```
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   128,807
Positions
     8,114     73,304        781     12,561      6,454        242     44,559     25,616      3,752     10,416         21          0     48,382     18,637
 
Changes from:       July 19, 2011                                    Total Change is:     4,088
     2,032      9,985        545        895        -54         -9     -2,064     -5,785       -182      1,492       -966          0      1,379        554
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       56.9        0.6        9.8        5.0        0.2       34.6       19.9        2.9        8.1        0.0        0.0       37.6       14.5
 
Number of Traders in Each Category                                    Total Traders:        91
         5         18          .          6          4          .         31         12          5         14          .          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    53,513
Positions
     3,497     27,744        171      1,776      1,120        133     21,591     12,138          1        408          0          0     25,936     12,206
 
Changes from:       July 19, 2011                                    Total Change is:     1,380
      -640     -1,703         56        440          8          0      1,487      3,375        -46          0          0          0         83       -310
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       51.8        0.3        3.3        2.1        0.2       40.3       22.7        0.0        0.8        0.0        0.0       48.5       22.8
 
Number of Traders in Each Category                                    Total Traders:        50
         4         11          .          .          .          .         19         10          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    97,415
Positions
    27,585     10,555        693      5,104     30,093        882     36,243     28,345        866        600      4,351          0     25,442     21,630
 
Changes from:       July 19, 2011                                    Total Change is:      -876
   -13,282      6,334         13        174        324          7      5,575     -4,645        -60        -15       -500          0      6,712     -2,349
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       10.8        0.7        5.2       30.9        0.9       37.2       29.1        0.9        0.6        4.5        0.0       26.1       22.2
 
Number of Traders in Each Category                                    Total Traders:        86
        11          8          .          4         13          4         29         16          8          .          4          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   138,932
Positions
     6,571     75,717      1,034     29,900      7,848        427     64,448     18,397         87      1,743      3,946          0     34,722     31,476
 
Changes from:       July 19, 2011                                    Total Change is:     9,279
    -1,253      5,864        135      1,460       -467         68      7,915      1,878       -105        319       -395          0        740      2,301
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       54.5        0.7       21.5        5.6        0.3       46.4       13.2        0.1        1.3        2.8        0.0       25.0       22.7
 
Number of Traders in Each Category                                    Total Traders:       109
         7         18          5         10          7          .         35         21          5          .          8          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   183,690
Positions
    33,545     55,319      3,858     29,579     27,123      2,026     41,839     46,960      1,672     19,712      3,979        526     50,933     42,227
 
Changes from:       July 19, 2011                                    Total Change is:     3,376
   -10,140     14,634        491       -942        614         52      6,482     -5,925        309       -296     -2,753          0      7,420     -4,046
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       30.1        2.1       16.1       14.8        1.1       22.8       25.6        0.9       10.7        2.2        0.3       27.7       23.0
 
Number of Traders in Each Category                                    Total Traders:       162
        21         15          6         16         16         11         36         41         15         10          7          4
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   135,764
Positions
     5,548    101,685        325      3,046      6,842        323     88,695     10,804         53      1,735          1          0     36,039     15,731
 
Changes from:       July 19, 2011                                    Total Change is:     7,052
     2,304      6,476         56         31      1,479          0      1,557     -2,166         38        356          1          0      2,710      1,168
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       74.9        0.2        2.2        5.0        0.2       65.3        8.0        0.0        1.3        0.0        0.0       26.5       11.6
 
Number of Traders in Each Category                                    Total Traders:        75
         5         16          .          .          5          .         32          9          5          4          .          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   102,891
Positions
    42,944     62,855     25,679          0          0          0     31,663     13,939        358      1,645          0          0        602         60
 
Changes from:       July 19, 2011                                    Total Change is:       490
        96      2,179       -612          0          0          0      1,495       -472       -236          0          0          0       -253       -369
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       61.1       25.0        0.0        0.0        0.0       30.8       13.5        0.3        1.6        0.0        0.0        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        27
         8         12         13          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   137,823
Positions
     7,933     87,596        573     14,341      1,302          0    101,614     43,990        350      4,755      1,906          0      8,257      2,106
 
Changes from:       July 19, 2011                                    Total Change is:     2,560
      -806      1,440        133        383          0          0      2,948      1,502       -275         69        -23          0        108       -217
