```
Traders in Financial Futures- Futures Only 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   124,719
Positions
     6,082     63,319        236     11,666      6,508        251     46,623     31,401      3,934      8,924        987          0     47,003     18,083
 
Changes from:       July 12, 2011                                    Total Change is:    13,095
    -1,079      7,639       -204         85         10        -27     13,507      2,795        534      1,285        987          0     -1,006      1,361
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       50.8        0.2        9.4        5.2        0.2       37.4       25.2        3.2        7.2        0.8        0.0       37.7       14.5
 
Number of Traders in Each Category                                    Total Traders:        90
         5         17          .          4          4          .         31         16          4         11          .          0
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Traders in Financial Futures- Futures Only 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    52,133
Positions
     4,137     29,447        115      1,336      1,112        133     20,104      8,763         47        408          0          0     25,853     12,516
 
Changes from:       July 12, 2011                                    Total Change is:     3,503
     1,513      3,529         27         84        -15        -25      2,140       -303        -10          0          0          0       -226        300
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       56.5        0.2        2.6        2.1        0.3       38.6       16.8        0.1        0.8        0.0        0.0       49.6       24.0
 
Number of Traders in Each Category                                    Total Traders:        46
         5         11          .          .          .          .         19          6          .          .          0          0
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Traders in Financial Futures- Futures Only 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    98,291
Positions
    40,867      4,221        680      4,930     29,769        875     30,668     32,990        926        615      4,851          0     18,730     23,979
 
Changes from:       July 12, 2011                                    Total Change is:   -22,843
   -20,241      2,203       -145        379       -334        -91     -2,005    -18,392         47       -565       -222          0       -222     -5,909
 
Percent of Open Interest Represented by Each Category of Trader
      41.6        4.3        0.7        5.0       30.3        0.9       31.2       33.6        0.9        0.6        4.9        0.0       19.1       24.4
 
Number of Traders in Each Category                                    Total Traders:        82
        13          5          .          4         13          4         22         19          8          .          5          0
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Traders in Financial Futures- Futures Only 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   129,653
Positions
     7,824     69,853        899     28,440      8,315        359     56,533     16,519        192      1,424      4,341          0     33,982     29,175
 
Changes from:       July 12, 2011                                    Total Change is:    13,807
    -1,062     17,013        126      1,591        170        -69     10,833       -842        109        -14        223          0      2,293     -2,923
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       53.9        0.7       21.9        6.4        0.3       43.6       12.7        0.1        1.1        3.3        0.0       26.2       22.5
 
Number of Traders in Each Category                                    Total Traders:       107
         9         17          4          9          7          .         33         21          6          .          9          0
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Traders in Financial Futures- Futures Only 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   180,314
Positions
    43,685     40,685      3,367     30,521     26,509      1,974     35,357     52,885      1,363     20,008      6,732        526     43,513     46,273
 
Changes from:       July 12, 2011                                    Total Change is:    -5,227
     9,851       -822      1,004     -1,009        482       -477    -11,434     -4,242        909      4,880        824        302     -9,253     -3,207
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       22.6        1.9       16.9       14.7        1.1       19.6       29.3        0.8       11.1        3.7        0.3       24.1       25.7
 
Number of Traders in Each Category                                    Total Traders:       153
        20         14          7         15         16         11         27         42         12          7         12          4
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Traders in Financial Futures- Futures Only 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   128,712
Positions
     3,244     95,209        269      3,015      5,363        323     87,138     12,970         15      1,379          0          0     33,329     14,563
 
Changes from:       July 12, 2011                                    Total Change is:     8,009
      -703      9,248        -88        143      1,495        144      9,223     -1,947       -146       -266          0          0       -298       -697
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       74.0        0.2        2.3        4.2        0.3       67.7       10.1        0.0        1.1        0.0        0.0       25.9       11.3
 
Number of Traders in Each Category                                    Total Traders:        73
         5         16          .          .          5          .         28         12          4          4          0          0
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Traders in Financial Futures- Futures Only 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   102,401
Positions
    42,848     60,676     26,291          0          0          0     30,168     14,411        594      1,645          0          0        855        429
 
Changes from:       July 12, 2011                                    Total Change is:    -1,172
       232        213        437          0          0          0        125       -188          2          0          0          0     -1,968     -1,636
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       59.3       25.7        0.0        0.0        0.0       29.5       14.1        0.6        1.6        0.0        0.0        0.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        27
         8         12         13          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures- Futures Only 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- Futures Only 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- Futures Only 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- Futures Only 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    76,111
Positions
    20,391     48,305      4,117      3,777      2,247        615     30,071      8,715      4,598      3,326      1,455        731      8,485      5,330
 
Changes from:       July 12, 2011                                    Total Change is:     2,664
       485        997      1,625         47        226        -10      1,417       -561        149        521        239          0     -1,569          0
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       63.5        5.4        5.0        3.0        0.8       39.5       11.4        6.0        4.4        1.9        1.0       11.1        7.0
 
Number of Traders in Each Category                                    Total Traders:       102
        18         14          7          7          5          .         34         13          7          .          5          .
