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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,533
COMMITMENTS
     120      848      102    3,603    3,354    3,825    4,304      708      229

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        111)
       0       -1      -11      139      117      127      104      -17        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     18.7      2.3     79.5     74.0     84.4     95.0     15.6      5.0

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 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       53,917
COMMITMENTS
   8,395    1,777   12,543   25,127   29,167   46,065   43,487    7,853   10,430

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      1,857)
     623       79      606      485      534    1,713    1,219      144      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      3.3     23.3     46.6     54.1     85.4     80.7     14.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      30        5       25       37       38       73       63
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,155
COMMITMENTS
   1,928       54       36    1,997    3,317    3,961    3,407      194      748

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:         64)
      -6       54       -2       75       31       67       83       -3      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.4      1.3      0.9     48.1     79.8     95.3     82.0      4.7     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        1        6       12       10       14
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      298,815
COMMITMENTS
  69,477   35,342   84,209  117,876  137,626  271,563  257,177   27,252   41,638

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     15,694)
   8,647     -376    4,614   -1,009    7,341   12,252   11,579    3,441    4,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3     11.8     28.2     39.4     46.1     90.9     86.1      9.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
     108       69      107       61       77      228      208
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      439,901
COMMITMENTS
 101,563   27,475  135,734  172,314  203,724  409,612  366,933   30,289   72,969

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      8,116)
   6,802   -6,284    5,890   -7,421    6,347    5,271    5,952    2,846    2,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      6.2     30.9     39.2     46.3     93.1     83.4      6.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     115       89      142      102      172      303      339
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,957
COMMITMENTS
   3,905    3,820      544    2,848    2,612    7,296    6,976    1,661    1,981

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:       -355)
      24     -679        1     -117      300      -92     -378     -263       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.6     42.7      6.1     31.8     29.2     81.5     77.9     18.5     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       32       13       11       17       41       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       48,036
COMMITMENTS
  16,123    3,082   11,763   12,034   10,123   39,920   24,968    8,116   23,068

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      3,605)
   1,203     -167    1,644     -138       84    2,709    1,560      897    2,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6      6.4     24.5     25.1     21.1     83.1     52.0     16.9     48.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      55       32       50       44       70      127      131
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      104,508
COMMITMENTS
  14,746        0      501   86,438  101,942  101,685  102,443    2,823    2,065

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      1,534)
     798        0        0     -414      587      384      588    1,150      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.0      0.5     82.7     97.5     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        0        3       16       16       24       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      120,524
COMMITMENTS
  39,262   24,132    2,768   27,511   74,730   69,542  101,630   50,981   18,893

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      3,356)
   8,617   -1,141     -648   -2,980    7,103    4,989    5,314   -1,633   -1,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.6     20.0      2.3     22.8     62.0     57.7     84.3     42.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      36        9        6       22       28       60       41
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,988
COMMITMENTS
  18,108   10,025      804    5,336   26,818   24,248   37,647   26,740   13,341

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        785)
   2,122     -492       14   -2,655      846     -519      368    1,305      418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.5     19.7      1.6     10.5     52.6     47.6     73.8     52.4     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        9        5       10       13       31       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      145,774
COMMITMENTS
 111,530   13,083      246   25,486  130,312  137,262  143,641    8,512    2,133

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     20,545)
  22,038    6,535        0   -1,479   14,300   20,559   20,835      -14     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.5      9.0      0.2     17.5     89.4     94.2     98.5      5.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      68       10        1       17       19       86       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      126,220
COMMITMENTS
  27,989   53,030    1,764   76,164   40,326  105,917   95,120   20,304   31,100

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        302)
    -747   -7,066   -1,636    7,406    4,541    5,023   -4,161   -4,722    4,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     42.0      1.4     60.3     31.9     83.9     75.4     16.1     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      19       35        9       26       24       50       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      123,722
COMMITMENTS
  52,716   24,165    3,014   34,562   61,654   90,292   88,834   33,430   34,888

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     21,009)
  18,109    3,831     -581   -4,989   15,885   12,538   19,134    8,470    1,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.6     19.5      2.4     27.9     49.8     73.0     71.8     27.0     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      33       36       12       25       23       66       63
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      224,784
COMMITMENTS
  60,766   49,158   25,561   80,552   95,155  166,879  169,874   57,904   54,909

