```
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   111,624
Positions
     7,161     55,680        440     11,581      6,498        278     33,116     28,606      3,400      7,639          0          0     48,009     16,722
 
Changes from:       July 5, 2011                                     Total Change is:     5,657
    -1,363      8,980        418      1,724        106         16      5,405     -1,797         17        578       -953          0     -1,138     -1,130
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       49.9        0.4       10.4        5.8        0.2       29.7       25.6        3.0        6.8        0.0        0.0       43.0       15.0
 
Number of Traders in Each Category                                    Total Traders:        81
         5         15          .          4          4          .         30         13          .         10          0          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    48,630
Positions
     2,624     25,918         88      1,252      1,127        158     17,964      9,066         57        408          0          0     26,079     12,216
 
Changes from:       July 5, 2011                                     Total Change is:     1,064
    -1,023        983         56          6          5          0        370       -568         54        -10          0          0      1,611        534
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       53.3        0.2        2.6        2.3        0.3       36.9       18.6        0.1        0.8        0.0        0.0       53.6       25.1
 
Number of Traders in Each Category                                    Total Traders:        43
         .         10          .          .          .          .         18          7          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   121,134
Positions
    61,108      2,018        825      4,551     30,103        966     32,673     51,382        879      1,180      5,073          0     18,952     29,888
 
Changes from:       July 5, 2011                                     Total Change is:     2,775
     8,254        474       -322         75        811         10        -64     -2,734          2       -925          0          0     -4,255      4,534
 
Percent of Open Interest Represented by Each Category of Trader
      50.4        1.7        0.7        3.8       24.9        0.8       27.0       42.4        0.7        1.0        4.2        0.0       15.6       24.7
 
Number of Traders in Each Category                                    Total Traders:        87
        15          4          .          4         13          4         21         23         10          .          5          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   115,846
Positions
     8,886     52,840        773     26,849      8,145        428     45,700     17,361         83      1,438      4,118          0     31,689     32,098
 
Changes from:       July 5, 2011                                     Total Change is:    20,945
    -1,960     15,026        482      1,375         -1          4     12,588      4,241         49        -11        286          0      8,418        858
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       45.6        0.7       23.2        7.0        0.4       39.4       15.0        0.1        1.2        3.6        0.0       27.4       27.7
 
Number of Traders in Each Category                                    Total Traders:        99
         9         15          4          9          7          .         26         24          .          .          7          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   185,541
Positions
    33,834     41,507      2,363     31,530     26,027      2,451     46,791     57,127        454     15,128      5,908        224     52,766     49,480
 
Changes from:       July 5, 2011                                     Total Change is:    -8,788
    10,435    -24,246      1,224      1,459     -1,115         38    -17,764      9,831       -360        494          3        -49     -4,265      5,886
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       22.4        1.3       17.0       14.0        1.3       25.2       30.8        0.2        8.2        3.2        0.1       28.4       26.7
 
Number of Traders in Each Category                                    Total Traders:       158
        20         16          6         16         15         11         28         45         12          8         10          .
