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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is    85,121
Positions
     3,978     51,381        743      8,916      8,224        226     27,201      6,961        998      5,795        292         98     37,166     16,198
 
Changes from:       July 20, 2010                                    Total Change is:     1,804
    -1,229      7,251        -86        284         28         -2      6,539     -6,226          5     -2,731        145         84     -1,060        605
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       60.4        0.9       10.5        9.7        0.3       32.0        8.2        1.2        6.8        0.3        0.1       43.7       19.0
 
Number of Traders in Each Category                                    Total Traders:        64
         4         11          4          .          4          .         21         11          6          9          .          .
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    55,722
Positions
    15,717     37,255        528      1,879        438        407     20,681      7,957         34        634        435          0     15,842      8,668
 
Changes from:       July 20, 2010                                    Total Change is:       804
     1,883     -2,978         -1         -1        -64         65     -2,878      3,526         13        634        435          0      1,089       -192
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       66.9        0.9        3.4        0.8        0.7       37.1       14.3        0.1        1.1        0.8        0.0       28.4       15.6
 
Number of Traders in Each Category                                    Total Traders:        41
         5          9          .          .          .          .         16          6          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   122,570
Positions
    71,801     48,137        797     16,725     13,548        572     15,346     15,478        538        500     17,058          0     16,291     26,442
 
Changes from:       July 20, 2010                                    Total Change is:    -2,334
    -4,210      8,056       -767      1,455       -997          1        417    -11,810        -97          0       -808          0        867      4,088
 
Percent of Open Interest Represented by Each Category of Trader
      58.6       39.3        0.7       13.6       11.1        0.5       12.5       12.6        0.4        0.4       13.9        0.0       13.3       21.6
 
Number of Traders in Each Category                                    Total Traders:        81
         8         13          .          5         11          .         20         17          7          .          6          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   124,595
Positions
     7,079     71,422      2,845     35,593      8,845      1,304     47,766     10,100        132      1,858      2,607          0     28,018     27,340
 
Changes from:       July 20, 2010                                    Total Change is:    -3,063
       646    -12,207      1,150       -691       -514        -58     -2,859      5,344        -12        452     -1,145          0     -1,691      4,379
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       57.3        2.3       28.6        7.1        1.0       38.3        8.1        0.1        1.5        2.1        0.0       22.5       21.9
 
Number of Traders in Each Category                                    Total Traders:        97
         6         19          .         11          9          .         29         16          5          .          5          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   232,193
Positions
   110,445     70,501      4,006     19,448     21,677      3,294     34,118     67,984      1,491     15,832     11,761        287     43,272     51,192
 
Changes from:       July 20, 2010                                    Total Change is:     2,075
    -1,827      5,733         73     -1,129     -1,430       -116      3,820     -3,065       -198        422        931         -1      1,031        148
 
Percent of Open Interest Represented by Each Category of Trader
      47.6       30.4        1.7        8.4        9.3        1.4       14.7       29.3        0.6        6.8        5.1        0.1       18.6       22.0
 
Number of Traders in Each Category                                    Total Traders:       152
        22         12          6         13         16          7         35         38         24          8          8          .
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    89,389
Positions
     8,684     60,618      2,072      4,660      5,024        374     46,343      2,844         57      2,147      2,790          0     25,052     15,610
 
Changes from:       July 20, 2010                                    Total Change is:     9,087
      -383     13,826       -146      1,998       -435       -318      8,300     -3,263         46     -2,403        562          0      1,993     -1,185
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       67.8        2.3        5.2        5.6        0.4       51.8        3.2        0.1        2.4        3.1        0.0       28.0       17.5
 
Number of Traders in Each Category                                    Total Traders:        63
         5         13          5          .          5          .         24          8          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    32,110
Positions
     4,161     20,926      7,342          0          0          0      7,484        355      2,766      4,480         20        602      5,275         99
 
Changes from:       July 20, 2010                                    Total Change is:     1,569
        97      1,461        149          0          0          0        947         58       -105        445          0          0         36          6
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       65.2       22.9        0.0        0.0        0.0       23.3        1.1        8.6       14.0        0.1        1.9       16.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         6          6          5          0          0          0          5          .          .          .          .          .
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    80,209
Positions
     8,264     64,215        275     17,186        245        281     47,227     10,423          7        999      2,987          0      5,970      1,776
 
