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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY 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:        3,899
COMMITMENTS
     168      843        4    3,042    2,837    3,214    3,684      685      215

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:        189)
      -4       -1        3      193      176      192      178       -3       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     21.6      0.1     78.0     72.8     82.4     94.5     17.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        2       10       11       13       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY 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:       33,944
COMMITMENTS
   7,187    6,135      819   20,165   22,626   28,171   29,580    5,773    4,364

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      1,189)
     445      244      110      522      352    1,077      706      112      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     18.1      2.4     59.4     66.7     83.0     87.1     17.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      23       12       15       31       30       60       52
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY 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:        3,723
COMMITMENTS
   1,926       84        2    1,631    3,113    3,559    3,199      164      524

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:         59)
      -7       52        0       69       26       62       78       -3      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7      2.3      0.1     43.8     83.6     95.6     85.9      4.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1        5       11        9       13
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY 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:      244,685
COMMITMENTS
  69,987   56,025   40,802  108,086  111,268  218,875  208,095   25,810   36,590

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     11,423)
   9,556     -824    1,092   -2,953    7,231    7,695    7,499    3,728    3,924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     22.9     16.7     44.2     45.5     89.5     85.0     10.5     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      270)
     103       65       89       52       75      205      195
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY 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:      327,644
COMMITMENTS
  92,644   52,002   49,713  158,525  163,697  300,882  265,412   26,762   62,232

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      1,955)
   6,901   -5,123      643   -8,163    4,675     -619      195    2,574    1,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     15.9     15.2     48.4     50.0     91.8     81.0      8.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     102       90      119       80      163      265      315
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY 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:        8,835
COMMITMENTS
   3,925    3,897      440    2,847    2,579    7,212    6,916    1,623    1,919

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:       -379)
      22     -657      -18     -117      297     -113     -378     -266       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.4     44.1      5.0     32.2     29.2     81.6     78.3     18.4     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      21       32       10       10       17       39       52
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY 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:       41,567
COMMITMENTS
  16,187    5,987    6,102   11,810    8,895   34,099   20,984    7,468   20,583

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      3,082)
   1,479      223      801     -106      148    2,174    1,172      908    1,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     14.4     14.7     28.4     21.4     82.0     50.5     18.0     49.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      51       34       44       33       66      110      126
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY 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:      103,573
COMMITMENTS
  14,751        0      496   85,503  101,012  100,750  101,508    2,823    2,065

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      1,405)
     798        0        0     -543      459      255      459    1,150      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      0.0      0.5     82.6     97.5     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        0        2       16       15       24       17
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY 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:      111,624
COMMITMENTS
  39,535   24,201        0   24,080   70,701   63,615   94,902   48,009   16,722

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      5,657)
   8,189     -324       -1   -1,393    7,112    6,795    6,787   -1,138   -1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     21.7      0.0     21.6     63.3     57.0     85.0     43.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      36        8        0       18       26       54       34
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY 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:       48,630
COMMITMENTS
  18,139   10,058       57    4,355   26,299   22,551   36,414   26,079   12,216

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      1,064)
   2,156     -634       54   -2,757    1,110     -547      530    1,611      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     20.7      0.1      9.0     54.1     46.4     74.9     53.6     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        9        2        9       12       28       22
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      121,134
COMMITMENTS
  27,687   52,488      502   73,993   38,256  102,182   91,246   18,952   29,888

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      2,775)
    -947   -7,815      -12    7,989    6,068    7,030   -1,759   -4,255    4,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     43.3      0.4     61.1     31.6     84.4     75.3     15.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      21       31        5       25       21       48       55
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY 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:      115,846
COMMITMENTS
  52,277   23,989      105   31,775   59,654   84,157   83,748   31,689   32,098

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     20,945)
  17,682    3,721       71   -5,226   16,295   12,527   20,087    8,418      858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.1     20.7      0.1     27.4     51.5     72.6     72.3     27.4     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      31       32        3       20       22       53       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY 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:      185,541
COMMITMENTS
  61,392   48,976      657   70,726   86,428  132,775  136,061   52,766   49,480

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     -8,788)
 -20,468   10,310     -296   16,241  -24,688   -4,523  -14,674   -4,265    5,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1     26.4      0.4     38.1     46.6     71.6     73.3     28.4     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      37       50       12       41       50       85      105
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:   10,107,489
COMMITMENTS
 1194320  1071605  1227349  6750598  6787812  9172267  9086766  935,222  1020723

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    393,902)
  29,519  172,746   33,713  245,800   91,247  309,032  297,706   84,870   96,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     10.6     12.1     66.8     67.2     90.7     89.9      9.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      50       59       85      134      151      240      249
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY 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:      795,442
COMMITMENTS
  83,477   84,875   21,664  567,091  599,796  672,232  706,335  123,210   89,108

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     27,449)
  11,371  -10,780      379    5,696   34,418   17,446   24,017   10,003    3,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     10.7      2.7     71.3     75.4     84.5     88.8     15.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      558)
     104      116       49      215      232      349      367
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY 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:      275,156
COMMITMENTS
  22,461   27,514    1,019  177,137  207,996  200,617  236,529   74,539   38,627

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      6,001)
     218     -237     -461      893    3,395      650    2,697    5,351    3,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     10.0      0.4     64.4     75.6     72.9     86.0     27.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      18       17        6       57       47       76       69
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY 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:    2,601,431
COMMITMENTS
 361,033  342,757   47,272  1949769  1958999  2358074  2349028  243,357  252,403

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    107,241)
  51,120  -57,356    8,844   24,016  155,113   83,980  106,601   23,261      640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9     13.2      1.8     74.9     75.3     90.6     90.3      9.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      524)
     101      110       38      189      214      312      340
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY 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:      112,707
COMMITMENTS
  15,186    6,814        0   88,309  102,341  103,495  109,155    9,212    3,552

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      7,628)
   1,773      825        0    5,940    8,995    7,713    9,820      -85   -2,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      6.0      0.0     78.4     90.8     91.8     96.8      8.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13        6        0       55       39       68       45
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY 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:       87,588
COMMITMENTS
  23,298    5,670    4,389   49,540   71,438   77,226   81,496   10,362    6,092

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     29,058)
  10,024   -3,840    3,277   11,026   26,874   24,327   26,311    4,731    2,747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6      6.5      5.0     56.6     81.6     88.2     93.0     11.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      69       29        8       67       89      139      123
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
FUTURES ONLY 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:       16,335
COMMITMENTS
   4,192      973        0    8,464   11,928   12,656   12,901    3,679    3,434

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7      6.0      0.0     51.8     73.0     77.5     79.0     22.5     21.0

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
FUTURES ONLY 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:      356,267
COMMITMENTS
 116,186   44,139    1,287  205,379  297,551  322,852  342,977   33,415   13,290

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     63,614)
  49,817   -3,409   -4,270   12,809   74,729   58,356   67,050    5,258   -3,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     12.4      0.4     57.6     83.5     90.6     96.3      9.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      69       27        6       63       87      133      119
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY 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:      120,703
COMMITMENTS
  81,258   13,635       60    5,758   91,748   87,076  105,443   33,627   15,260

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:       -923)
    -821   -5,108       60    1,542    4,185      781     -863   -1,704      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     11.3      0.0      4.8     76.0     72.1     87.4     27.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      28       12        2       11       23       40       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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