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   120,703
Positions
     3,947     85,961        357      2,872      3,868        179     77,915     14,917        161      1,645          0          0     33,627     15,260
 
Changes from:       July 5, 2011                                     Total Change is:      -923
     1,336      4,809        207          6        -59          0       -233     -3,848         56       -591     -2,028          0     -1,704        -60
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       71.2        0.3        2.4        3.2        0.1       64.6       12.4        0.1        1.4        0.0        0.0       27.9       12.6
 
Number of Traders in Each Category                                    Total Traders:        69
         5         15          .          .          5          .         24         14          4          .          0          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   103,573
Positions
    42,616     60,463     25,854          0          0          0     30,043     14,599        592      1,645          0          0      2,823      2,065
 
Changes from:       July 5, 2011                                     Total Change is:     1,405
         0        634       -677          0          0          0        816        386        116          0          0          0      1,150        946
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       58.4       25.0        0.0        0.0        0.0       29.0       14.1        0.6        1.6        0.0        0.0        2.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        26
         7         12         13          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   145,774
Positions
     6,901     94,651        450     13,782      1,302        111    111,324     44,951        247      4,447      1,929          0      8,512      2,133
 
Changes from:       July 5, 2011                                     Total Change is:    20,545
    -2,844      9,569          6        171          0          0     22,992     11,495          0        234       -235          0        -14       -290
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       64.9        0.3        9.5        0.9        0.1       76.4       30.8        0.2        3.1        1.3        0.0        5.8        1.5
 
Number of Traders in Each Category                                    Total Traders:       110
         6         13          .         10          .          .         59         10          .          7          .          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    37,878
Positions
    29,477     27,022         66      2,325          0          0      4,025        403         17        525     10,099          0      1,443        271
 
Changes from:       July 5, 2011                                     Total Change is:      -290
         0       -511          0         14          0          0       -334        265          6         32          1          0         -8        -51
 
Percent of Open Interest Represented by Each Category of Trader
      77.8       71.3        0.2        6.1        0.0        0.0       10.6        1.1        0.0        1.4       26.7        0.0        3.8        0.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          0          0          8          .          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,745
Positions
     2,157     24,145          1        259        232          0     22,147      4,142          0        961          0          0      4,220      1,225
 
Changes from:       July 5, 2011                                     Total Change is:      -775
      -323       -744          0         44          3          0        -32         17          0       -193       -105          0       -271         54
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       81.2        0.0        0.9        0.8        0.0       74.5       13.9        0.0        3.2        0.0        0.0       14.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        41
         .          6          .          .          .          0         17          9          0          4          0          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    73,447
Positions
    19,907     47,308      2,492      3,731      2,021        625     28,654      9,276      4,450      2,805      1,216        731     10,054      5,330
 
Changes from:       July 5, 2011                                     Total Change is:    23,690
     4,377     17,642      2,282        543        148        -87      8,109     -2,535      4,192       -156        -82        731      3,701      1,399
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       64.4        3.4        5.1        2.8        0.9       39.0       12.6        6.1        3.8        1.7        1.0       13.7        7.3
 
Number of Traders in Each Category                                    Total Traders:       101
        20         15          5          7          4          .         26         20          8          .          4          .
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    14,630
Positions
     6,261     12,194          0        706        218          0      4,341        259         31        731        499          0      2,560      1,429
 
Changes from:       July 5, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      42.8       83.3        0.0        4.8        1.5        0.0       29.7        1.8        0.2        5.0        3.4        0.0       17.5        9.8
 
Number of Traders in Each Category                                    Total Traders:        21
         6          5          0          .          .          0          5          .          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   117,634
Positions
    31,774     74,711        501      6,049      3,605      1,249     57,376     26,783         87      5,610      2,896          0     14,988      7,802
 
Changes from:       July 5, 2011                                     Total Change is:    18,119
       714     15,378         80       -327       -140       -174     16,285      3,163       -428       -312        300          0      2,281        -60
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       63.5        0.4        5.1        3.1        1.1       48.8       22.8        0.1        4.8        2.5        0.0       12.7        6.6
 
Number of Traders in Each Category                                    Total Traders:        96
        20         14          .          6          .          .         26         22          4          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   795,442
Positions
    48,264    215,215     25,745    388,204    134,851     58,587     88,998    154,758     28,652     23,692     78,438     10,088    123,210     89,108
 
Changes from:       July 5, 2011                                     Total Change is:    27,449
      -324       -869      3,553     -1,380     19,575        559     12,322     -1,321      3,641       -269       -466       -657     10,003      3,432
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       27.1        3.2       48.8       17.0        7.4       11.2       19.5        3.6        3.0        9.9        1.3       15.5       11.2
 
Number of Traders in Each Category                                    Total Traders:       558
        28         56         20        110         61         65         81        143         65         41         38          8
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   275,156
Positions
    22,712    114,032      2,232    123,749     36,028     10,484     26,581     29,682      1,742      5,369     34,581      7,748     74,539     38,627
 
Changes from:       July 5, 2011                                     Total Change is:     6,001
     1,678       -449         54     -1,990       -608      1,248       -588      2,980        450        261       -515       -463      5,351      3,304
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       41.4        0.8       45.0       13.1        3.8        9.7       10.8        0.6        2.0       12.6        2.8       27.1       14.0
 
Number of Traders in Each Category                                    Total Traders:       119
         9         16          5         29         12         12         17         23          8          9          4          .
