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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,422
COMMITMENTS
     120      849      114    3,464    3,237    3,698    4,200      725      222

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -550)
     -76     -196      -22     -431     -243     -529     -461      -22      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     19.2      2.6     78.3     73.2     83.6     95.0     16.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       12       11       15       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       52,060
COMMITMENTS
   7,772    1,698   11,937   24,642   28,632   44,351   42,268    7,709    9,792

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -6,838)
  -1,113     -131   -1,948   -3,862   -4,135   -6,923   -6,214       85     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      3.3     22.9     47.3     55.0     85.2     81.2     14.8     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      26        7       23       36       37       70       60
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,091
COMMITMENTS
   1,934        0       38    1,922    3,286    3,894    3,324      197      767

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -606)
    -496        0       -2     -131     -447     -630     -449       24     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.3      0.0      0.9     47.0     80.3     95.2     81.3      4.8     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1        6       12       10       13
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      283,121
COMMITMENTS
  60,830   35,718   79,596  118,885  130,285  259,310  245,599   23,811   37,523

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      5,523)
    -204     -981    2,050    2,732    4,049    4,578    5,118      945      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5     12.6     28.1     42.0     46.0     91.6     86.7      8.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      91       73      106       55       73      207      207
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      431,785
COMMITMENTS
  94,761   33,759  129,844  179,736  197,377  404,341  360,981   27,444   70,805

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      4,196)
     544   -2,123    1,519      197    4,465    2,261    3,861    1,935      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      7.8     30.1     41.6     45.7     93.6     83.6      6.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      404)
     106       94      139      101      175      292      341
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,313
COMMITMENTS
   3,881    4,499      542    2,965    2,313    7,388    7,354    1,924    1,958

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -511)
     -73     -223     -194     -139      281     -406     -136     -105     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.7     48.3      5.8     31.8     24.8     79.3     79.0     20.7     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      25       33       13       13       18       46       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,430
COMMITMENTS
  14,920    3,249   10,119   12,173   10,039   37,211   23,408    7,219   21,023

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      1,645)
   1,581     -219      511     -765      629    1,328      920      317      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.6      7.3     22.8     27.4     22.6     83.8     52.7     16.2     47.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      47       29       45       46       72      121      127
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      102,974
COMMITMENTS
  13,948        0      501   86,852  101,355  101,301  101,855    1,673    1,119

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        781)
     794     -527      125     -244    1,181      675      779      106        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.0      0.5     84.3     98.4     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        0        3       16       16       24       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      117,168
COMMITMENTS
  30,645   25,273    3,416   30,492   67,627   64,553   96,316   52,615   20,851

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     15,866)
   8,772    1,526      904   -1,281   16,164    8,395   18,594    7,471   -2,727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     21.6      2.9     26.0     57.7     55.1     82.2     44.9     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      31       15        8       23       31       60       48
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       50,203
COMMITMENTS
  15,986   10,516      790    7,991   25,972   24,767   37,279   25,435   12,924

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -3,896)
  -5,507     -980       66    2,403   -2,699   -3,038   -3,613     -858     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.8     20.9      1.6     15.9     51.7     49.3     74.3     50.7     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16        7        4       13       14       29       25
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      125,229
COMMITMENTS
  89,492    6,548      246   26,965  116,012  116,703  122,806    8,526    2,423

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     26,299)
  29,659   -7,208        0   -5,398   33,454   24,261   26,246    2,038       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.5      5.2      0.2     21.5     92.6     93.2     98.1      6.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      68       11        1       18       23       87       34
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      125,918
COMMITMENTS
  28,736   60,096    3,400   68,757   35,785  100,893   99,281   25,025   26,637

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     15,687)
     392   13,989      -55   13,340      768   13,677   14,703    2,010      985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     47.7      2.7     54.6     28.4     80.1     78.8     19.9     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      20       35       12       25       24       53       63
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      102,714
COMMITMENTS
  34,607   20,335    3,596   39,551   45,770   77,754   69,700   24,960   33,014

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        489)
     262     -660      239     -729    2,369     -228    1,947      717   -1,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7     19.8      3.5     38.5     44.6     75.7     67.9     24.3     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      34       32       19       28       21       69       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      237,636
COMMITMENTS
  81,120   36,579   28,270   67,057  123,353  176,447  188,201   61,189   49,435

