```
Traders in Financial Futures- Futures Only Positions as of June 7, 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   129,110
Positions
    24,338     73,097      3,915     10,048      6,740        244     34,606     22,778      2,478     10,437          0          1     43,043     19,857
 
Changes from:       May 31, 2011                                     Total Change is:     3,456
     5,871     -8,368      1,236      1,292       -124         -5       -176      8,680     -1,656      2,050       -895          1     -5,157      4,587
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       56.6        3.0        7.8        5.2        0.2       26.8       17.6        1.9        8.1        0.0        0.0       33.3       15.4
 
Number of Traders in Each Category                                    Total Traders:        84
        11         10          8          4          4          .         26         16          8         13          0          .
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Traders in Financial Futures- Futures Only Positions as of June 7, 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    74,339
Positions
    13,131     36,477      5,085      1,893      1,202         84     26,932     17,576        672        418          0          0     26,124     13,243
 
Changes from:       May 31, 2011                                     Total Change is:     6,626
     1,890     -1,114      4,201        873          2         15     -1,776      2,978        661          0          0          0        762       -117
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       49.1        6.8        2.5        1.6        0.1       36.2       23.6        0.9        0.6        0.0        0.0       35.1       17.8
 
Number of Traders in Each Category                                    Total Traders:        49
        10          5          9          .          .          .         20          8          5          .          0          0
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Traders in Financial Futures- Futures Only Positions as of June 7, 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   113,641
Positions
    22,290     29,594      6,281      7,258     23,830      1,289     45,049     27,844      1,421      2,178      4,428          6     27,869     18,948
 
Changes from:       May 31, 2011                                     Total Change is:     5,556
    -1,187        905      3,995        196      1,357          8       -277        141        900        394        -22          6      1,521     -1,734
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       26.0        5.5        6.4       21.0        1.1       39.6       24.5        1.3        1.9        3.9        0.0       24.5       16.7
 
Number of Traders in Each Category                                    Total Traders:        94
        10          9          4          4         13          5         29         21         12          .          4          .
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Traders in Financial Futures- Futures Only Positions as of June 7, 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   106,199
Positions
    15,416     38,073      2,670     27,208      8,748        348     28,036     16,535      1,902      1,400      3,534          0     29,219     34,389
 
Changes from:       May 31, 2011                                     Total Change is:    10,270
    -5,770      9,306      1,225      1,471         94          0     10,869     -3,018        646        -85      1,972          0      1,914         45
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       35.9        2.5       25.6        8.2        0.3       26.4       15.6        1.8        1.3        3.3        0.0       27.5       32.4
 
Number of Traders in Each Category                                    Total Traders:        94
        13         15          5          9          8          .         22         19          5          .          6          0
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Traders in Financial Futures- Futures Only Positions as of June 7, 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   296,126
Positions
    86,262    121,951     16,229     34,242     23,907      2,285     71,419     63,880      4,894     16,182      5,707         40     64,573     57,233
 
Changes from:       May 31, 2011                                     Total Change is:    26,025
   -17,677      6,335     15,145        238       -445       -254     15,409      2,907        896       -432    -10,238        -82     12,782     11,761
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       41.2        5.5       11.6        8.1        0.8       24.1       21.6        1.7        5.5        1.9        0.0       21.8       19.3
 
Number of Traders in Each Category                                    Total Traders:       171
        23         18         15         17         16         12         36         45         19          6          9          .
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Traders in Financial Futures- Futures Only Positions as of June 7, 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   145,346
Positions
     5,232     94,299     13,155      4,877      3,304        134     79,063      9,830      4,502      4,454        843          1     33,928     19,278
 
Changes from:       May 31, 2011                                     Total Change is:    27,844
    -1,286      7,295     12,644         93          3          0     12,518        -60      3,105        208        767          1        561      4,089
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       64.9        9.1        3.4        2.3        0.1       54.4        6.8        3.1        3.1        0.6        0.0       23.3       13.3
 
Number of Traders in Each Category                                    Total Traders:        82
         6         13          8          5          4          .         34         12          7          5          .          .