Changes from:       July 20, 2010                                    Total Change is:     8,137
        63      6,101       -128       -585          0          0      7,711      1,587          0       -186        336          0      1,262        241
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       80.1        0.3       21.4        0.3        0.4       58.9       13.0        0.0        1.2        3.7        0.0        7.4        2.2
 
Number of Traders in Each Category                                    Total Traders:        82
         7         15          .          7          .          .         27         17          .          .          5          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    22,919
Positions
     2,211     15,400         75        867        100          0     16,253      5,486          0        399        700          0      3,114      1,158
 
Changes from:       July 20, 2010                                    Total Change is:     4,288
       -40      5,114          0       -108          0          0      5,006       -878          0     -1,087         88          0        517        -36
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       67.2        0.3        3.8        0.4        0.0       70.9       23.9        0.0        1.7        3.1        0.0       13.6        5.1
 
Number of Traders in Each Category                                    Total Traders:        39
         .         11          .          .          .          0         12          7          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    43,524
Positions
    23,865     16,354        208      2,720      5,048        842      8,714     11,017        570        110      1,142          0      6,496      8,345
 
Changes from:       July 20, 2010                                    Total Change is:     2,279
      -426      1,155       -310        -67        472         -2      1,850        573        -15          0        -55          0      1,247        461
 
Percent of Open Interest Represented by Each Category of Trader
      54.8       37.6        0.5        6.2       11.6        1.9       20.0       25.3        1.3        0.3        2.6        0.0       14.9       19.2
 
Number of Traders in Each Category                                    Total Traders:        82
        15         18          .          5          5          .         24         12          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    87,047
Positions
    47,729     32,707        415      5,440     10,095      1,684     17,428     22,034      1,139        220      2,284          0     12,992     16,689
 
Changes from:       July 20, 2010                                    Total Change is:     4,558
      -851      2,309       -619       -133        944         -4      3,700      1,146        -29          0       -110          0      2,494        921
 
Percent of Open Interest Represented by Each Category of Trader
      54.8       37.6        0.5        6.2       11.6        1.9       20.0       25.3        1.3        0.3        2.6        0.0       14.9       19.2
 
Number of Traders in Each Category                                    Total Traders:        82
        15         18          .          5          5          .         24         12          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   868,087
Positions
    64,249    221,794     46,345    436,528    160,962     55,894     74,295    198,835     35,228     14,351     25,817        264    140,933    122,949
 
Changes from:       July 20, 2010                                    Total Change is:    -2,803
    -5,076      8,261      7,659     -3,269     -2,924        725      3,218     -8,832     -4,570     -1,429       -222       -144         83     -2,756
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       25.5        5.3       50.3       18.5        6.4        8.6       22.9        4.1        1.7        3.0        0.0       16.2       14.2
 
Number of Traders in Each Category                                    Total Traders:       506
        29         52         18        113         66         62         79        131         62         16         19          5
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   311,996
Positions
    28,179    116,998      8,005    161,235     41,762      7,785     24,663     51,231      1,507      7,348     11,746          0     73,274     72,962
 
Changes from:       July 20, 2010                                    Total Change is:     4,033
    -3,480      8,330      3,663        707        -53       -226      3,455     -8,893       -114        174       -412        -20       -126      1,758
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       37.5        2.6       51.7       13.4        2.5        7.9       16.4        0.5        2.4        3.8        0.0       23.5       23.4
 
Number of Traders in Each Category                                    Total Traders:       129
        10         22          6         35         15         17         13         28          9          .          4          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,780,454
Positions
   225,442    569,071    146,606  1,385,586    605,119    231,428    372,016    861,874     44,751     35,013     70,353      1,319    338,293    249,933
 
Changes from:       July 20, 2010                                    Total Change is:   -34,179
    17,490     25,124     -5,490    -19,540    -14,013      4,416    -30,700    -29,210      7,234     -8,016        948       -618      1,045    -22,570
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       20.5        5.3       49.8       21.8        8.3       13.4       31.0        1.6        1.3        2.5        0.0       12.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       466
        28         49         10         93         59         52         80        125         47         14         18          5
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    88,815
Positions
     3,991     18,353      3,367     55,664     44,200      3,550     12,087     15,016        163        202          0          0      9,791      4,166
 