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       63.6        0.4       10.4        0.9        0.0       73.7       31.9        0.3        3.5        1.4        0.0        6.0        1.5
 
Number of Traders in Each Category                                    Total Traders:       114
         7         15          .          9          .          0         57         14          .          7          .          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,632
Positions
    12,000      7,852         66      2,319          0          0      4,203        328         17        575     12,149          0      1,452        220
 
Changes from:       July 19, 2011                                    Total Change is:     2,588
     1,755        776          0          0          0          0        926         49          0         20      1,750          0       -113         13
 
Percent of Open Interest Represented by Each Category of Trader
      58.2       38.1        0.3       11.2        0.0        0.0       20.4        1.6        0.1        2.8       58.9        0.0        7.0        1.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          0          0          8          .          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    32,793
Positions
     1,866     27,804          1        264        227          0     24,113      3,029        114      1,495          0          0      4,940      1,618
 
Changes from:       July 19, 2011                                    Total Change is:     1,721
      -217      1,721          0         -3         -5          0      1,530         43          0        320          0          0         91        -38
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       84.8        0.0        0.8        0.7        0.0       73.5        9.2        0.3        4.6        0.0        0.0       15.1        4.9
 
Number of Traders in Each Category                                    Total Traders:        44
         .         11          .          .          .          0         18          6          .          5          0          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    74,390
Positions
    20,808     46,065      6,680      3,769      3,233        488     25,285      6,197      4,850      3,483      1,276        731      8,297      4,871
 
Changes from:       July 19, 2011                                    Total Change is:    -1,721
       417     -2,240      2,563         -8        987       -127     -4,787     -2,518        252        157       -179          0       -188       -460
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       61.9        9.0        5.1        4.3        0.7       34.0        8.3        6.5        4.7        1.7        1.0       11.2        6.5
 
Number of Traders in Each Category                                    Total Traders:        95
        19         14          8          7          5          .         29         10          9          4          4          .
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    17,771
Positions
     9,758     15,190          0        686        258          0      4,761        257         31        731        499          0      1,804      1,536
 
Changes from:       July 19, 2011                                    Total Change is:     2,052
     1,999      1,999          0          0         15          0         52         -2          0          0          0          0          1         40
 
Percent of Open Interest Represented by Each Category of Trader
      54.9       85.5        0.0        3.9        1.5        0.0       26.8        1.4        0.2        4.1        2.8        0.0       10.2        8.6
 
Number of Traders in Each Category                                    Total Traders:        22
         7          6          0          .          .          0          4          .          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   113,238
Positions
    34,934     74,584        526      6,166      5,950        976     50,252     21,085        432      6,966      3,016          0     12,986      6,669
 
Changes from:       July 19, 2011                                    Total Change is:    -7,546
     1,961     -3,352          1        -16      1,943       -254     -9,530     -4,884        356        314       -357          0       -378       -999
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       65.9        0.5        5.4        5.3        0.9       44.4       18.6        0.4        6.2        2.7        0.0       11.5        5.9
 
Number of Traders in Each Category                                    Total Traders:        91
        19         13          4          6          4          .         28         14          5          4          .          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   802,406
Positions
    53,932    214,136     29,125    383,287    125,080     61,249     79,675    158,374     35,876     22,666     77,512      9,888    126,707     91,166
 
Changes from:       July 19, 2011                                    Total Change is:    10,041
     6,440      5,664     -2,085     -3,259     -7,569      3,270     -1,104      5,187      2,330        577        879       -248      4,120      2,613
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       26.7        3.6       47.8       15.6        7.6        9.9       19.7        4.5        2.8        9.7        1.2       15.8       11.4
 
Number of Traders in Each Category                                    Total Traders:       532
        32         53         25        108         58         62         95        121         70         29         34          7
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   286,111
Positions
    24,534    118,916      2,899    117,229     39,631     13,776     30,269     32,801      1,589      4,973     33,343      7,748     83,094     35,408
 
Changes from:       July 19, 2011                                    Total Change is:    13,591
     3,729      5,994         -3     -3,192      3,443      3,346      3,468        125       -117        127        -51          0      6,233        854
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       41.6        1.0       41.0       13.9        4.8       10.6       11.5        0.6        1.7       11.7        2.7       29.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       120
        10         18          7         29         13         12         15         26          8          5          4          .