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Traders in Financial Futures- Futures Only Positions as of June 7, 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   109,160
Positions
    16,414     33,421     61,032          0          0          0     28,624     13,568        565      1,645          0          0        880        574
 
Changes from:       May 31, 2011                                     Total Change is:     3,889
      -153        268      3,480          0          0          0      1,067        652       -269          0          0          0       -236       -242
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       30.6       55.9        0.0        0.0        0.0       26.2       12.4        0.5        1.5        0.0        0.0        0.8        0.5
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         12          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of June 7, 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   150,067
Positions
     6,910    116,090      8,104     15,805      1,855          0     98,969     11,684      6,938      4,047      2,299          0      9,294      3,097
 
Changes from:       May 31, 2011                                     Total Change is:     7,537
       712     -6,000      7,157       -181        112          0     -7,368     -1,933      6,749       -178        -52          0        646      1,504
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       77.4        5.4       10.5        1.2        0.0       65.9        7.8        4.6        2.7        1.5        0.0        6.2        2.1
 
Number of Traders in Each Category                                    Total Traders:       119
         7         13          4          8          .          0         59         13         10          8          4          0
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Traders in Financial Futures- Futures Only Positions as of June 7, 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    37,227
Positions
     1,777     22,419      4,830        223        166          0     24,133      7,450        446        883        510          0      4,935      1,406
 
Changes from:       May 31, 2011                                     Total Change is:     6,312
       165      1,258      4,830        115        -34          0        196       -348        292         10        266          0        704         48
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       60.2       13.0        0.6        0.4        0.0       64.8       20.0        1.2        2.4        1.4        0.0       13.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        55
         .         14          4          .          .          0         19         11          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of June 7, 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    70,449
Positions
    24,860     32,363      4,688      3,057      2,216        268     12,350      9,721      7,970      1,705        179          0     15,553     13,045
 
Changes from:       May 31, 2011                                     Total Change is:    -7,981
     4,406     -4,101     -5,195     -1,057        677       -419     -5,074      2,398       -715        246       -221          0       -175       -406
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       45.9        6.7        4.3        3.1        0.4       17.5       13.8       11.3        2.4        0.3        0.0       22.1       18.5
 
Number of Traders in Each Category                                    Total Traders:       104
        21         18          8          5          5          .         29         17         16          .          .          0
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Traders in Financial Futures- Futures Only Positions as of June 7, 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    20,585
Positions
     3,571     16,469         21        459          0          0      7,315      1,419         16          0          0          0      9,203      2,660
 
Changes from:       May 31, 2011                                     Total Change is:    -3,730
    -3,694     -3,762       -242          0          0          0        149        -18          7          0          0          0         50        285
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       80.0        0.1        2.2        0.0        0.0       35.5        6.9        0.1        0.0        0.0        0.0       44.7       12.9
 
Number of Traders in Each Category                                    Total Traders:        22
         5          5          .          .          0          0          6          5          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of June 7, 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    99,727
Positions
    51,461     40,672        449      5,196      4,432        535     25,229     31,764        748      3,410        358          0     12,699     20,769
 
Changes from:       May 31, 2011                                     Total Change is:    -8,502
     6,301    -10,576         -7     -2,113      1,354       -837    -11,708      3,568       -181        492       -442          0       -449     -1,381
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       40.8        0.5        5.2        4.4        0.5       25.3       31.9        0.8        3.4        0.4        0.0       12.7       20.8
 
Number of Traders in Each Category                                    Total Traders:       102
        22         17          .          4          5          .         31         19         13          .          .          0
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Traders in Financial Futures- Futures Only Positions as of June 7, 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   948,917
Positions
    56,731    237,943     47,562    400,823    123,014     65,305     83,317    194,831     61,305     23,687     53,536     19,680    190,506    145,741
 
Changes from:       May 31, 2011                                     Total Change is:    43,377
    -5,847    -16,333      5,142     -4,883      6,245      4,603     -3,795     10,546     31,152         35    -11,538      5,235     11,735      8,324
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       25.1        5.0       42.2       13.0        6.9        8.8       20.5        6.5        2.5        5.6        2.1       20.1       15.4
 
Number of Traders in Each Category                                    Total Traders:       568
        35         51         31        117         57         65         99        137         76         38         34         11
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Traders in Financial Futures- Futures Only Positions as of June 7, 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   347,103
Positions
    19,827    136,030      8,506    125,758     34,456      9,911     26,905     59,656      3,307      2,683     32,444      9,014    141,192     53,779
 
Changes from:       May 31, 2011                                     Total Change is:    14,950
       865    -20,342        542       -481       -922        158      2,198     27,155        603        -82     -5,562        608     10,539     12,710
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       39.2        2.5       36.2        9.9        2.9        7.8       17.2        1.0        0.8        9.3        2.6       40.7       15.5
 
Number of Traders in Each Category                                    Total Traders:       120
        10         19          5         30         11         14          8         32         11          4          5          .