Changes from:       July 20, 2010                                    Total Change is:     4,369
      -209      8,643         95      2,602     -3,917         89      2,773        -93       -406       -133          0          0       -442        -42
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       20.7        3.8       62.7       49.8        4.0       13.6       16.9        0.2        0.2        0.0        0.0       11.0        4.7
 
Number of Traders in Each Category                                    Total Traders:        87
         .         10          .         37         12         10         15         10          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    78,205
Positions
    25,053     18,901      4,668     18,009     20,737      3,228     14,431     15,302      2,098      1,038      7,031          0      9,680      6,240
 
Changes from:       July 20, 2010                                    Total Change is:     1,393
    -1,522      2,000      1,409      1,306       -403       -208      1,054       -137       -302        -20        543          0       -322     -1,509
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       24.2        6.0       23.0       26.5        4.1       18.5       19.6        2.7        1.3        9.0        0.0       12.4        8.0
 
Number of Traders in Each Category                                    Total Traders:       213
        21         24          9         34         22         12         48         44         15         12          8          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,419
Positions
     4,916      7,907        246      1,390        485        188      1,108        881          0          0      2,497          0      5,571      1,215
 
Changes from:       July 20, 2010                                    Total Change is:      -388
      -946        283        245        373          0        188        247       -947          0          0          0          0       -495       -157
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       58.9        1.8       10.4        3.6        1.4        8.3        6.6        0.0        0.0       18.6        0.0       41.5        9.1
 
Number of Traders in Each Category                                    Total Traders:        24
         7          7          .          4          .          .          .          .          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   323,932
Positions
   119,963     74,250      2,831     83,094    101,260     15,201     73,387     78,876      3,719      5,190     22,671          0     20,547     25,124
 
Changes from:       July 20, 2010                                    Total Change is:     8,906
     3,444     14,909       -507      4,663     -2,015     -1,978      2,679      2,695       -157       -102      2,717          0        864     -6,758
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       22.9        0.9       25.7       31.3        4.7       22.7       24.3        1.1        1.6        7.0        0.0        6.3        7.8
 
Number of Traders in Each Category                                    Total Traders:       210
        20         24          .         33         21         12         48         44         12         12          8          0
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Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   413,832
Positions
   187,961     52,775      8,127    143,530    147,515     18,429     32,977    148,320      8,536      1,292      9,625        519     12,461     19,986
 
Changes from:       July 20, 2010                                    Total Change is:     7,559
     4,496     10,019     -5,110      5,034    -12,330       -543       -260      7,261      4,861        -20      1,953        -74       -825      1,522
 
Percent of Open Interest Represented by Each Category of Trader
      45.4       12.8        2.0       34.7       35.6        4.5        8.0       35.8        2.1        0.3        2.3        0.1        3.0        4.8
 
Number of Traders in Each Category                                    Total Traders:       236
        17         18          6         49         42         22         25         75         14          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    30,599
Positions
     8,377      8,090        244      9,853      1,148        183      3,450      4,191          0        614      1,483          0      7,878     15,260
 
Changes from:       July 20, 2010                                    Total Change is:       956
     1,157        701       -308        279        165        -26       -823       -284          0        414          0          0        263        708
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       26.4        0.8       32.2        3.8        0.6       11.3       13.7        0.0        2.0        4.8        0.0       25.7       49.9
 
Number of Traders in Each Category                                    Total Traders:        47
        12          8          .          8          .          .          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    48,003
Positions
    28,125     13,786      2,223      6,618      2,590        435      2,334      8,160        978          0        575          0      7,290     19,256
 
Changes from:       July 20, 2010                                    Total Change is:     2,477
       794        481        335       -110     -1,737        -37        639     -1,556        142          0        145          0        714      4,704
 
Percent of Open Interest Represented by Each Category of Trader
      58.6       28.7        4.6       13.8        5.4        0.9        4.9       17.0        2.0        0.0        1.2        0.0       15.2       40.1
 
