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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   135,766
Positions
     6,991     63,079      4,350     11,666      6,508        251     46,451     32,445      6,627      8,890        925        498     50,041     21,082
 
Changes from:       July 12, 2011                                    Total Change is:    15,242
      -336      7,009        606         85         10        -27     13,650      3,730        689      1,403        923        113       -941      2,188
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       46.5        3.2        8.6        4.8        0.2       34.2       23.9        4.9        6.5        0.7        0.4       36.9       15.5
 
Number of Traders in Each Category                                    Total Traders:        92
         6         16          6          4          4          .         29         20         11         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    55,886
Positions
     4,146     29,033      1,598      1,336      1,112        133     20,062      8,856      1,130        408          0          0     27,073     14,024
 
Changes from:       July 12, 2011                                    Total Change is:     4,898
     1,501      3,597        378         84        -15        -25      2,056       -292        572          0          0          0        333        683
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       52.0        2.9        2.4        2.0        0.2       35.9       15.8        2.0        0.7        0.0        0.0       48.4       25.1
 
Number of Traders in Each Category                                    Total Traders:        47
         6         10          4          .          .          .         18          8          6          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   103,413
Positions
    41,403      4,190      2,639      4,930     29,769        875     30,665     33,272      2,212        548      4,851         67     20,073     25,537
 
Changes from:       July 12, 2011                                    Total Change is:   -22,807
   -20,226      2,171       -290        379       -334        -91     -1,898    -18,619        113       -593       -222         28       -231     -5,564
 
Percent of Open Interest Represented by Each Category of Trader
      40.0        4.1        2.6        4.8       28.8        0.8       29.7       32.2        2.1        0.5        4.7        0.1       19.4       24.7
 
Number of Traders in Each Category                                    Total Traders:        83
        13          6          8          4         13          4         20         21          9          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   138,631
Positions
     7,914     69,035      4,748     28,440      8,315        359     56,582     15,924      3,626      1,424      4,612          0     35,539     32,013
 
Changes from:       July 12, 2011                                    Total Change is:    14,908
    -1,055     16,437      1,031      1,591        170        -69     10,434       -929        882        -14        263          0      2,108     -2,876
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       49.8        3.4       20.5        6.0        0.3       40.8       11.5        2.6        1.0        3.3        0.0       25.6       23.1
 
Number of Traders in Each Category                                    Total Traders:       112
         9         18          9          9          7          .         33         24         14          .         10          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   222,163
Positions
    46,149     39,793     12,454     30,563     27,057      1,975     34,362     54,375     22,371     19,717      5,524      6,381     48,192     52,233
 
Changes from:       July 12, 2011                                    Total Change is:    -2,620
    10,356     -1,469      1,483     -1,001        389       -477    -11,944     -4,553      2,513      4,817        825      1,343     -9,712     -2,676
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       17.9        5.6       13.8       12.2        0.9       15.5       24.5       10.1        8.9        2.5        2.9       21.7       23.5
 
Number of Traders in Each Category                                    Total Traders:       174
        21         14         15         15         17         12         29         54         41          9         15         13
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   133,796
Positions
     3,348     94,112      2,607      3,015      5,981        323     87,165     12,745      1,585      1,373        128        127     34,252     16,188
 
Changes from:       July 12, 2011                                    Total Change is:     8,046
      -757      9,310        -36        143      1,284        144      9,243     -2,035        -92       -268        -19        -27       -305       -483
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       70.3        1.9        2.3        4.5        0.2       65.1        9.5        1.2        1.0        0.1        0.1       25.6       12.1
 
Number of Traders in Each Category                                    Total Traders:        77
         5         17          6          .          6          .         30         11          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   103,252
Positions
    43,660     61,488     26,330          0          0          0     30,168     14,411        594      1,645          0          0        855        429
 
Changes from:       July 12, 2011                                    Total Change is:    -1,256
       154        135        431          0          0          0        125       -188          2          0          0          0     -1,968     -1,636
 
Percent of Open Interest Represented by Each Category of Trader
      42.3       59.6       25.5        0.0        0.0        0.0       29.2       14.0        0.6        1.6        0.0        0.0        0.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         8         12         15          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   135,263
Positions
     8,739     86,156        440     13,958      1,302          0     98,666     42,488        625      4,686      1,929          0      8,149      2,323
 
