3      0.0     53.8     79.6     77.1     91.9     22.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0        9        9       10       12
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      380,700
COMMITMENTS
 121,534   42,991    4,415  229,286  316,303  355,235  363,708   25,465   16,992

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      8,607)
   1,958   -7,532      955    5,024   11,199    7,936    4,622      670    3,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9     11.3      1.2     60.2     83.1     93.3     95.5      6.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      75       23       16       74       85      157      116
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      142,765
COMMITMENTS
  92,866   10,357    2,713   10,094  111,671  105,672  124,740   37,093   18,025

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      8,969)
   2,499   -2,215      936    2,692    8,410    6,128    7,132    2,841    1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.0      7.3      1.9      7.1     78.2     74.0     87.4     26.0     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      38       13       10       16       24       59       42
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,496
COMMITMENTS
   9,364   15,018        1   20,874   13,410   30,239   28,429    7,257    9,067

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:         64)
   1,012    1,163        1      678   -1,392    1,691     -228   -1,627      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     40.1      0.0     55.7     35.8     80.6     75.8     19.4     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      15       14        1       18       12       34       26
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,539
COMMITMENTS
  20,079    3,752      448   22,099   38,866   42,626   43,066    7,913    7,473

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -5,105)
     644   -1,562       98    2,649   -5,767    3,391   -7,231   -8,496    2,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7      7.4      0.9     43.7     76.9     84.3     85.2     15.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21        7        2       20       23       42       31
```

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Updated July 29, 2011