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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   141,479
Positions
     9,981     72,766      5,089     12,561      6,454        242     44,111     27,006      6,859     10,124          0        890     51,622     22,173
 
Changes from:       July 19, 2011                                    Total Change is:     5,714
     2,989      9,687        739        895        -54         -9     -2,340     -5,439        232      1,234       -925        392      1,581      1,091
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       51.4        3.6        8.9        4.6        0.2       31.2       19.1        4.8        7.2        0.0        0.6       36.5       15.7
 
Number of Traders in Each Category                                    Total Traders:        92
         6         17          6          6          4          .         29         15         11         15          0          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    60,087
Positions
     3,567     26,830      3,195      1,776      1,120        133     21,925     12,675      1,622        416          0          0     27,451     14,512
 
Changes from:       July 19, 2011                                    Total Change is:     4,201
      -579     -2,203      1,597        440          8          0      1,863      3,819        493          8          0          0        378        488
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       44.7        5.3        3.0        1.9        0.2       36.5       21.1        2.7        0.7        0.0        0.0       45.7       24.2
 
Number of Traders in Each Category                                    Total Traders:        52
         6          9          5          .          .          .         19         11          5          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   103,671
Positions
    28,046     10,327      3,246      5,104     30,093        882     36,437     28,359      2,411        443      4,351        157     26,945     23,845
 
Changes from:       July 19, 2011                                    Total Change is:       258
   -13,357      6,137        607        174        324          7      5,771     -4,913        198       -104       -500         89      6,872     -1,691
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       10.0        3.1        4.9       29.0        0.9       35.1       27.4        2.3        0.4        4.2        0.2       26.0       23.0
 
Number of Traders in Each Category                                    Total Traders:        87
        11          9          8          4         13          4         28         17          9          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   151,720
Positions
     6,812     73,896      6,994     29,900      7,848        427     64,630     17,823      5,081      1,743      4,345         54     36,079     35,252
 
Changes from:       July 19, 2011                                    Total Change is:    13,089
    -1,101      4,861      2,246      1,460       -467         68      8,047      1,899      1,456        319       -267         54        540      3,239
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       48.7        4.6       19.7        5.2        0.3       42.6       11.7        3.3        1.1        2.9        0.0       23.8       23.2
 
Number of Traders in Each Category                                    Total Traders:       115
         8         18         11         10          7          .         35         23         16          .         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   226,414
Positions
    36,577     52,326     13,509     29,670     27,354      2,026     41,003     47,970     24,115     19,475      3,971      5,479     54,560     49,663
 
Changes from:       July 19, 2011                                    Total Change is:     4,250
    -9,572     12,534      1,055       -893        296         51      6,642     -6,405      1,744       -243     -1,553       -902      6,368     -2,571
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       23.1        6.0       13.1       12.1        0.9       18.1       21.2       10.7        8.6        1.8        2.4       24.1       21.9
 
Number of Traders in Each Category                                    Total Traders:       182
        23         14         17         16         17         12         33         55         44          8         16         15
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   142,765
Positions
     6,005    100,780      3,266      3,046      7,118        323     89,099     10,922      2,066      1,725        124        141     37,093     18,025
 
Changes from:       July 19, 2011                                    Total Change is:     8,969
     2,657      6,667        659         31      1,137          0      1,934     -1,823        481        352         -4         14      2,841      1,837
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       70.6        2.3        2.1        5.0        0.2       62.4        7.7        1.4        1.2        0.1        0.1       26.0       12.6
 
Number of Traders in Each Category                                    Total Traders:        80
         6         16          6          .          6          .         32         10         10          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   103,636
Positions
    43,650     63,561     25,718          0          0          0     31,663     13,939        358      1,645          0          0        602         60
 
Changes from:       July 19, 2011                                    Total Change is:       384
        -9      2,074       -612          0          0          0      1,495       -472       -236          0          0          0       -253       -369
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       61.3       24.8        0.0        0.0        0.0       30.6       13.4        0.3        1.6        0.0        0.0        0.6        0.1
 
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 26, 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   137,823
Positions
     7,933     87,596        573     14,341      1,302          0    101,614     43,990        350      4,755      1,906          0      8,257      2,106
 
Changes from:       July 19, 2011                                    Total Change is:     2,560
      -806      1,440        133        383          0          0      2,948      1,502       -275         69        -23          0        108       -217
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       63.6        0.4       10.4        0.9        0.0       73.7       31.9        0.3        3.5        1.4        0.0        6.0        1.5
 