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Traders in Financial Futures- Futures Only 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    15,719
Positions
     7,759     13,191          0        686        243          0      4,709        259         31        731        499          0      1,803      1,496
 
Changes from:       July 12, 2011                                    Total Change is:     1,089
     1,498        997          0        -20         25          0        368          0          0          0          0          0       -757         67
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       83.9        0.0        4.4        1.5        0.0       30.0        1.6        0.2        4.7        3.2        0.0       11.5        9.5
 
Number of Traders in Each Category                                    Total Traders:        21
         7          5          0          .          .          0          4          .          .          .          .          0
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Traders in Financial Futures- Futures Only 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   120,784
Positions
    32,973     77,936        525      6,182      4,007      1,230     59,782     25,969         76      6,652      3,373          0     13,364      7,668
 
Changes from:       July 12, 2011                                    Total Change is:     3,150
     1,199      3,225         24        133        402        -19      2,406       -814        -11      1,042        477          0     -1,624       -134
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       64.5        0.4        5.1        3.3        1.0       49.5       21.5        0.1        5.5        2.8        0.0       11.1        6.3
 
Number of Traders in Each Category                                    Total Traders:        98
        18         13          4          6          4          .         33         17          .          .          4          0
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Traders in Financial Futures- Futures Only 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   792,364
Positions
    47,491    208,472     31,210    386,546    132,649     57,979     80,779    153,187     33,546     22,089     76,632     10,136    122,588     88,553
 
Changes from:       July 12, 2011                                    Total Change is:    -3,078
      -773     -6,743      5,464     -1,658     -2,202       -608     -8,220     -1,570      4,895     -1,603     -1,806         48       -623       -555
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       26.3        3.9       48.8       16.7        7.3       10.2       19.3        4.2        2.8        9.7        1.3       15.5       11.2
 
Number of Traders in Each Category                                    Total Traders:       520
        31         48         22        109         59         59         93        122         69         27         31          8
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Traders in Financial Futures- Futures Only 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   272,520
Positions
    20,805    112,922      2,902    120,421     36,188     10,430     26,801     32,676      1,706      4,846     33,394      7,748     76,861     34,554
 
Changes from:       July 12, 2011                                    Total Change is:    -2,636
    -1,907     -1,110        670     -3,328        160        -54        220      2,994        -36       -523     -1,187          0      2,322     -4,073
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       41.4        1.1       44.2       13.3        3.8        9.8       12.0        0.6        1.8       12.3        2.8       28.2       12.7
 
Number of Traders in Each Category                                    Total Traders:       115
        10         16          6         28         12         12         15         25          9          5          4          .