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Traders in Financial Futures- Futures Only Positions as of June 7, 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 3,009,071
Positions
   304,209    629,255     75,592  1,399,818    467,283    252,480    531,860    925,673     40,191    136,169    136,607     22,180    246,572    459,810
 
Changes from:       May 31, 2011                                     Total Change is:   142,133
   -33,871     19,736     23,310    -18,018     39,827     18,233    119,804     66,725      2,975      4,924    -25,540     18,795      5,981    -21,928
 
Percent of Open Interest Represented by Each Category of Trader
      10.1       20.9        2.5       46.5       15.5        8.4       17.7       30.8        1.3        4.5        4.5        0.7        8.2       15.3
 
Number of Traders in Each Category                                    Total Traders:       536
        37         44         22         97         57         56        106        127         55         37         31         10
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Traders in Financial Futures- Futures Only Positions as of June 7, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   111,680
Positions
    19,032     39,353        238     59,132     39,109      5,277     16,101     17,473      1,345      1,262      5,091          0      9,293      3,794
 
Changes from:       May 31, 2011                                     Total Change is:    -2,189
      -216     -5,945         95        552      1,699       -106     -4,094        811      1,345       -289          0          0        524        -88
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       35.2        0.2       52.9       35.0        4.7       14.4       15.6        1.2        1.1        4.6        0.0        8.3        3.4
 
Number of Traders in Each Category                                    Total Traders:        97
         8         12          .         34         13         10         15         13          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of June 7, 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    85,862
Positions
    17,083     30,224      6,936     15,586     15,137      1,926     22,317     11,352      7,863      2,975      4,292      1,883      9,294      6,249
 
Changes from:       May 31, 2011                                     Total Change is:    -2,521
     2,546     -6,868        242        986      1,579       -212     -6,273        364        186       -159       -114        855       -691      1,448
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       35.2        8.1       18.2       17.6        2.2       26.0       13.2        9.2        3.5        5.0        2.2       10.8        7.3
 
Number of Traders in Each Category                                    Total Traders:       228
        21         27         14         29         22         12         62         45         21         13          8          .
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Traders in Financial Futures- Futures Only Positions as of June 7, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    17,715
Positions
     4,632     10,587        321      1,600          0          0      6,395      1,514          0          0      3,656          0      4,767      1,637
 
Changes from:       May 31, 2011                                     Total Change is:      -422
       525     -2,211          0          0          0          0     -1,021      1,050          0          0         75          0         74        664
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       59.8        1.8        9.0        0.0        0.0       36.1        8.5        0.0        0.0       20.6        0.0       26.9        9.2
 
Number of Traders in Each Category                                    Total Traders:        27
         5         11          .          .          0          0          5          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   340,737
Positions
    90,291    126,221      5,036     73,930     79,684      5,629    106,443     76,026     12,480     21,300      9,608      2,991     22,637     23,062
 
Changes from:       May 31, 2011                                     Total Change is:   -10,495
     7,421    -25,970      3,895      4,928      7,897     -1,060    -30,996     -8,167      5,665        978        827      2,500     -3,826      3,918
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       37.0        1.5       21.7       23.4        1.7       31.2       22.3        3.7        6.3        2.8        0.9        6.6        6.8
 
Number of Traders in Each Category                                    Total Traders:       227
        21         26          7         29         22         12         60         48         15         14          7          .
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Traders in Financial Futures- Futures Only Positions as of June 7, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   431,301
Positions
   210,398     50,420     16,457    107,039    150,049     32,181     42,235    138,910      2,684      2,520     20,013        358     17,429     20,229
 
Changes from:       May 31, 2011                                     Total Change is:     9,196
    25,949        864     -1,046     -3,808      9,321     -1,456     -5,993      6,384     -3,236       -353       -462        358     -1,219     -1,531
 
Percent of Open Interest Represented by Each Category of Trader
      48.8       11.7        3.8       24.8       34.8        7.5        9.8       32.2        0.6        0.6        4.6        0.1        4.0        4.7
 
Number of Traders in Each Category                                    Total Traders:       267
        20         17          4         47         53         26         38         73         15          5         13          .