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,581,474
Positions
   219,516    548,628     58,602  1,339,680    436,633    227,977    371,928    752,763     46,537     88,466    220,844     10,701    218,067    278,789
 
Changes from:       July 19, 2011                                    Total Change is:   -17,748
    12,819     -2,387     -9,670     -2,440    -57,164      1,724    -10,481     37,686       -143      2,250      4,652     -1,241    -10,566      8,795
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       21.3        2.3       51.9       16.9        8.8       14.4       29.2        1.8        3.4        8.6        0.4        8.4       10.8
 
Number of Traders in Each Category                                    Total Traders:       498
        32         47         15         92         53         57         99        115         53         26         33          6
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   109,699
Positions
    12,964     43,318         66     58,965     38,925      2,577     23,003     15,617        259      2,641      3,695          0      9,224      5,242
 
Changes from:       July 19, 2011                                    Total Change is:      -294
       541        719          0       -653       -676       -305       -593       -426        248        205          0          0        263        146
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       39.5        0.1       53.8       35.5        2.3       21.0       14.2        0.2        2.4        3.4        0.0        8.4        4.8
 
Number of Traders in Each Category                                    Total Traders:        94
        11         10          .         32         12         10         12         12          .          4          .          0
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    90,825
Positions
    17,249     44,047      5,304     14,350      6,189      1,511     31,373     14,270      9,438      2,264      5,123        278      9,058      4,665
 
Changes from:       July 19, 2011                                    Total Change is:      -455
       468       -273      1,015        979     -1,230        -23     -3,435       -218        488        260       -668        180       -387        274
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       48.5        5.8       15.8        6.8        1.7       34.5       15.7       10.4        2.5        5.6        0.3       10.0        5.1
 
Number of Traders in Each Category                                    Total Traders:       232
        24         31          8         27         18         11         71         40         17         13          8          .
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Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    17,957
Positions
     5,368     13,541          2        334          0          0      8,149        712          0          0      2,251          0      4,104      1,451
 
Changes from:       July 19, 2011                                    Total Change is:      -557
        -1        -75          2          0          0          0        -74        246          0          0       -245          0       -484       -485
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       75.4        0.0        1.9        0.0        0.0       45.4        4.0        0.0        0.0       12.5        0.0       22.9        8.1
 
Number of Traders in Each Category                                    Total Traders:        21
         5          7          .          .          0          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   364,339
Positions
    78,940    172,066      6,974     70,078     30,945      7,557    160,413    112,080      2,897     11,319     14,360      1,392     24,769     16,068
 
Changes from:       July 19, 2011                                    Total Change is:       512
     2,357       -974      5,052      4,897     -6,151       -116    -15,861     -1,375      1,493      1,302     -2,114        901        487      3,796
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       47.2        1.9       19.2        8.5        2.1       44.0       30.8        0.8        3.1        3.9        0.4        6.8        4.4
 
Number of Traders in Each Category                                    Total Traders:       230
        24         30          4         27         18         11         72         39         12         13          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   404,202
Positions
   171,730     46,290      9,153    110,074    153,058     32,011     54,412    121,802      6,106      3,207     21,743          0     17,509     14,039
 
Changes from:       July 19, 2011                                    Total Change is:    -5,816
     1,288     -1,189       -955     -1,314     -1,315        186     -5,287     -3,390      2,450        821      1,170        -30     -2,975     -2,743
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       11.5        2.3       27.2       37.9        7.9       13.5       30.1        1.5        0.8        5.4        0.0        4.3        3.5
 
Number of Traders in Each Category                                    Total Traders:       258
        19         16          .         48         47         30         45         61         14          5         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    37,496
Positions
     9,910      8,705          0     12,454          0          0      6,510     15,514          1      1,364      4,209          0      7,257      9,067
 
Changes from:       July 19, 2011                                    Total Change is:        64
       792        505        -15      1,963          0     -1,862        342        999          1        470        144          0     -1,627        292
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       23.2        0.0       33.2        0.0        0.0       17.4       41.4        0.0        3.6       11.2        0.0       19.4       24.2
 
Number of Traders in Each Category                                    Total Traders:        59
        11          6          0         10          0          0          9         16          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    50,539
Positions
    12,566     31,906      2,235      6,666      4,176        569     19,619      1,702        108        863      2,370          0      7,913      7,473
 