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Traders in Financial Futures- Futures Only 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 2,599,222
Positions
   206,697    551,015     68,272  1,342,120    493,797    226,253    382,409    715,077     46,680     86,216    216,192     11,942    228,633    269,994
 
Changes from:       July 12, 2011                                    Total Change is:    -2,209
    35,388      1,551     -5,746     10,241     -9,920     -4,662    -19,119        258      1,573     -7,621     -5,315      2,461    -14,724     17,591
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       21.2        2.6       51.6       19.0        8.7       14.7       27.5        1.8        3.3        8.3        0.5        8.8       10.4
 
Number of Traders in Each Category                                    Total Traders:       488
        30         44         13         93         56         54         93        118         52         24         30          7
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Traders in Financial Futures- Futures Only 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   :
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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   109,993
Positions
    12,423     42,599         66     59,618     39,601      2,882     23,596     16,043         11      2,436      3,695          0      8,961      5,096
 
Changes from:       July 12, 2011                                    Total Change is:    -2,714
        89     -4,456          0     -1,259      2,109       -389     -1,865     -1,573         11        950         40          0       -251      1,544
 
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        8.1        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- Futures Only 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    91,279
Positions
    16,781     44,319      4,289     13,370      7,419      1,535     34,808     14,488      8,950      2,003      5,791         98      9,444      4,390
 
Changes from:       July 12, 2011                                    Total Change is:     3,691
      -939      1,754      1,971      1,087        332       -111      2,281         99        351       -129        899         98       -918     -1,702
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       48.6        4.7       14.6        8.1        1.7       38.1       15.9        9.8        2.2        6.3        0.1       10.3        4.8
 
Number of Traders in Each Category                                    Total Traders:       236
        20         33          6         25         19         10         74         46         14         10          9          .
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Traders in Financial Futures- Futures Only 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   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,514
Positions
     5,369     13,616          0        334          0          0      8,223        466          0          0      2,496          0      4,588      1,936
 
Changes from:       July 12, 2011                                    Total Change is:     2,179
     1,149      2,694         -1          0          0          0        122        246          0          0        738          0        909     -1,498
 
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- Futures Only 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   363,827
Positions
    76,583    173,040      1,922     65,181     37,096      7,673    176,274    113,455      1,404     10,017     16,474        491     24,282     12,272
 
Changes from:       July 12, 2011                                    Total Change is:     7,560
      -991      4,748        411      5,434      1,659       -557     12,715      1,187       -164       -646        803        491     -9,133     -1,018
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       47.6        0.5       17.9       10.2        2.1       48.4       31.2        0.4        2.8        4.5        0.1        6.7        3.4
 
Number of Traders in Each Category                                    Total Traders:       235
        20         33          .         25         19         10         73         47          9         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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   410,018
Positions
   170,442     47,479     10,108    111,388    154,373     31,825     59,699    125,192      3,656      2,386     20,573         30     20,484     16,782
 
Changes from:       July 12, 2011                                    Total Change is:    -8,898
    -5,791      3,106       -566     -1,916     -2,734        126       -809     -6,817       -339         54     -1,302        -75        418       -297
 
Percent of Open Interest Represented by Each Category of Trader
      41.6       11.6        2.5       27.2       37.7        7.8       14.6       30.5        0.9        0.6        5.0        0.0        5.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       259
        19         18          .         49         46         30         47         60         11          4         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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- Futures Only 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- Futures Only 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- Futures Only 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- Futures Only 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   645,396
Positions
    14,158    109,208        947    314,013    124,814     76,342     75,632    111,194      4,997     12,306     88,014          0    147,001    129,880
 
Changes from:       July 12, 2011                                    Total Change is:    10,452
    -3,209     18,887       -279      7,278        313      3,462       -164     19,355     -3,030        319    -16,455       -103      6,178    -11,698
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       16.9        0.1       48.7       19.3       11.8       11.7       17.2        0.8        1.9       13.6        0.0       22.8       20.1
 
Number of Traders in Each Category                                    Total Traders:       170
        10         21          4         42         22         35         25         34         16          5         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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   371,783
Positions
     6,894    149,651          0    262,300     11,468     28,864     11,480    140,653         30      1,500      2,476          0     60,715     38,641
 
Changes from:       July 12, 2011                                    Total Change is:     3,023
    -1,164      3,127        -30     -7,230        132      7,765      1,622      2,871          0          0     -3,926          0      2,060     -6,916