Changes from:       July 12, 2011                                    Total Change is:   -10,511
     1,838     -8,495        -10        176          0       -111    -12,658     -2,463        378        239          0          0       -363        190
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       63.7        0.3       10.3        1.0        0.0       72.9       31.4        0.5        3.5        1.4        0.0        6.0        1.7
 
Number of Traders in Each Category                                    Total Traders:       115
         9         13          .          9          .          0         57         14          .          8          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    18,044
Positions
    10,245      7,076         66      2,319          0          0      3,277        279         17        555     10,399          0      1,565        207
 
Changes from:       July 12, 2011                                    Total Change is:   -19,834
   -19,232    -19,946          0         -6          0          0       -748       -124          0         30        300          0        122        -64
 
Percent of Open Interest Represented by Each Category of Trader
      56.8       39.2        0.4       12.9        0.0        0.0       18.2        1.5        0.1        3.1       57.6        0.0        8.7        1.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          0          0          8          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    31,072
Positions
     2,083     26,083          1        267        232          0     22,583      2,986        114      1,175          0          0      4,849      1,656
 
Changes from:       July 12, 2011                                    Total Change is:     1,327
       -74      1,938          0          8          0          0        436     -1,156        114        214          0          0        629        431
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       83.9        0.0        0.9        0.7        0.0       72.7        9.6        0.4        3.8        0.0        0.0       15.6        5.3
 
Number of Traders in Each Category                                    Total Traders:        41
         .          8          .          .          .          0         17          6          .          5          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    77,847
Positions
    20,436     48,309      4,157      3,777      2,247        615     30,020      8,601      5,861      3,326      1,536      1,054      8,601      5,467
 
Changes from:       July 12, 2011                                    Total Change is:     2,703
       492        997      1,619         47        226        -10      1,445       -452        140        521        209         28     -1,580        -54
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       62.1        5.3        4.9        2.9        0.8       38.6       11.0        7.5        4.3        2.0        1.4       11.0        7.0
 
Number of Traders in Each Category                                    Total Traders:       102
        18         14          9          7          5          .         34         14         10          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    15,750
Positions
     7,759     13,191          0        686        243          0      4,708        259         32        731        499          0      1,834      1,526
 
Changes from:       July 12, 2011                                    Total Change is:     1,084
     1,498        997          0        -20         25          0        368          0         -0          0          0          0       -762         63
 
Percent of Open Interest Represented by Each Category of Trader
      49.3       83.8        0.0        4.4        1.5        0.0       29.9        1.6        0.2        4.6        3.2        0.0       11.6        9.7
 
Number of Traders in Each Category                                    Total Traders:        21
         7          5          0          .          .          0          4          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   124,193
Positions
    33,064     77,946        605      6,182      4,007      1,230     59,679     25,740      2,603      6,652      3,535        645     13,533      7,882
 
Changes from:       July 12, 2011                                    Total Change is:     3,237
     1,214      3,226         12        133        402        -19      2,463       -596        -28      1,042        417         57     -1,637       -234
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       62.8        0.5        5.0        3.2        1.0       48.1       20.7        2.1        5.4        2.8        0.5       10.9        6.3
 
Number of Traders in Each Category                                    Total Traders:        98
        18         13          6          6          4          .         33         17          7          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   914,355
Positions
    46,786    208,372     41,891    386,496    132,143     59,206     80,620    151,182    120,307     22,212     77,146     24,079    132,758    100,031
 
Changes from:       July 12, 2011                                    Total Change is:   -39,855
    -1,237     -6,347      1,912     -1,571     -2,311       -761     -7,009     -2,181    -18,608     -1,484       -508     -9,040     -2,057     -2,010
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       22.8        4.6       42.3       14.5        6.5        8.8       16.5       13.2        2.4        8.4        2.6       14.5       10.9
 
Number of Traders in Each Category                                    Total Traders:       551
        30         50         35        109         59         63         95        136        111         36         36         23
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   347,550
Positions
    20,829    113,125     10,977    120,426     35,635     11,529     27,123     33,488     52,968      4,826     33,212     15,410     83,463     41,207
 
Changes from:       July 12, 2011                                    Total Change is:   -23,231
    -2,221       -502     -1,285     -3,225         36        -84        359      3,066    -13,653       -450     -1,126     -5,142      2,471     -4,541
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       32.5        3.2       34.6       10.3        3.3        7.8        9.6       15.2        1.4        9.6        4.4       24.0       11.9
 