Number of Traders in Each Category                                    Total Traders:       114
         7         15          .          9          .          0         57         14          .          7          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    20,632
Positions
    12,000      7,852         66      2,319          0          0      4,203        328         17        575     12,149          0      1,452        220
 
Changes from:       July 19, 2011                                    Total Change is:     2,588
     1,755        776          0          0          0          0        926         49          0         20      1,750          0       -113         13
 
Percent of Open Interest Represented by Each Category of Trader
      58.2       38.1        0.3       11.2        0.0        0.0       20.4        1.6        0.1        2.8       58.9        0.0        7.0        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 26, 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    32,793
Positions
     1,866     27,804          1        264        227          0     24,113      3,029        114      1,495          0          0      4,940      1,618
 
Changes from:       July 19, 2011                                    Total Change is:     1,721
      -217      1,721          0         -3         -5          0      1,530         43          0        320          0          0         91        -38
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       84.8        0.0        0.8        0.7        0.0       73.5        9.2        0.3        4.6        0.0        0.0       15.1        4.9
 
Number of Traders in Each Category                                    Total Traders:        44
         .         11          .          .          .          0         18          6          .          5          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    76,086
Positions
    20,847     46,065      6,708      3,769      3,233        488     25,237      6,096      6,066      3,483      1,363      1,049      8,438      5,018
 
Changes from:       July 19, 2011                                    Total Change is:    -1,760
       411     -2,244      2,550         -8        987       -127     -4,782     -2,505        205        157       -173         -4       -162       -449
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       60.5        8.8        5.0        4.2        0.6       33.2        8.0        8.0        4.6        1.8        1.4       11.1        6.6
 
Number of Traders in Each Category                                    Total Traders:        95
        19         14          9          7          5          .         30         10         11          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    17,805
Positions
     9,758     15,190          0        686        258          0      4,760        257         32        731        499          0      1,838      1,568
 
Changes from:       July 19, 2011                                    Total Change is:     2,055
     1,999      1,999          0          0         15          0         52         -2          0          0          0          0          4         43
 
Percent of Open Interest Represented by Each Category of Trader
      54.8       85.3        0.0        3.9        1.4        0.0       26.7        1.4        0.2        4.1        2.8        0.0       10.3        8.8
 
Number of Traders in Each Category                                    Total Traders:        22
         7          6          0          .          .          0          4          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   116,563
Positions
    35,013     74,584        581      6,166      5,950        976     50,158     20,881      2,865      6,966      3,189        637     13,201      6,900
 
Changes from:       July 19, 2011                                    Total Change is:    -7,630
     1,949     -3,362        -24        -16      1,943       -254     -9,522     -4,859        262        314       -346         -8       -332       -983
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       64.0        0.5        5.3        5.1        0.8       43.0       17.9        2.5        6.0        2.7        0.5       11.3        5.9
 
Number of Traders in Each Category                                    Total Traders:        91
        19         13          5          6          4          .         29         13          8          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   935,326
Positions
    53,213    214,396     40,166    383,154    124,328     62,988     79,326    155,919    132,551     22,601     77,940     24,511    136,816    102,528
 
Changes from:       July 19, 2011                                    Total Change is:    20,970
     6,426      6,024     -1,725     -3,342     -7,815      3,782     -1,295      4,737     12,244        389        794        432      4,058      2,498
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       22.9        4.3       41.0       13.3        6.7        8.5       16.7       14.2        2.4        8.3        2.6       14.6       11.0
 
Number of Traders in Each Category                                    Total Traders:       563
        30         55         36        108         59         67         97        135        114         35         42         27
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   367,273
Positions
    24,995    119,611     10,842    117,162     39,014     15,131     31,264     33,803     58,134      4,929     33,308     15,449     89,368     41,982
 
Changes from:       July 19, 2011                                    Total Change is:    19,723
     4,166      6,486       -135     -3,264      3,379      3,602      4,141        314      5,166        103         96         39      5,905        775
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       32.6        3.0       31.9       10.6        4.1        8.5        9.2       15.8        1.3        9.1        4.2       24.3       11.4
 
Number of Traders in Each Category                                    Total Traders:       136
        10         18          9         29         13         14         19         32         45          7          7          8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 2,840,262
Positions
   218,783    551,619     68,924  1,339,501    436,106    229,745    372,614    742,884    239,780     88,695    223,496     44,978    237,243    302,731
 