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       40.3        0.0       70.6        3.1        7.8        3.1       37.8        0.0        0.4        0.7        0.0       16.3       10.4
 
Number of Traders in Each Category                                    Total Traders:        74
         .         11          0         34          5         15          .         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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 1,022,805
Positions
    92,784    126,595        954    315,634    375,769     95,704    339,147    132,462     33,593     32,386    101,612      6,358    106,245    149,758
 
Changes from:       July 12, 2011                                    Total Change is:    26,485
    45,065      7,750       -483     11,075      3,524      2,528    -19,623     14,005    -10,971     -7,310      1,319        -75      6,279      8,888
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       12.4        0.1       30.9       36.7        9.4       33.2       13.0        3.3        3.2        9.9        0.6       10.4       14.6
 
Number of Traders in Each Category                                    Total Traders:       270
        16         45          6         30         59         42         44         40         20          7         29          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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 1,915,663
Positions
   162,417    237,444     32,243    721,065    509,552    211,304    387,217    468,157     26,875     72,981     98,934      6,269    295,292    324,885
 
Changes from:       July 12, 2011                                    Total Change is:   100,918
   -14,763     19,813      5,702     59,420      6,085      9,374      6,142     40,939      2,673     25,866      2,132      1,962      4,542     12,238
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       12.4        1.7       37.6       26.6       11.0       20.2       24.4        1.4        3.8        5.2        0.3       15.4       17.0
 
Number of Traders in Each Category                                    Total Traders:       281
        30         37         18         35         58         48         47         49         28          6         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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 1,564,850
Positions
   162,483    142,553      6,751    303,689    665,069    120,189    504,433    226,110     46,999    189,146     87,271      6,375    224,785    263,533
 
Changes from:       July 12, 2011                                    Total Change is:    32,075
    30,310     10,955     -4,827     38,220     20,762      1,447    -44,613      6,559     14,896     -7,813       -352          0      4,455    -17,365
 
Percent of Open Interest Represented by Each Category of Trader
      10.4        9.1        0.4       19.4       42.5        7.7       32.2       14.4        3.0       12.1        5.6        0.4       14.4       16.8
 
Number of Traders in Each Category                                    Total Traders:       214
        14         27          6         20         49         36         36         47         24          .         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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   823,635
Positions
   229,075    219,939    298,724      4,168     12,317     12,418     83,914     66,718    131,286      1,821     13,919     16,428     45,801     51,886
 
Changes from:       July 12, 2011                                    Total Change is:    55,566
     7,944     24,075     18,326        127       -492        222     14,665      7,330      8,609          0     -2,414        602      5,071       -692
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       26.7       36.3        0.5        1.5        1.5       10.2        8.1       15.9        0.2        1.7        2.0        5.6        6.3
 
Number of Traders in Each Category                                    Total Traders:       141
        22         38         50          4          8          6         20         29         34          .          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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 is10,025,499
Positions
   917,059  3,715,129  1,850,082  3,447,760    435,379    138,633  1,225,163    906,149  1,345,769     48,854    486,094    127,738    924,441  1,020,526
 
Changes from:       July 12, 2011                                    Total Change is:   -81,990
    73,824    -25,070     43,647     19,097     -3,951    -27,230   -126,989    -44,397    -48,353      1,356     30,122     -6,561    -10,781       -197
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       37.1       18.5       34.4        4.3        1.4       12.2        9.0       13.4        0.5        4.8        1.3        9.2       10.2
 
Number of Traders in Each Category                                    Total Traders:       275
        36         58         87         13         16         19         53         56         86         10         15         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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- Futures Only 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- Futures Only 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    46,605
Positions
    12,062     19,007        228      1,036         56        884     21,697     20,953        990      2,655      1,402          0      7,053      3,085
 
Changes from:       July 12, 2011                                    Total Change is:    -3,272
    -1,099        358         21        168       -102          2     -1,192     -3,809       -406        302        124          0     -1,068        540
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       40.8        0.5        2.2        0.1        1.9       46.6       45.0        2.1        5.7        3.0        0.0       15.1        6.6
 
Number of Traders in Each Category                                    Total Traders:        92
         4          5          .          .          .          .         32         21          6         20          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only 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   227,512
Positions
    63,342     60,990     39,524      7,260      1,622      5,176     10,635     28,737     34,083     10,159      4,306     24,707     32,626     28,367
 
Changes from:       July 12, 2011                                    Total Change is:    -2,531
   -18,067      4,071      2,223     -1,319     -1,385       -168        468    -20,266      6,187        914      1,338      4,405      2,826      1,064
 
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       14.3       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- Futures Only 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