Number of Traders in Each Category                                    Total Traders:        57
        11         12          4          9          .          .          4         16          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    33,528
Positions
         0      1,030          0     25,578     23,939      3,436      1,452      2,151          0          0        265          0      3,062      2,707
 
Changes from:       July 20, 2010                                    Total Change is:    -2,416
      -254        392          0          7     -3,761        111     -1,890       -168          0          0        265          0       -390        745
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        3.1        0.0       76.3       71.4       10.2        4.3        6.4        0.0        0.0        0.8        0.0        9.1        8.1
 
Number of Traders in Each Category                                    Total Traders:        39
         0          .          0         16         14          9          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    27,227
Positions
     1,483      9,303          0     14,187      2,780      1,024      3,537     12,116         24      1,966        204          0      5,006      1,776
 
Changes from:       July 20, 2010                                    Total Change is:       517
       187         52          0        252        375         72        320        338         24         45          0          0       -383       -344
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       34.2        0.0       52.1       10.2        3.8       13.0       44.5        0.1        7.2        0.7        0.0       18.4        6.5
 
Number of Traders in Each Category                                    Total Traders:        42
         .          6          0         13          5          5          6          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   691,590
Positions
    23,611    151,869      3,179    367,419    153,836     53,118     56,050    152,170     11,871     27,944     43,111          1    148,397    122,435
 
Changes from:       July 20, 2010                                    Total Change is:     9,073
       161     -7,056       -859      2,111      7,978     -1,033      5,234     19,271        709        375     -2,369          1      2,374     -7,569
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       22.0        0.5       53.1       22.2        7.7        8.1       22.0        1.7        4.0        6.2        0.0       21.5       17.7
 
Number of Traders in Each Category                                    Total Traders:       151
         8         20          6         43         26         30         22         21         12          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   158,482
Positions
     2,036     80,662      1,796     99,473      1,779      7,091      4,385     48,257        326          0          0          0     43,375     18,571
 
Changes from:       July 20, 2010                                    Total Change is:    -1,173
         0      1,205     -1,590     -2,852        -48        287          0     -2,354          0          0          0          0      2,982      1,327
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       50.9        1.1       62.8        1.1        4.5        2.8       30.4        0.2        0.0        0.0        0.0       27.4       11.7
 
Number of Traders in Each Category                                    Total Traders:        38
         .          8          .         16          .          8          .         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   801,340
Positions
    36,385     94,941     10,744    306,837    192,349    101,416    186,358    136,983     20,206     32,531    127,910      3,923    102,940    112,868
 
Changes from:       July 20, 2010                                    Total Change is:   -60,582
    22,699    -31,274        485   -102,581    -21,468     18,572     -9,082    -23,218      5,506      1,641       -545       -163      2,341     -8,477
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       11.8        1.3       38.3       24.0       12.7       23.3       17.1        2.5        4.1       16.0        0.5       12.8       14.1
 
Number of Traders in Each Category                                    Total Traders:       225
        12         31          9         30         48         38         29         38         18          8         29          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,831,973
Positions
    80,085    306,255     39,805    962,674    435,274    195,294    183,594    451,001     28,772     47,545     53,864      9,187    285,017    312,521
 
Changes from:       July 20, 2010                                    Total Change is:   -11,877
   -37,506    -10,792      4,706     -2,257     22,566      7,930      2,164    -36,296     -1,733      7,725      6,504      1,734      5,360     -6,496
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       16.7        2.2       52.5       23.8       10.7       10.0       24.6        1.6        2.6        2.9        0.5       15.6       17.1
 
Number of Traders in Each Category                                    Total Traders:       248
        28         31         13         33         53         51         25         65         29          5          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is   938,142
Positions
    29,631    154,877     10,411    289,492    263,762    126,837    218,073     62,777     13,688     43,710     60,349        236    206,064    245,205
 
Changes from:       July 20, 2010                                    Total Change is:     5,100
     5,601      2,336       -773      1,013     33,366    -22,147     26,936     -1,412     -2,988      1,479    -10,576        -44     -3,977      7,338
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       16.5        1.1       30.9       28.1       13.5       23.2        6.7        1.5        4.7        6.4        0.0       22.0       26.1
 