Changes from:       July 19, 2011                                    Total Change is:     6,235
    14,848      1,235    -11,498     -2,544    -58,125      3,053    -14,013     35,276     22,225      1,746      3,807      1,649     -9,232      8,613
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       19.4        2.4       47.2       15.4        8.1       13.1       26.2        8.4        3.1        7.9        1.6        8.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       514
        29         50         27         92         54         60         96        124         98         30         38         23
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   109,711
Positions
    12,964     43,318         66     58,965     38,925      2,577     23,003     15,622        263      2,641      3,695          0      9,232      5,246
 
Changes from:       July 19, 2011                                    Total Change is:      -292
       541        719          0       -653       -676       -305       -593       -426        250        205          0          0        263        146
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       39.5        0.1       53.7       35.5        2.3       21.0       14.2        0.2        2.4        3.4        0.0        8.4        4.8
 
Number of Traders in Each Category                                    Total Traders:        94
        11         10          .         32         12         10         12         12          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    94,101
Positions
    17,292     43,977      5,424     14,350      6,189      1,511     32,275     15,136     11,180      2,300      5,263        567      9,201      4,854
 
Changes from:       July 19, 2011                                    Total Change is:     1,164
       478       -286      1,028        979     -1,230        -23     -2,564        431      1,154        262       -422        201       -350        312
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       46.7        5.8       15.2        6.6        1.6       34.3       16.1       11.9        2.4        5.6        0.6        9.8        5.2
 
Number of Traders in Each Category                                    Total Traders:       235
        25         30         10         27         18         11         69         42         23         16          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    17,961
Positions
     5,368     13,541          2        334          0          0      8,149        712          0          0      2,251          0      4,108      1,455
 
Changes from:       July 19, 2011                                    Total Change is:      -557
        -1        -75          2          0          0          0        -74        246          0          0       -245          0       -484       -485
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       75.4        0.0        1.9        0.0        0.0       45.4        4.0        0.0        0.0       12.5        0.0       22.9        8.1
 
Number of Traders in Each Category                                    Total Traders:        21
         5          7          .          .          0          0          4          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   380,700
Positions
    79,157    171,719      7,575     70,078     30,945      7,557    164,923    116,411     11,608     11,502     15,059      2,834     25,465     16,992
 
Changes from:       July 19, 2011                                    Total Change is:     8,607
     2,407     -1,042      5,114      4,897     -6,151       -116    -11,507      1,871      4,827      1,310       -885      1,004        670      3,985
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       45.1        2.0       18.4        8.1        2.0       43.3       30.6        3.0        3.0        4.0        0.7        6.7        4.5
 
Number of Traders in Each Category                                    Total Traders:       233
        25         29          6         27         18         11         70         41         19         16          7          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   405,445
Positions
   171,730     46,184      9,266    110,074    153,058     32,011     54,302    121,934      6,840      3,325     21,789          0     17,897     14,363
 
Changes from:       July 19, 2011                                    Total Change is:    -5,770
     1,176     -1,286       -857     -1,314     -1,315        186     -5,302     -3,326      2,463        844      1,216        -30     -2,936     -2,822
 
Percent of Open Interest Represented by Each Category of Trader
      42.4       11.4        2.3       27.1       37.8        7.9       13.4       30.1        1.7        0.8        5.4        0.0        4.4        3.5
 
Number of Traders in Each Category                                    Total Traders:       260
        19         16          4         48         47         30         45         62         21          5         18          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    37,496
Positions
     9,910      8,705          0     12,454          0          0      6,510     15,514          1      1,364      4,209          0      7,257      9,067
 
Changes from:       July 19, 2011                                    Total Change is:        64
       792        505        -15      1,963          0     -1,862        342        999          1        470        144          0     -1,627        292
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       23.2        0.0       33.2        0.0        0.0       17.4       41.4        0.0        3.6       11.2        0.0       19.4       24.2
 
Number of Traders in Each Category                                    Total Traders:        59
        11          6          0         10          0          0          9         16          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    50,539
Positions
    12,566     31,906      2,235      6,666      4,176        569     19,619      1,702        108        863      2,370          0      7,913      7,473
 