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,601,431
Positions
   171,309    549,464     74,018  1,331,879    503,717    230,915    401,528    714,819     45,107     93,837    221,507      9,481    243,357    252,403
 
Changes from:       July 5, 2011                                     Total Change is:   107,241
    -3,393      4,518     10,878      2,970    100,835     -3,362     72,312    -13,741      8,194     -2,136        762     -1,483     23,261        640
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       21.1        2.8       51.2       19.4        8.9       15.4       27.5        1.7        3.6        8.5        0.4        9.4        9.7
 
Number of Traders in Each Category                                    Total Traders:       524
        28         49         13         94         58         60         88        134         49         36         37          6
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   112,707
Positions
    12,334     47,055         66     60,877     37,492      3,271     25,461     17,616          0      1,486      3,655          0      9,212      3,552
 
Changes from:       July 5, 2011                                     Total Change is:     7,628
       239      6,432          0      3,477        -93        281      3,920      3,200          0       -204          0          0        -85     -2,192
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       41.7        0.1       54.0       33.3        2.9       22.6       15.6        0.0        1.3        3.2        0.0        8.2        3.2
 
Number of Traders in Each Category                                    Total Traders:       102
        10         12          .         35         12         10         18         12          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    87,588
Positions
    17,720     42,565      2,318     12,283      7,087      1,646     32,528     14,388      8,599      2,133      4,892          0     10,362      6,092
 
Changes from:       July 5, 2011                                     Total Change is:    29,058
       762     19,523      1,888        284        122        107     13,989     -4,359      7,497       -199      1,533          0      4,731      2,747
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       48.6        2.6       14.0        8.1        1.9       37.1       16.4        9.8        2.4        5.6        0.0       11.8        7.0
 
Number of Traders in Each Category                                    Total Traders:       233
        21         34          7         25         20          9         69         45         13         10          9          0
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Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    16,335
Positions
     4,220     10,922          1        334          0          0      8,101        220          0          0      1,758          0      3,679      3,434
 
Changes from:       July 5, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       66.9        0.0        2.0        0.0        0.0       49.6        1.3        0.0        0.0       10.8        0.0       22.5       21.0
 
Number of Traders in Each Category                                    Total Traders:        21
         7          6          .          .          0          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   356,267
Positions
    77,574    168,292      1,511     59,747     35,437      8,230    163,559    112,268      1,568     10,663     15,671          0     33,415     13,290
 
Changes from:       July 5, 2011                                     Total Change is:    63,614
    -7,216     53,078       -642       -252        610        537     70,867     18,531     -3,941       -997     -1,123          0      5,258     -3,436
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       47.2        0.4       16.8        9.9        2.3       45.9       31.5        0.4        3.0        4.4        0.0        9.4        3.7
 
Number of Traders in Each Category                                    Total Traders:       231
        20         34          .         25         20          9         70         44          9         10          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   418,916
Positions
   176,233     44,373     10,674    113,304    157,107     31,699     60,508    132,009      3,995      2,332     21,875        105     20,066     17,079
 
Changes from:       July 5, 2011                                     Total Change is:     2,907
   -20,836      5,125        802        939        638        229     18,296     -5,118         22       -163         29        105      3,513      1,075
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       10.6        2.5       27.0       37.5        7.6       14.4       31.5        1.0        0.6        5.2        0.0        4.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       261
        19         18          .         51         45         30         45         63         14          4         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,770
Positions
     9,266      8,111         35      9,374          0      2,772      6,163     13,365          0        539      4,034          0      7,621      7,453
 
Changes from:       July 5, 2011                                     Total Change is:       429
       328        217          0        936          0         92     -1,363        608         -1       -623        -41          0      1,060       -446
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       22.7        0.1       26.2        0.0        7.7       17.2       37.4        0.0        1.5       11.3        0.0       21.3       20.8
 
Number of Traders in Each Category                                    Total Traders:        54
        11          6          .         10          0          .          8         14          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    48,971
Positions
     9,594     31,054      1,581      6,484      4,210        569     16,753      3,467         30        602      2,174          0     13,358      5,886
 
Changes from:       July 5, 2011                                     Total Change is:     1,265