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     10,179)
  13,129    3,343     -407   -3,315    9,545    9,407   12,482      772   -2,303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     15.4     11.9     28.2     51.9     74.3     79.2     25.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      59       57       57       43       54      127      143
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       38,168
COMMITMENTS
  34,133   10,098       66    2,518   27,682   36,717   37,846    1,451      322

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:       -476)
   3,938  -17,111   -4,834      396   21,542     -500     -403       24      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    89.4     26.5      0.2      6.6     72.5     96.2     99.2      3.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        1        1        3        7       15        9
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       30,520
COMMITMENTS
  22,648    3,662        0    3,381   25,687   26,029   29,349    4,491    1,171

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        868)
     406     -216        0      383    1,250      789    1,034       79     -166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.2     12.0      0.0     11.1     84.2     85.3     96.2     14.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      19        9        0        7        8       26       17
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,045,964
COMMITMENTS
 1162168  574,292  5441733  8517223  9000754 15121124 15016779  924,840  1029185

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:   -148,538)
 -19,244   26,880  108,061 -213,161 -259,863 -124,344 -124,922  -24,194  -23,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      3.6     33.9     53.1     56.1     94.2     93.6      5.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      62       67      114      159      161      289      282
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      910,680
COMMITMENTS
  70,660   94,127   74,609  643,097  642,766  788,365  811,502  122,315   99,178

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     14,950)
   2,380   11,223   10,945    5,124   -9,840   18,448   12,327   -3,498    2,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     10.3      8.2     70.6     70.6     86.6     89.1     13.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      569)
      98      135      111      237      227      408      401
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      352,677
COMMITMENTS
  22,577   26,042   32,569  222,764  251,240  277,910  309,851   74,768   42,827

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     12,036)
   2,754    1,288    4,244    6,710    4,139   13,707    9,670   -1,671    2,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      7.4      9.2     63.2     71.2     78.8     87.9     21.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      19       25       35       70       60      110      100
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,790,012
COMMITMENTS
 304,560  404,572  146,054  2101663  1957629  2552276  2508255  237,735  281,757

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     14,571)
  19,528   71,076   12,106   -7,929  -69,897   23,705   13,285   -9,134    1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     14.5      5.2     75.3     70.2     91.5     89.9      8.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      518)
      92      121       94      209      207      360      363
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      105,094
COMMITMENTS
  13,413    5,989        0   82,378   93,350   95,791   99,339    9,303    5,755

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     -1,656)
   3,353      451        0   -5,236   -1,846   -1,883   -1,395      228     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      5.7      0.0     78.4     88.8     91.1     94.5      8.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      10        5        0       50       38       60       43
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       60,674
COMMITMENTS
  13,309    9,335    1,525   40,117   46,264   54,952   57,125    5,722    3,549

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      5,697)
   6,231      377      193   -1,544    5,170    4,880    5,741      816      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     15.4      2.5     66.1     76.3     90.6     94.2      9.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      53       48       23       77       82      142      141
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      303,371
COMMITMENTS
  66,547   46,676    7,627  200,584  231,321  274,758  285,624   28,612   17,746

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     28,483)
  31,153    1,885      967   -7,719   25,851   24,401   28,703    4,082     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     15.4      2.5     66.1     76.3     90.6     94.2      9.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      53       48       23       77       82      142      141
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      130,287
COMMITMENTS
  82,750   20,642    2,762    7,902   89,540   93,414  112,944   36,873   17,344

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     30,072)
  23,647    8,208      138     -946   25,488   22,839   33,834    7,233   -3,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.5     15.8      2.1      6.1     68.7     71.7     86.7     28.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      37       20       13       14       26       58       52
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,341
COMMITMENTS
  10,374   11,873        1   18,405   15,568   28,780   27,442    6,561    7,899

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      4,328)
   1,748    3,538        0    2,805      184    4,553    3,722     -225      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     33.6      0.0     52.1     44.1     81.4     77.6     18.6     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18        9        1       16       14       35       23
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       47,706
COMMITMENTS
  15,733    3,838      429   24,730   21,862   40,892   26,129    6,814   21,577

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      6,867)
   3,618      596       48    2,658   -1,878    6,324   -1,234      543    8,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      8.0      0.9     51.8     45.8     85.7     54.8     14.3     45.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      16        9        2       23       18       40       28
```

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Updated July 8, 2011