Changes from:       July 19, 2011                                    Total Change is:    -5,105
     2,025     -5,228        635        182       -263          0        441     -2,241        108          0       -242          0     -8,496      2,126
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       63.1        4.4       13.2        8.3        1.1       38.8        3.4        0.2        1.7        4.7        0.0       15.7       14.8
 
Number of Traders in Each Category                                    Total Traders:        66
        11         18          4          6          .          .         19          5          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    32,483
Positions
       641      5,216        493     19,064     14,710      4,705      3,576      6,268          4        683          0          0      3,317      1,087
 
Changes from:       July 19, 2011                                    Total Change is:    -1,192
        67        -53          0       -308     -1,062       -108       -445       -203          0        268          0          0       -666        234
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       16.1        1.5       58.7       45.3       14.5       11.0       19.3        0.0        2.1        0.0        0.0       10.2        3.3
 
Number of Traders in Each Category                                    Total Traders:        47
         .          .          .         16         16         10          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    48,211
Positions
     8,950     16,728      1,253     19,377      5,142      1,539      8,212     18,771        461      1,945        667        172      6,302      3,478
 
Changes from:       July 19, 2011                                    Total Change is:       691
        54      1,042        -45        918        144       -283        214        740        -17        211         21        -41       -320       -870
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       34.7        2.6       40.2       10.7        3.2       17.0       38.9        1.0        4.0        1.4        0.4       13.1        7.2
 
Number of Traders in Each Category                                    Total Traders:        63
         8          7          .         16          7          5         10          9          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   729,747
Positions
    10,152    105,560     24,236    313,811    122,283     80,211     62,739    111,895     52,944     12,060     88,531      8,477    165,115    135,609
 
Changes from:       July 19, 2011                                    Total Change is:   -27,613
    -1,886     -4,167     -1,555     -4,915     -3,383     -4,830     -8,145     10,522     -9,149         53        411     -4,906      7,720    -10,555
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       14.5        3.3       43.0       16.8       11.0        8.6       15.3        7.3        1.7       12.1        1.2       22.6       18.6
 
Number of Traders in Each Category                                    Total Traders:       168
         7         24         20         40         24         43         26         32         37          4         11          8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   387,169
Positions
     9,220    156,203      3,428    270,585     11,946     28,957     11,480    134,951      3,310      1,500      5,669          0     58,689     42,706
 
Changes from:       July 19, 2011                                    Total Change is:     6,341
     2,308      4,477       -441      8,285        478         93         -2     -3,517        178          0      3,193          0     -4,079      1,881
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       40.3        0.9       69.9        3.1        7.5        3.0       34.9        0.9        0.4        1.5        0.0       15.2       11.0
 
Number of Traders in Each Category                                    Total Traders:        76
         4          9          .         35          5         16          .         17          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,075,726
Positions
    81,802    144,628     12,548    318,876    370,823     94,941    329,888    127,749     71,741     56,928    103,014      4,915    104,087    145,367
 
Changes from:       July 19, 2011                                    Total Change is:     3,598
   -10,182     14,929      5,608      4,926     -7,092     -2,755    -10,381      4,005      3,683     21,961     -2,911     -4,545     -4,718     -7,324
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       13.4        1.2       29.6       34.5        8.8       30.7       11.9        6.7        5.3        9.6        0.5        9.7       13.5
 
Number of Traders in Each Category                                    Total Traders:       282
        15         43         19         27         65         43         54         41         29          9         28          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 2,277,464
Positions
   136,935    264,095    193,081    703,921    560,200    254,480    396,636    330,562    189,238     47,333     93,037     34,071    321,770    358,700
 
Changes from:       July 19, 2011                                    Total Change is:  -154,292
    -1,387      7,521    -31,080     -8,883     43,935    -16,132      8,518    -85,289    -71,794    -25,603      4,085     -7,579       -352      2,041
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       11.6        8.5       30.9       24.6       11.2       17.4       14.5        8.3        2.1        4.1        1.5       14.1       15.7
 
Number of Traders in Each Category                                    Total Traders:       285
        26         38         53         32         63         59         56         43         64         11         16         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 1,670,275
Positions
   136,703    153,033     60,511    345,224    680,752    153,058    480,968    137,536    100,148    147,558     78,024     19,507    226,598    287,707
 