    -6,165     12,566       -121       -495      2,550          0      1,900        991          1       -399        969          0      6,544    -15,691
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       63.4        3.2       13.2        8.6        1.2       34.2        7.1        0.1        1.2        4.4        0.0       27.3       12.0
 
Number of Traders in Each Category                                    Total Traders:        64
        11         17          4          6          .          .         16          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    33,283
Positions
         0      5,816        493     20,330     13,342      4,818      3,893      7,998          4        415          0          0      3,330        812
 
Changes from:       July 5, 2011                                     Total Change is:     2,015
         0       -137          2        -30      1,317        645        896         94          1          0          0          0        501         93
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       17.5        1.5       61.1       40.1       14.5       11.7       24.0        0.0        1.2        0.0        0.0       10.0        2.4
 
Number of Traders in Each Category                                    Total Traders:        50
         0          .          .         19         14          9          7          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    47,100
Positions
     8,530     15,515      1,114     18,268      4,042      1,833      8,704     19,571        478      1,786        642        197      6,190      3,708
 
Changes from:       July 5, 2011                                     Total Change is:     2,375
       301        511        -27        585       -300         28        229      1,088        -50        630       -280         10        669      1,395
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       32.9        2.4       38.8        8.6        3.9       18.5       41.6        1.0        3.8        1.4        0.4       13.1        7.9
 
Number of Traders in Each Category                                    Total Traders:        61
         7          6          .         14          7          5         12         10          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   634,944
Positions
    17,367     90,321      1,226    306,735    124,501     72,880     75,796     91,839      8,027     11,987    104,469        103    140,823    141,578
 
Changes from:       July 5, 2011                                     Total Change is:    36,312
       280     18,076       -560     29,277     -4,870      1,844     17,343     19,907     -8,385     -2,121      6,940         53     -1,419      3,307
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       14.2        0.2       48.3       19.6       11.5       11.9       14.5        1.3        1.9       16.5        0.0       22.2       22.3
 
Number of Traders in Each Category                                    Total Traders:       160
        10         18          5         42         19         34         24         33         17          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   368,760
Positions
     8,058    146,524         30    269,530     11,336     21,099      9,858    137,782         30      1,500      6,402          0     58,655     45,557
 
Changes from:       July 5, 2011                                     Total Change is:   -11,645
      -487    -12,304         30    -10,381     -1,054        201          0     -1,147         30          0        867          0     -1,038      1,732
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       39.7        0.0       73.1        3.1        5.7        2.7       37.4        0.0        0.4        1.7        0.0       15.9       12.4
 
Number of Traders in Each Category                                    Total Traders:        72
         .          9          .         35          4         15          .         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   996,320
Positions
    47,719    118,845      1,437    304,559    372,245     93,176    358,770    118,457     44,564     39,696    100,293      6,433     99,966    140,870
 
Changes from:       July 5, 2011                                     Total Change is:     8,666
    -1,413      4,080        319      3,340      1,443     -5,899     10,562     20,439      1,971      4,749     -5,660       -116     -4,847     -7,911
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       11.9        0.1       30.6       37.4        9.4       36.0       11.9        4.5        4.0       10.1        0.6       10.0       14.1
 
Number of Traders in Each Category                                    Total Traders:       266
        16         41          6         28         59         42         46         39         20          7         30          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,814,745
Positions
   177,180    217,631     26,541    661,645    503,467    201,930    381,075    427,218     24,202     47,115     96,802      4,307    290,750    312,647
 
Changes from:       July 5, 2011                                     Total Change is:    50,262
   -34,220     49,106     -4,548     74,447     45,071    -15,435     26,834     20,230    -13,692     21,943     -3,106     -6,565      1,498    -20,799
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       12.0        1.5       36.5       27.7       11.1       21.0       23.5        1.3        2.6        5.3        0.2       16.0       17.2
 
Number of Traders in Each Category                                    Total Traders:       273
        32         36         16         37         54         50         40         51         32          6         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,532,775
Positions
   132,173    131,598     11,578    265,469    644,307    118,742    549,046    219,551     32,103    196,959     87,623      6,375    220,330    280,898
 
Changes from:       July 5, 2011                                     Total Change is:    78,504
    -9,944    -25,177       -328     -1,179     16,018     -4,695     74,219     77,076     10,966      5,858     12,076      1,043      2,564     -8,475
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        8.6        0.8       17.3       42.0        7.7       35.8       14.3        2.1       12.8        5.7        0.4       14.4       18.3
 