Changes from:       July 19, 2011                                    Total Change is:    -5,105
     2,025     -5,228        635        182       -263          0        441     -2,241        108          0       -242          0     -8,496      2,126
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       63.1        4.4       13.2        8.3        1.1       38.8        3.4        0.2        1.7        4.7        0.0       15.7       14.8
 
Number of Traders in Each Category                                    Total Traders:        66
        11         18          4          6          .          .         19          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    32,483
Positions
       641      5,216        493     19,064     14,710      4,705      3,576      6,268          4        683          0          0      3,317      1,087
 
Changes from:       July 19, 2011                                    Total Change is:    -1,192
        67        -53          0       -308     -1,062       -108       -445       -203          0        268          0          0       -666        234
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       16.1        1.5       58.7       45.3       14.5       11.0       19.3        0.0        2.1        0.0        0.0       10.2        3.3
 
Number of Traders in Each Category                                    Total Traders:        47
         .          .          .         16         16         10          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    48,211
Positions
     8,950     16,728      1,253     19,377      5,142      1,539      8,212     18,771        461      1,945        667        172      6,302      3,478
 
Changes from:       July 19, 2011                                    Total Change is:       691
        54      1,042        -45        918        144       -283        214        740        -17        211         21        -41       -320       -870
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       34.7        2.6       40.2       10.7        3.2       17.0       38.9        1.0        4.0        1.4        0.4       13.1        7.2
 
Number of Traders in Each Category                                    Total Traders:        63
         8          7          .         16          7          5         10          9          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   636,836
Positions
    16,557    102,871        544    311,223    122,962     71,512     62,387    122,490      7,856     11,646     85,405        110    155,001    123,086
 
Changes from:       July 19, 2011                                    Total Change is:    -8,560
     2,399     -6,337       -403     -2,790     -1,852     -4,830    -13,245     11,296      2,859       -660     -2,609        110      8,000     -6,794
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       16.2        0.1       48.9       19.3       11.2        9.8       19.2        1.2        1.8       13.4        0.0       24.3       19.3
 
Number of Traders in Each Category                                    Total Traders:       162
         7         24          5         40         22         37         21         34         12          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   378,104
Positions
     9,188    153,825          0    270,780     11,946     28,313     11,480    137,052         30      1,500      5,669          0     56,813     41,269
 
Changes from:       July 19, 2011                                    Total Change is:     6,321
     2,294      4,174          0      8,480        478       -551          0     -3,601          0          0      3,193          0     -3,902      2,628
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       40.7        0.0       71.6        3.2        7.5        3.0       36.2        0.0        0.4        1.5        0.0       15.0       10.9
 
Number of Traders in Each Category                                    Total Traders:        76
         .         10          0         35          5         15          .         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,032,458
Positions
    83,614    142,704      5,253    318,980    368,506     94,577    331,045    136,152     41,351     54,135     98,964      1,946    101,557    143,005
 
Changes from:       July 19, 2011                                    Total Change is:     9,653
    -9,170     16,109      4,299      3,346     -7,263     -1,127     -8,102      3,690      7,758     21,749     -2,648     -4,412     -4,688     -6,753
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       13.8        0.5       30.9       35.7        9.2       32.1       13.2        4.0        5.2        9.6        0.2        9.8       13.9
 
Number of Traders in Each Category                                    Total Traders:       274
        16         41          7         27         65         41         49         40         19          8         28          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,900,615
Positions
   162,939    267,829     35,153    708,950    541,318    204,937    394,702    374,872     33,280     50,820     98,764     10,134    299,700    334,328
 
Changes from:       July 19, 2011                                    Total Change is:   -15,048
       522     30,385      2,910    -12,115     31,766     -6,367      7,485    -93,285      6,405    -22,161       -170      3,865      4,408      9,443
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       14.1        1.8       37.3       28.5       10.8       20.8       19.7        1.8        2.7        5.2        0.5       15.8       17.6
 
Number of Traders in Each Category                                    Total Traders:       274
        24         39         17         35         59         51         45         46         35         10         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,520,431
Positions
   144,010    135,252      6,656    342,213    676,146    134,630    487,307    163,570     35,640    146,211     85,963      6,375    217,389    276,199
 
Changes from:       July 19, 2011                                    Total Change is:   -44,419
   -18,473     -7,301        -95     38,524     11,077     14,441    -17,126    -62,540    -11,359    -42,935     -1,308          0     -7,396     12,666
 
Percent of Open Interest Represented by Each Category of Trader