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -12,853)
 -20,353   12,579   -2,709   13,495  -28,198   -9,568  -18,327   -3,285    5,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     21.9     11.4     35.8     42.3     74.2     75.6     25.8     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      44       57       47       47       52      114      133
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       37,878
COMMITMENTS
  33,831   10,228       72    2,532   27,307   36,435   37,607    1,443      271

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:       -290)
    -302      130        6       14     -375     -282     -239       -8      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    89.3     27.0      0.2      6.7     72.1     96.2     99.3      3.8      0.7

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 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       29,745
COMMITMENTS
  22,687    3,103        0    2,838   25,417   25,525   28,520    4,220    1,225

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:       -775)
      39     -559        0     -543     -270     -504     -829     -271       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.3     10.4      0.0      9.5     85.4     85.8     95.9     14.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      20        8        0        6        8       26       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   17,009,297
COMMITMENTS
 1175941  689,412  5944942  8865580  9235005 15986462 15869359  1022835  1139938

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    963,333)
  13,773  115,120  503,208  348,356  234,251  865,338  852,579   97,995  110,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      4.1     35.0     52.1     54.3     94.0     93.3      6.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      63       65      113      161      165      290      286
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      954,210
COMMITMENTS
  82,817   83,686   81,533  655,045  686,951  819,395  852,169  134,815  102,041

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     43,530)
  12,158  -10,442    6,924   11,948   44,185   31,030   40,668   12,500    2,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      8.8      8.5     68.6     72.0     85.9     89.3     14.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      600)
     122      135      123      234      247      423      438
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      370,781
COMMITMENTS
  24,001   25,953   37,391  228,396  261,689  289,789  325,033   80,993   45,748

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     18,104)
   1,425      -89    4,822    5,632   10,449   11,879   15,183    6,225    2,921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      7.0     10.1     61.6     70.6     78.2     87.7     21.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      23       26       39       70       60      114      104
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,917,146
COMMITMENTS
 349,580  344,163  165,209  2133245  2126307  2648034  2635680  269,112  281,466

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    127,134)
  45,020  -60,408   19,155   31,583  168,678   95,758  127,425   31,376     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     11.8      5.7     73.1     72.9     90.8     90.4      9.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      550)
     113      122      106      208      226      378      397
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      112,722
COMMITMENTS
  15,186    6,814        0   88,317  102,348  103,503  109,162    9,219    3,560

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      7,628)
   1,773      825        0    5,939    8,998    7,712    9,823      -84   -2,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      6.0      0.0     78.3     90.8     91.8     96.8      8.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13        6        0       56       39       69       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       90,336
COMMITMENTS
  23,335    5,512    4,826   51,662   73,682   79,823   84,020   10,513    6,316

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     29,662)
  10,026   -3,823    3,301   11,545   27,418   24,872   26,895    4,791    2,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      6.1      5.3     57.2     81.6     88.4     93.0     11.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      72       30       15       75       91      155      128
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       16,341
COMMITMENTS
   4,192      973        0    8,464   11,928   12,656   12,901    3,685    3,440

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7      6.0      0.0     51.8     73.0     77.4     78.9     22.6     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        0        9        8       11       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      369,974
COMMITMENTS
 116,373   43,353    3,475  215,988  308,769  335,836  355,597   34,138   14,377

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     66,604)
  49,826   -3,324   -4,152   15,403   77,448   61,078   69,972    5,526   -3,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     11.7      0.9     58.4     83.5     90.8     96.1      9.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      72       28       13       71       89      149      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      125,750
COMMITMENTS
  81,421   14,140    1,702    8,069   93,237   91,192  109,080   34,558   16,670

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     -4,538)
  -1,329   -6,502   -1,060      168    3,698   -2,222   -3,864   -2,316     -674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    64.7     11.2      1.4      6.4     74.1     72.5     86.7     27.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      30       15        9       15       24       50       43
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,770
COMMITMENTS
   8,238   12,308        0   19,911   16,009   28,149   28,317    7,621    7,453

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        429)
  -2,136      435       -1    1,506      441     -631      875    1,060     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     34.4      0.0     55.7     44.8     78.7     79.2     21.3     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      15       11        0       17       14       32       25
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,971
COMMITMENTS
  15,997    5,034      320   19,296   37,731   35,613   43,085   13,358    5,886

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      1,265)
     264    1,196     -109   -5,434   15,869   -5,279   16,956    6,544  -15,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7     10.3      0.7     39.4     77.0     72.7     88.0     27.3     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15        8        1       22       25       38       33
```

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Updated July 15, 2011