Number of Traders in Each Category                                    Total Traders:       157
         8         21          7         23         38         36         25         23         13          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   632,595
Positions
   131,015    279,317    202,847     14,349      2,007      1,701    169,036     17,501     58,113      7,710      2,817        762     47,062     67,530
 
Changes from:       July 20, 2010                                    Total Change is:    15,817
    -1,877     13,090      1,551      9,553     -1,061        500     -1,951     -4,261        718        588       -260        427      6,308      5,113
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       44.2       32.1        2.3        0.3        0.3       26.7        2.8        9.2        1.2        0.4        0.1        7.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       108
        23         26         37          4          .          .         29         13         34          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,772,472
Positions
 1,749,609  3,032,812  1,488,168  1,074,743    254,579    118,358  1,256,426    614,782    943,776    183,136    297,735     61,636    896,620    960,626
 
Changes from:       July 20, 2010                                    Total Change is:    43,150
  -124,017    -86,259       -799    -28,825    -27,995      7,899     72,130     68,917     24,066     20,021      3,297     -2,813     75,488     56,837
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       39.0       19.1       13.8        3.3        1.5       16.2        7.9       12.1        2.4        3.8        0.8       11.5       12.4
 
Number of Traders in Each Category                                    Total Traders:       262
        33         61         89          8         12         16         56         56         77         10         14         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,620
Positions
     5,619      7,143        138      1,096      1,735        414      1,155      2,207        156      3,800        661          0        242        166
 
Changes from:       July 20, 2010                                    Total Change is:      -315
       802       -691        138          0         46          0     -1,247         -4          0          0        186          0         -8         10
 
Percent of Open Interest Represented by Each Category of Trader
      44.5       56.6        1.1        8.7       13.7        3.3        9.2       17.5        1.2       30.1        5.2        0.0        1.9        1.3
 
Number of Traders in Each Category                                    Total Traders:        35
         4          4          .          .          6          .          6          6          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    34,982
Positions
    29,693     18,552          0      1,300      1,091         77      3,609      8,578         20          0      6,582          0        283         82
 
Changes from:       July 20, 2010                                    Total Change is:     1,655
       917      1,948          0         -8         70          0        735       -335          0          0          0          0         11        -28
 
Percent of Open Interest Represented by Each Category of Trader
      84.9       53.0        0.0        3.7        3.1        0.2       10.3       24.5        0.1        0.0       18.8        0.0        0.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          0          .          4          .          9          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    22,557
Positions
    10,123     15,301          0         90         50        828      6,387      3,049        532        500        722          4      4,093      2,071
 
Changes from:       July 20, 2010                                    Total Change is:    -1,619
      -104       -129          0       -173          0        -17       -990     -1,200       -625        -80        194          0        370        158
 
Percent of Open Interest Represented by Each Category of Trader
      44.9       67.8        0.0        0.4        0.2        3.7       28.3       13.5        2.4        2.2        3.2        0.0       18.1        9.2
 
Number of Traders in Each Category                                    Total Traders:        51
         8          .          0          .          .          .         17         14          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is    84,826
Positions
    56,893     28,337     11,559        200          0          0      1,185     29,088      2,697        495        934          0     11,797     12,211
 
Changes from:       July 20, 2010                                    Total Change is:   -11,357
    -8,564     -1,283        -99          0     -1,993       -100       -883     -3,671        142          0       -881       -270     -1,583     -3,202
 
Percent of Open Interest Represented by Each Category of Trader
      67.1       33.4       13.6        0.2        0.0        0.0        1.4       34.3        3.2        0.6        1.1        0.0       13.9       14.4
 
Number of Traders in Each Category                                    Total Traders:        40
         .         12         10          .          0          0          .         21         14          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 27, 2010                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    16,001
Positions
       971     13,486          1     11,292        279          0      2,637      1,329          0          0          0          0      1,100        906
 
Changes from:       July 20, 2010                                    Total Change is:      -222
      -213          0          0        -76         -9          0         -7       -127          0          0          0          0         74        -86
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       84.3        0.0       70.6        1.7        0.0       16.5        8.3        0.0        0.0        0.0        0.0        6.9        5.7
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          .          9          .          0          5          5          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 30, 2010