Number of Traders in Each Category                                    Total Traders:       131
        10         16          9         28         12         13         20         31         43          7          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,834,027
Positions
   203,934    550,383     80,421  1,342,045    494,231    226,692    386,626    707,608    217,555     86,949    219,689     43,329    246,475    294,118
 
Changes from:       July 12, 2011                                    Total Change is:   -83,119
    31,666     -2,481    -10,762     10,257     -9,743     -5,380     -4,050      6,552    -57,559     -7,373        883    -17,281    -22,636     12,652
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       19.4        2.8       47.4       17.4        8.0       13.6       25.0        7.7        3.1        7.8        1.5        8.7       10.4
 
Number of Traders in Each Category                                    Total Traders:       504
        30         45         26         93         56         57         91        126         95         31         32         20
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   110,003
Positions
    12,423     42,599         66     59,618     39,601      2,882     23,596     16,048         13      2,436      3,695          0      8,969      5,099
 
Changes from:       July 12, 2011                                    Total Change is:    -2,719
        89     -4,456          0     -1,259      2,109       -389     -1,865     -1,567          5        950         40          0       -250      1,539
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       38.7        0.1       54.2       36.0        2.6       21.5       14.6        0.0        2.2        3.4        0.0        8.2        4.6
 
Number of Traders in Each Category                                    Total Traders:       100
        10         11          .         35         12         10         16         12          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    92,937
Positions
    16,815     44,264      4,397     13,370      7,419      1,535     34,840     14,705     10,026      2,038      5,685        366      9,551      4,542
 
Changes from:       July 12, 2011                                    Total Change is:     2,601
      -939      1,791      1,906      1,087        332       -111      2,280         93       -604       -132        892         76       -962     -1,774
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       47.6        4.7       14.4        8.0        1.7       37.5       15.8       10.8        2.2        6.1        0.4       10.3        4.9
 
Number of Traders in Each Category                                    Total Traders:       239
        21         32          8         25         19         10         74         46         21         13          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,519
Positions
     5,369     13,616          0        334          0          0      8,223        466          0          0      2,496          0      4,593      1,941
 
Changes from:       July 12, 2011                                    Total Change is:     2,177
     1,149      2,694         -1          0          0          0        122        246          0          0        738          0        907     -1,500
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       73.5        0.0        1.8        0.0        0.0       44.4        2.5        0.0        0.0       13.5        0.0       24.8       10.5
 
Number of Traders in Each Category                                    Total Traders:        21
         5          7          0          .          0          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   372,093
Positions
    76,751    172,761      2,461     65,181     37,096      7,673    176,430    114,540      6,781     10,192     15,944      1,830     24,794     13,007
 
Changes from:       July 12, 2011                                    Total Change is:     2,119
      -991      4,934         87      5,434      1,659       -557     12,710      1,157     -4,943       -658        771        381     -9,344     -1,370
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       46.4        0.7       17.5       10.0        2.1       47.4       30.8        1.8        2.7        4.3        0.5        6.7        3.5
 
Number of Traders in Each Category                                    Total Traders:       238
        21         32          5         25         19         10         73         47         17         13          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   411,215
Positions
   170,554     47,470     10,123    111,388    154,373     31,825     59,604    125,259      4,377      2,481     20,573         30     20,833     17,185
 
Changes from:       July 12, 2011                                    Total Change is:    -9,471
    -5,721      3,172       -632     -1,916     -2,734        126       -829     -6,865       -733        -38     -1,302        -97        369       -406
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       11.5        2.5       27.1       37.5        7.7       14.5       30.5        1.1        0.6        5.0        0.0        5.1        4.2
 
Number of Traders in Each Category                                    Total Traders:       260
        20         17          4         49         46         30         47         61         18          4         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    37,432
Positions
     9,118      8,200         15     10,491          0      1,862      6,168     14,515          0        894      4,065          0      8,884      8,775
 
Changes from:       July 12, 2011                                    Total Change is:     1,662
      -148         89        -20      1,117          0       -910          5      1,150          0        355         31          0      1,263      1,322
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       21.9        0.0       28.0        0.0        5.0       16.5       38.8        0.0        2.4       10.9        0.0       23.7       23.4
 
Number of Traders in Each Category                                    Total Traders:        58
        10          6          .         10          0          .          8         17          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    55,644
Positions
    10,541     37,134      1,600      6,484      4,439        569     19,178      3,943          0        863      2,612          0     16,409      5,347
 