       9.5        8.9        0.4       22.5       44.5        8.9       32.1       10.8        2.3        9.6        5.7        0.4       14.3       18.2
 
Number of Traders in Each Category                                    Total Traders:       209
        14         27          6         22         49         37         36         40         26          4         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   864,924
Positions
   266,986    245,002    303,419      5,340     11,417     12,087     78,450     81,108    131,171      1,821     12,377     17,293     48,357     51,050
 
Changes from:       July 19, 2011                                    Total Change is:    41,289
    37,911     25,063      4,695      1,172       -900       -331     -5,464     14,390       -115          0     -1,542        865      2,556       -836
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       28.3       35.1        0.6        1.3        1.4        9.1        9.4       15.2        0.2        1.4        2.0        5.6        5.9
 
Number of Traders in Each Category                                    Total Traders:       141
        23         39         51          5          7          6         19         29         32          .          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,110,078
Positions
   900,721  3,759,328  1,796,997  3,469,794    473,255    130,287  1,356,783    971,966  1,398,074     56,762    473,582    121,191    879,469    985,398
 
Changes from:       July 19, 2011                                    Total Change is:    84,579
   -16,338     44,199    -53,085     22,034     37,876     -8,346    131,620     65,817     52,305      7,908    -12,512     -6,547    -44,972    -35,128
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       37.2       17.8       34.3        4.7        1.3       13.4        9.6       13.8        0.6        4.7        1.2        8.7        9.7
 
Number of Traders in Each Category                                    Total Traders:       276
        27         64         83         16         16         19         50         64         86         10         15         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,655
Positions
     6,778      5,646          0      1,546        855         10      1,432      6,504         17      3,528        567          0        344         56
 
Changes from:       July 19, 2011                                    Total Change is:      -525
       298       -532          0       -105          0         -2       -720         -6          0          0         15          0          4          0
 
Percent of Open Interest Represented by Each Category of Trader
      49.6       41.3        0.0       11.3        6.3        0.1       10.5       47.6        0.1       25.8        4.2        0.0        2.5        0.4
 
Number of Traders in Each Category                                    Total Traders:        32
         4          .          0          .          4          .          7          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    24,661
Positions
    17,557     10,086          0      1,234      2,244        121      5,409      6,671         21         40      5,453          0        279         65
 
Changes from:       July 19, 2011                                    Total Change is:       216
        69        529          0          0        -90          0        121       -241         18          0          7          0          8         -7
 
Percent of Open Interest Represented by Each Category of Trader
      71.2       40.9        0.0        5.0        9.1        0.5       21.9       27.1        0.1        0.2       22.1        0.0        1.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        35
         6          5          0          .          5          .          8          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    60,863
Positions
    14,260     15,580        479        407        288      1,201     33,885     35,074        921      2,367      2,387          0      7,343      4,933
 
Changes from:       July 19, 2011                                    Total Change is:    14,258
     2,198     -3,427        251       -629        232        317     12,188     14,121        -69       -288        985          0        290      1,848
 
Percent of Open Interest Represented by Each Category of Trader
      23.4       25.6        0.8        0.7        0.5        2.0       55.7       57.6        1.5        3.9        3.9        0.0       12.1        8.1
 
Number of Traders in Each Category                                    Total Traders:       103
         5          6          .          .          .          .         22         34          4         20          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   220,533
Positions
    57,021     53,996     42,990      6,621      1,360      6,365      8,029     24,151     32,756      9,486      2,687     25,030     32,235     31,198
 
Changes from:       July 19, 2011                                    Total Change is:    -6,979
    -6,321     -6,994      3,466       -639       -262      1,189     -2,606     -4,586     -1,327       -673     -1,619        323       -391      2,831
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       24.5       19.5        3.0        0.6        2.9        3.6       11.0       14.9        4.3        1.2       11.3       14.6       14.1
 
Number of Traders in Each Category                                    Total Traders:       122
        11         12         17          7          .          6         21         26         31         14          4         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,286
Positions
        84      4,288          0      2,408        363          0      1,923      1,013        486        640          0          0        745        136
 
Changes from:       July 19, 2011                                    Total Change is:      -481
        -7       -470          0         22          0          0       -517          0          0          0          0          0         21        -11
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       68.2        0.0       38.3        5.8        0.0       30.6       16.1        7.7       10.2        0.0        0.0       11.9        2.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          0          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 29, 2011