Number of Traders in Each Category                                    Total Traders:       211
        17         25          6         18         51         34         35         43         22          5         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   768,069
Positions
   221,131    195,864    280,398      4,041     12,809     12,196     69,249     59,388    122,677      1,821     16,333     15,826     40,730     52,578
 
Changes from:       July 5, 2011                                     Total Change is:    49,481
    -4,885      1,620     34,518        468          0     -1,793      6,554      4,975      5,964       -517        526       -663      9,835      4,334
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       25.5       36.5        0.5        1.7        1.6        9.0        7.7       16.0        0.2        2.1        2.1        5.3        6.8
 
Number of Traders in Each Category                                    Total Traders:       138
        24         35         50          4          8          6         21         26         34          .          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,107,489
Positions
   843,235  3,740,199  1,806,435  3,428,663    439,330    165,863  1,352,152    950,546  1,394,122     47,498    455,972    134,299    935,222  1,020,723
 
Changes from:       July 5, 2011                                     Total Change is:   393,902
    39,726    -54,589    177,255     11,814     -4,874      6,173     57,986    114,905     25,156      1,043     43,801    -10,121     84,870     96,196
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       37.0       17.9       33.9        4.3        1.6       13.4        9.4       13.8        0.5        4.5        1.3        9.3       10.1
 
Number of Traders in Each Category                                    Total Traders:       277
        37         59         87         12         16         19         56         58         88         11         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    14,369
Positions
     7,239      6,377          0      1,632        859         12      1,627      6,510         17      3,528        537          0        314         57
 
Changes from:       July 5, 2011                                     Total Change is:       458
      -222        473          0        394         -2          0        225         -8          1         28        -13          0         32          7
 
Percent of Open Interest Represented by Each Category of Trader
      50.4       44.4        0.0       11.4        6.0        0.1       11.3       45.3        0.1       24.6        3.7        0.0        2.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        30
         4          .          0          .          4          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    22,659
Positions
    15,187      8,965          0      1,244      2,041         58      5,860      6,079          3         40      5,446          0        267         67
 
Changes from:       July 5, 2011                                     Total Change is:    -2,749
    -3,825     -1,600          0          0       -618          0      1,064       -531          3          0          0          0          9         -3
 
Percent of Open Interest Represented by Each Category of Trader
      67.0       39.6        0.0        5.5        9.0        0.3       25.9       26.8        0.0        0.2       24.0        0.0        1.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        34
         5          5          0          .          5          .          9          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    49,877
Positions
    13,161     18,649        207        868        158        882     22,889     24,762      1,396      2,353      1,278          0      8,121      2,545
 
Changes from:       July 5, 2011                                     Total Change is:     2,484
       762      3,836       -123        554       -764        -36      1,051       -261        474     -1,454         19          0      1,256       -661
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       37.4        0.4        1.7        0.3        1.8       45.9       49.6        2.8        4.7        2.6        0.0       16.3        5.1
 
Number of Traders in Each Category                                    Total Traders:       100
         6          5          .          .          .          .         34         26          8         19          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   230,043
Positions
    81,409     56,919     37,301      8,579      3,007      5,344     10,167     49,003     27,896      9,245      2,968     20,302     29,800     27,303
 
Changes from:       July 5, 2011                                     Total Change is:    17,748
    10,144        711      6,227     -4,652        -22     -1,062     -4,481        800      4,531      1,177       -823        547      5,317      6,839
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       24.7       16.2        3.7        1.3        2.3        4.4       21.3       12.1        4.0        1.3        8.8       13.0       11.9
 
Number of Traders in Each Category                                    Total Traders:       125
        10         12         20         12          .          6         22         26         32         15          4         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,757
Positions
        43      4,887          0      2,386        363          0      2,313        998        486        640          0          0        889         23
 
Changes from:       July 5, 2011                                     Total Change is:       538
       -55        567          0         34          0          0        591         85          0          0          0          0        -32       -114
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       72.3        0.0       35.3        5.4        0.0       34.2       14.8        7.2        9.5        0.0        0.0       13.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          4          .          0          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 15, 2011