Changes from:       July 19, 2011                                    Total Change is:  -119,310
   -17,967    -15,246    -18,966     42,357    -23,751     13,179    -28,267    -24,184    -58,414    -42,723       -841     -3,218     -5,289     12,132
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        9.2        3.6       20.7       40.8        9.2       28.8        8.2        6.0        8.8        4.7        1.2       13.6       17.2
 
Number of Traders in Each Category                                    Total Traders:       211
        16         26         22         22         49         39         45         32         36          5         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 1,136,073
Positions
   276,163    249,939    348,057      5,340     11,479     12,087     68,784     78,756    326,283      5,141     12,067     41,171     53,046     56,234
 
Changes from:       July 19, 2011                                    Total Change is:    54,808
    39,333     24,701      5,898      1,172       -902       -331     -8,887     13,308      9,664      2,284       -497      2,933      2,742         34
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       22.0       30.6        0.5        1.0        1.1        6.1        6.9       28.7        0.5        1.1        3.6        4.7        4.9
 
Number of Traders in Each Category                                    Total Traders:       150
        24         40         53          5          7          6         25         30         44          .         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is16,975,789
Positions
   905,347  3,842,143  3,390,463  3,453,656    576,708    279,543  1,262,957    632,707  5,527,202     55,021    492,989  1,147,260    954,342  1,086,775
 
Changes from:       July 19, 2011                                    Total Change is:   218,099
   -26,466    -27,989     47,690     -4,938     32,531     -6,790     89,862     77,544    155,441      7,238    -24,411      7,787    -51,724    -43,703
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       22.6       20.0       20.3        3.4        1.6        7.4        3.7       32.6        0.3        2.9        6.8        5.6        6.4
 
Number of Traders in Each Category                                    Total Traders:       307
        25         68         90         12         24         26         60         75        116         12         21         27
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,655
Positions
     6,778      5,646          0      1,546        855         10      1,432      6,504         17      3,528        567          0        344         56
 
Changes from:       July 19, 2011                                    Total Change is:      -525
       298       -532          0       -105          0         -2       -720         -6          0          0         15          0          4          0
 
Percent of Open Interest Represented by Each Category of Trader
      49.6       41.3        0.0       11.3        6.3        0.1       10.5       47.6        0.1       25.8        4.2        0.0        2.5        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 26, 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    24,661
Positions
    17,557     10,086          0      1,234      2,244        121      5,409      6,671         21         40      5,453          0        279         65
 
Changes from:       July 19, 2011                                    Total Change is:       216
        69        529          0          0        -90          0        121       -241         18          0          7          0          8         -7
 
Percent of Open Interest Represented by Each Category of Trader
      71.2       40.9        0.0        5.0        9.1        0.5       21.9       27.1        0.1        0.2       22.1        0.0        1.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        35
         6          5          0          .          5          .          8          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    61,788
Positions
    14,245     15,580        528        407        288      1,201     33,652     34,859      1,783      2,410      2,409         29      7,532      5,110
 
Changes from:       July 19, 2011                                    Total Change is:    14,399
     2,183     -3,507        274       -629        232        317     12,003     13,933        245       -299      1,004          7        299      1,894
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       25.2        0.9        0.7        0.5        1.9       54.5       56.4        2.9        3.9        3.9        0.0       12.2        8.3
 
Number of Traders in Each Category                                    Total Traders:       109
         5          6          .          .          .          .         23         34          9         21         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   220,604
Positions
    57,021     53,996     42,990      6,621      1,360      6,365      8,035     24,151     32,757      9,486      2,687     25,030     32,299     31,268
 
Changes from:       July 19, 2011                                    Total Change is:    -6,968
    -6,321     -6,994      3,466       -639       -262      1,189     -2,608     -4,586     -1,326       -673     -1,619        323       -379      2,841
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       24.5       19.5        3.0        0.6        2.9        3.6       10.9       14.8        4.3        1.2       11.3       14.6       14.2
 
Number of Traders in Each Category                                    Total Traders:       122
        11         12         17          7          .          6         21         26         31         14          4         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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     6,286
Positions
        84      4,288          0      2,408        363          0      1,923      1,013        486        640          0          0        745        136
 
Changes from:       July 19, 2011                                    Total Change is:      -481
        -7       -470          0         22          0          0       -517          0          0          0          0          0         21        -11
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       68.2        0.0       38.3        5.8        0.0       30.6       16.1        7.7       10.2        0.0        0.0       11.9        2.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          0          7          .          .          .          0          0
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Updated July 29, 2011