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Traders in Financial Futures- Futures Only Positions as of June 7, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    61,071
Positions
     9,105      8,600      4,486      7,709      1,499      1,780     15,242      8,658     13,062        216      4,112        281      9,190     18,593
 
Changes from:       May 31, 2011                                     Total Change is:    14,298
       -18        834      2,629         59        187       -100      1,371       -273      8,449          0        233        281      1,627      2,058
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       14.1        7.3       12.6        2.5        2.9       25.0       14.2       21.4        0.4        6.7        0.5       15.0       30.4
 
Number of Traders in Each Category                                    Total Traders:        60
        11          6          4         10          .          .         10         15          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    81,827
Positions
    24,559     22,290      3,834      7,965      3,984        919     10,020     12,422      9,215      1,816      3,812        818     22,681     24,533
 
Changes from:       May 31, 2011                                     Total Change is:    21,891
     2,442     -4,715      1,828        -41      1,039        350      1,008       -916      6,388       -309       -336        409      9,816     17,844
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       27.2        4.7        9.7        4.9        1.1       12.2       15.2       11.3        2.2        4.7        1.0       27.7       30.0
 
Number of Traders in Each Category                                    Total Traders:        77
        19         16          8          7          .          .         15         11          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    30,660
Positions
       256      5,840          0     19,597     13,782      3,619      2,108      5,485        315        419          0          0      4,346      1,619
 
Changes from:       May 31, 2011                                     Total Change is:     1,093
         0        431          0      1,303      1,021        -13       -357       -547        311          0          0          0       -151       -110
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       19.0        0.0       63.9       45.0       11.8        6.9       17.9        1.0        1.4        0.0        0.0       14.2        5.3
 
Number of Traders in Each Category                                    Total Traders:        47
         .          .          0         17         16          9          4          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    38,800
Positions
     5,860     15,167        649     14,948      5,826      1,210      6,093     12,304        449      1,721        829         17      7,853      2,349
 
Changes from:       May 31, 2011                                     Total Change is:    -1,053
       561     -2,379         46       -735      1,728        107       -511       -194        -87       -219         31          0       -215       -305
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       39.1        1.7       38.5       15.0        3.1       15.7       31.7        1.2        4.4        2.1        0.0       20.2        6.1
 
Number of Traders in Each Category                                    Total Traders:        60
         7          7          .         13          9          4         10          7          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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   691,900
Positions
    14,894    104,810      7,993    284,153    141,688     75,592    101,665    117,647     20,656     17,308     80,343      4,000    165,639    139,171
 
Changes from:       May 31, 2011                                     Total Change is:   -49,053
     1,532        277     -7,837     -8,028     -4,294      4,414    -15,876    -12,464    -17,862         -1     -4,824      2,398     -7,793     -8,861
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       15.1        1.2       41.1       20.5       10.9       14.7       17.0        3.0        2.5       11.6        0.6       23.9       20.1
 
Number of Traders in Each Category                                    Total Traders:       162
         8         20          9         39         23         36         24         35          9          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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   365,413
Positions
     2,664    143,932      3,921    269,737      7,605     16,260      2,000    139,422      6,884      1,500          0          0     62,447     47,389
 
Changes from:       May 31, 2011                                     Total Change is:   -13,419
        51     -6,903     -4,308     10,062      3,389     -1,642          0      9,830     -8,164       -200          0          0     -9,218     -5,621
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       39.4        1.1       73.8        2.1        4.4        0.5       38.2        1.9        0.4        0.0        0.0       17.1       13.0
 
Number of Traders in Each Category                                    Total Traders:        68
         .          8          5         34          4         16          .         17          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,014,910
Positions
    44,425    109,961      8,453    200,414    376,710     97,331    362,576     89,690     40,863    130,452    116,952     13,909    116,487    161,041
 
Changes from:       May 31, 2011                                     Total Change is:   -31,905
   -10,497     -2,525     -9,948     22,403    -44,607      1,825    -39,134     14,507      1,842      5,571      6,802        301     -4,268       -102
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       10.8        0.8       19.7       37.1        9.6       35.7        8.8        4.0       12.9       11.5        1.4       11.5       15.9
 
Number of Traders in Each Category                                    Total Traders:       264
        15         41         13         33         56         42         46         32         27         11         30          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 1,819,249
Positions
   230,903    127,410     27,937    576,033    488,417    223,513    337,987    437,540     55,551     33,887     99,652      7,906    325,532    351,323
 
Changes from:       May 31, 2011                                     Total Change is:  -153,887
    22,567    -16,906    -42,124    -45,020    -19,177     -8,921    -22,559     32,455    -25,353     16,693      1,254    -26,993    -22,177    -48,122
 
Percent of Open Interest Represented by Each Category of Trader
      12.7        7.0        1.5       31.7       26.8       12.3       18.6       24.1        3.1        1.9        5.5        0.4       17.9       19.3
 
Number of Traders in Each Category                                    Total Traders:       277
        32         30         19         36         56         44         40         57         32          8         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 1,521,026