Changes from:       July 12, 2011                                    Total Change is:     6,673
       947      6,080         19          0        229          0      2,425        476        -30        261        438          0      3,051       -539
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       66.7        2.9       11.7        8.0        1.0       34.5        7.1        0.0        1.6        4.7        0.0       29.5        9.6
 
Number of Traders in Each Category                                    Total Traders:        72
        11         19          4          6          .          .         19          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    33,675
Positions
       574      5,269        493     19,372     15,772      4,813      4,021      6,471          4        415          0          0      3,983        853
 
Changes from:       July 12, 2011                                    Total Change is:       392
       574       -547          0       -958      2,430         -5        128     -1,527          0          0          0          0        653         41
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       15.6        1.5       57.5       46.8       14.3       11.9       19.2        0.0        1.2        0.0        0.0       11.8        2.5
 
Number of Traders in Each Category                                    Total Traders:        46
         .          .          .         16         16         10          6          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    47,520
Positions
     8,896     15,686      1,298     18,459      4,998      1,822      7,998     18,031        478      1,734        646        213      6,622      4,348
 
Changes from:       July 12, 2011                                    Total Change is:       420
       366        171        184        191        956        -11       -706     -1,540          0        -52          4         16        432        640
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       33.0        2.7       38.8       10.5        3.8       16.8       37.9        1.0        3.6        1.4        0.4       13.9        9.1
 
Number of Traders in Each Category                                    Total Traders:        58
         8          6          .         14          7          5         10          8          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   757,360
Positions
    12,038    109,726     25,792    318,726    125,665     85,042     70,884    101,374     62,093     12,006     88,120     13,383    157,395    146,165
 
Changes from:       July 12, 2011                                    Total Change is:    24,524
    -3,761     19,792      1,905      3,621        270      6,127       -703     17,465        885        586    -21,112      9,280      6,583    -10,090
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       14.5        3.4       42.1       16.6       11.2        9.4       13.4        8.2        1.6       11.6        1.8       20.8       19.3
 
Number of Traders in Each Category                                    Total Traders:       180
        10         22         23         43         23         44         31         35         37          4         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   380,828
Positions
     6,912    151,726      3,870    262,300     11,468     28,864     11,482    138,468      3,132      1,500      2,476          0     62,768     40,824
 
Changes from:       July 12, 2011                                    Total Change is:     4,119
    -1,146      2,601      1,951     -7,230        132      7,765      1,624      2,970        -73          0     -3,926          0      1,228     -7,301
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       39.8        1.0       68.9        3.0        7.6        3.0       36.4        0.8        0.4        0.7        0.0       16.5       10.7
 
Number of Traders in Each Category                                    Total Traders:        74
         .         10          4         34          5         15          4         16          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 1,072,128
Positions
    91,984    129,699      6,941    313,950    377,915     97,696    340,269    123,744     68,058     34,967    105,925      9,459    108,804    152,691
 
Changes from:       July 12, 2011                                    Total Change is:    27,979
    45,351      8,669       -627     11,114      4,034      2,519    -22,012     11,055     -7,675     -7,464        874         36      6,738      9,095
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       12.1        0.6       29.3       35.2        9.1       31.7       11.5        6.3        3.3        9.9        0.9       10.1       14.2
 
Number of Traders in Each Category                                    Total Traders:       280
        16         46         20         29         60         44         53         39         30          7         30          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 2,431,756
Positions
   138,322    256,574    224,161    712,803    516,265    270,612    388,117    415,851    261,032     72,936     88,952     41,650    322,122    356,659
 
Changes from:       July 12, 2011                                    Total Change is:   122,527
   -32,748     19,863     33,161     57,027    -13,746     19,640      8,667     40,749        234     17,187       -994      9,353     10,006     14,266
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       10.6        9.2       29.3       21.2       11.1       16.0       17.1       10.7        3.0        3.7        1.7       13.2       14.7
 
Number of Traders in Each Category                                    Total Traders:       292
        28         40         57         33         62         56         57         46         69         11         15         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 1,789,585
Positions
   154,670    168,279     79,477    302,867    704,503    139,879    509,235    161,720    158,562    190,281     78,865     22,725    231,887    275,575
 
Changes from:       July 12, 2011                                    Total Change is:    63,517
    27,523      8,930     14,298     38,218     26,746     13,071    -49,677     -7,072     23,982     -7,644        286        -76      3,822    -16,648
 