Positions
   143,428    198,766     45,149    273,339    648,376    112,122    529,019     94,405     47,696    116,688     71,080        488    253,097    302,944
 
Changes from:       May 31, 2011                                     Total Change is:   -34,943
    -4,100    -29,447    -20,174     -9,307      6,199      9,623     -3,891      4,719    -13,336      1,764      5,778       -700      5,178      2,395
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       13.1        3.0       18.0       42.6        7.4       34.8        6.2        3.1        7.7        4.7        0.0       16.6       19.9
 
Number of Traders in Each Category                                    Total Traders:       211
        18         23         17         22         49         39         40         36         23          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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   699,273
Positions
   231,866    171,354    239,419      1,363     11,004     11,858     61,261     93,730    102,507      8,464      9,680      6,178     36,357     53,543
 
Changes from:       May 31, 2011                                     Total Change is:   -52,514
    14,516      3,411    -57,488       -599      4,141        -85     -7,334      6,555      5,288     -1,534     -5,461         74     -5,352     -8,949
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       24.5       34.2        0.2        1.6        1.7        8.8       13.4       14.7        1.2        1.4        0.9        5.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       139
        18         46         51          .          7          5         21         28         35          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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 is10,507,948
Positions
 1,000,117  4,209,609  1,731,493  3,298,503    256,007    172,408  1,694,245  1,067,324  1,413,476     43,906    462,852    174,280    979,520  1,020,499
 
Changes from:       May 31, 2011                                     Total Change is:   305,228
    23,759     79,098    162,618     83,116     16,093    -42,112    -16,378     15,154     90,669      4,064      9,033     38,393    -38,901    -63,718
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       40.1       16.5       31.4        2.4        1.6       16.1       10.2       13.5        0.4        4.4        1.7        9.3        9.7
 
Number of Traders in Each Category                                    Total Traders:       303
        33         66         94         11         15         18         65         67         93         10         25         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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    14,948
Positions
     4,807      5,092      1,101      1,289        722         23      3,791      7,410          3      3,526        496          0        408        101
 
Changes from:       May 31, 2011                                     Total Change is:     1,125
         0        185        959         11          0          0        452         -2         -5       -300        -38          0          8         26
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       34.1        7.4        8.6        4.8        0.2       25.4       49.6        0.0       23.6        3.3        0.0        2.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        30
         4          .          .          .          5          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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    28,683
Positions
    22,239     11,800          0      1,210      2,989         58      3,320      6,942      1,393        175      5,455          0        288         46
 
Changes from:       May 31, 2011                                     Total Change is:       306
        62       -823          0         -3        403          0     -1,088       -524      1,277         96        -52          0        -38         25
 
Percent of Open Interest Represented by Each Category of Trader
      77.5       41.1        0.0        4.2       10.4        0.2       11.6       24.2        4.9        0.6       19.0        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        35
         4          4          0          .          5          .         10          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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    62,825
Positions
    27,383     11,229        485        419        555        917     19,551     40,560      2,540      4,027      2,069        432      7,071      4,038
 
Changes from:       May 31, 2011                                     Total Change is:     7,031
      -204     -2,917        337        -81        555         77      4,725      5,841      1,675        227        401        432       -157        630
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       17.9        0.8        0.7        0.9        1.5       31.1       64.6        4.0        6.4        3.3        0.7       11.3        6.4
 
Number of Traders in Each Category                                    Total Traders:       112
         6          5          .          .          .          .         23         38          8         25          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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   244,662
Positions
    81,680     77,914     38,880     16,417      3,160      5,617     12,025     34,627     31,104      6,828      3,687     29,486     22,625     20,187
 
Changes from:       May 31, 2011                                     Total Change is:     2,306
     2,486      6,818     -3,061     -1,013        146        248      1,330     -5,191      3,664        236     -1,830       -475     -1,109      1,987
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       31.8       15.9        6.7        1.3        2.3        4.9       14.2       12.7        2.8        1.5       12.1        9.2        8.3
 
Number of Traders in Each Category                                    Total Traders:       134
        14         12         21         14          4          7         25         24         34          8          9         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 7, 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     7,966
Positions
       598      4,429          8      2,400        275          0      2,439      2,491        672        640          0          0      1,209         91
 
Changes from:       May 31, 2011                                     Total Change is:         9
        20        -54          8        -23         41          0          8         43          0          0          0          0         -4        -29
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       55.6        0.1       30.1        3.5        0.0       30.6       31.3        8.4        8.0        0.0        0.0       15.2        1.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          4          .          0          6          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated June 10, 2011