Percent of Open Interest Represented by Each Category of Trader
       8.6        9.4        4.4       16.9       39.4        7.8       28.5        9.0        8.9       10.6        4.4        1.3       13.0       15.4
 
Number of Traders in Each Category                                    Total Traders:       222
        15         28         22         20         50         38         46         42         48          4         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 1,081,265
Positions
   236,830    225,238    342,159      4,168     12,380     12,418     77,671     65,447    316,620      2,857     12,564     38,239     50,304     56,200
 
Changes from:       July 12, 2011                                    Total Change is:    69,647
    10,679     23,635     22,553        127       -494        222     11,248      7,116     16,891        703     -2,145      2,276      4,948       -408
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       20.8       31.6        0.4        1.1        1.1        7.2        6.1       29.3        0.3        1.2        3.5        4.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       151
        25         38         53          4          8          6         26         30         45          .         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 is16,757,691
Positions
   931,813  3,870,132  3,342,773  3,458,594    544,177    286,333  1,173,095    555,163  5,371,761     47,783    517,400  1,139,473  1,006,065  1,130,478
 
Changes from:       July 12, 2011                                    Total Change is:  -251,606
   110,977    -26,889    -41,022     13,084     -6,853    -13,862   -123,909     22,788   -144,446        126      3,922    -35,783    -16,769     -9,460
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       23.1       19.9       20.6        3.2        1.7        7.0        3.3       32.1        0.3        3.1        6.8        6.0        6.7
 
Number of Traders in Each Category                                    Total Traders:       305
        33         63         95         10         23         25         59         72        115         11         22         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    14,180
Positions
     6,480      6,178          0      1,651        855         12      2,152      6,510         17      3,528        552          0        340         56
 
Changes from:       July 12, 2011                                    Total Change is:      -189
      -759       -199          0         19         -4          0        525          0          0          0         15          0         26         -1
 
Percent of Open Interest Represented by Each Category of Trader
      45.7       43.6        0.0       11.6        6.0        0.1       15.2       45.9        0.1       24.9        3.9        0.0        2.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        32
         4          .          0          .          4          .          7          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    24,445
Positions
    17,488      9,557          0      1,234      2,334        121      5,288      6,912          3         40      5,446          0        271         72
 
Changes from:       July 12, 2011                                    Total Change is:     1,786
     2,301        592          0        -10        293         63       -572        833          0          0          0          0          4          5
 
Percent of Open Interest Represented by Each Category of Trader
      71.5       39.1        0.0        5.0        9.5        0.5       21.6       28.3        0.0        0.2       22.3        0.0        1.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        33
         5          5          0          .          5          .          7          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    47,389
Positions
    12,062     19,087        255      1,036         56        884     21,650     20,926      1,538      2,709      1,405         22      7,234      3,216
 
Changes from:       July 12, 2011                                    Total Change is:    -3,053
    -1,099        403         37        168       -102          2     -1,239     -3,940       -157        279        124         22     -1,065        560
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       40.3        0.5        2.2        0.1        1.9       45.7       44.2        3.2        5.7        3.0        0.0       15.3        6.8
 
Number of Traders in Each Category                                    Total Traders:        97
         4          5          .          .          .          .         33         21          9         21          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   227,572
Positions
    63,342     60,990     39,524      7,260      1,622      5,176     10,643     28,737     34,083     10,159      4,306     24,707     32,677     28,427
 
Changes from:       July 12, 2011                                    Total Change is:    -2,582
   -18,067      4,071      2,223     -1,319     -1,385       -168        407    -20,266      6,167        914      1,338      4,405      2,856      1,033
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       26.8       17.4        3.2        0.7        2.3        4.7       12.6       15.0        4.5        1.9       10.9       14.4       12.5
 
Number of Traders in Each Category                                    Total Traders:       125
        11         13         20          9          .          6         22         25         33         15          6         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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     6,767
Positions
        91      4,758          0      2,386        363          0      2,440      1,013        486        640          0          0        724        147
 
Changes from:       July 12, 2011                                    Total Change is:        10
        48       -129          0          0          0          0        127         15          0          0          0          0       -165        124
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       70.3        0.0       35.3        5.4        0.0       36.1       15.0        7.2        9.5        0.0        0.0       10.7        2.2
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          4          .          0          8          .          .          .          0          0
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Updated July 22, 2011