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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   131,919
Positions
    16,237     82,137      4,910      9,891      7,038        240     37,521     13,325      5,255      7,451        566        414     50,002     18,035
 
Changes from:       May 10, 2011                                     Total Change is:     3,318
     5,016     -3,842      1,036        105        682        -20     -2,376      5,478        676       -435          4         45       -730       -741
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       62.3        3.7        7.5        5.3        0.2       28.4       10.1        4.0        5.6        0.4        0.3       37.9       13.7
 
Number of Traders in Each Category                                    Total Traders:        84
        10         11          7          4          4          .         25         19         11          9          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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    70,929
Positions
    13,015     40,053      1,128      1,002      1,204         69     25,076     16,294        650        418          0          0     29,570     11,530
 
Changes from:       May 10, 2011                                     Total Change is:    -3,694
      -457        -63        101        169         82        -10     -4,526     -3,489       -199          0          0          0      1,229       -115
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       56.5        1.6        1.4        1.7        0.1       35.4       23.0        0.9        0.6        0.0        0.0       41.7       16.3
 
Number of Traders in Each Category                                    Total Traders:        42
         6          6          5          .          .          .         17          9          5          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   111,367
Positions
    16,966     29,290      4,266      7,963     23,823      1,329     42,302     22,740      2,637      3,339      3,406          0     32,566     23,875
 
Changes from:       May 10, 2011                                     Total Change is:    -3,948
     7,640    -14,439         75      2,051        766        -29     -8,685      5,763        312       -431          3          0     -4,879      3,602
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       26.3        3.8        7.2       21.4        1.2       38.0       20.4        2.4        3.0        3.1        0.0       29.2       21.4
 
Number of Traders in Each Category                                    Total Traders:        96
        11         10         11          6         14          5         27         22         10          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   116,280
Positions
    16,478     32,769      8,642     27,094      8,300        348     31,158     18,134      5,302        900      2,642         81     26,277     40,062
 
Changes from:       May 10, 2011                                     Total Change is:       564
      -360      1,864       -362        770        835        -38        877     -1,502        291         -1       -261         -8       -606       -256
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       28.2        7.4       23.3        7.1        0.3       26.8       15.6        4.6        0.8        2.3        0.1       22.6       34.5
 
Number of Traders in Each Category                                    Total Traders:       102
        13         14          9          9          8          .         22         27         20          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   297,055
Positions
    75,340    110,198     14,570     32,988     24,200      2,840     59,336     52,421     24,255     21,936     11,467      7,206     58,584     49,898
 
Changes from:       May 10, 2011                                     Total Change is:    13,533
    21,385     -7,679      1,127      1,149        815         94     -7,766      7,382      3,927       -509      6,208      1,144     -7,017        515
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       37.1        4.9       11.1        8.1        1.0       20.0       17.6        8.2        7.4        3.9        2.4       19.7       16.8
 
Number of Traders in Each Category                                    Total Traders:       192
        22         18         16         18         17         11         34         57         42         12         14         16
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   125,555
Positions
    13,181     83,602      3,850      8,309      4,506        274     58,746      8,171      4,575        797      1,211        415     35,407     18,951
 
Changes from:       May 10, 2011                                     Total Change is:   -11,389
       267     -7,671        281     -2,052        337         94    -11,349     -4,091      1,048       -440        520         38        724     -1,946
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       66.6        3.1        6.6        3.6        0.2       46.8        6.5        3.6        0.6        1.0        0.3       28.2       15.1
 
Number of Traders in Each Category                                    Total Traders:        82
         5         12          6          6          6          .         32         15         13          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   100,750
Positions
    15,602     33,929     54,327          0          0          0     27,665     11,327        834      1,645          0          0        676        332
 
Changes from:       May 10, 2011                                     Total Change is:       745
       642       -123      1,092          0          0          0       -983       -199       -100          0          0          0         94         75
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       33.7       53.9        0.0        0.0        0.0       27.5       11.2        0.8        1.6        0.0        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        22
         5         10         12          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   147,582
Positions
     8,371    122,079        298     15,549        977          0    111,290     19,218        249      4,289      2,792          0      7,536      1,969
 
Changes from:       May 10, 2011                                     Total Change is:   -10,804
     3,885     -5,873        -12       -781       -466        -45    -11,345     -4,153       -112     -1,513       -219          0       -881         76
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       82.7        0.2       10.5        0.7        0.0       75.4       13.0        0.2        2.9        1.9        0.0        5.1        1.3
 
Number of Traders in Each Category                                    Total Traders:       123
         8         15          .          9          .          0         56         14          .         14          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,636
Positions
     1,612     17,814         24        409        356          0     23,434     10,004          0        866        139          0      3,291      1,299
 
Changes from:       May 10, 2011                                     Total Change is:      -868
        21     -1,725          4       -168        206          0         -4        689         -5       -162          0          0       -554        -37
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       60.1        0.1        1.4        1.2        0.0       79.1       33.8        0.0        2.9        0.5        0.0       11.1        4.4
 
Number of Traders in Each Category                                    Total Traders:        45
         .         13          .          .          .          0         14         10          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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    79,463
Positions
    19,847     37,145     10,029      3,647      1,384        665     17,586      6,687      9,360      1,229        472        380     16,721     13,342
 
Changes from:       May 10, 2011                                     Total Change is:    16,900
      -153      2,432      9,754       -185       -123        192     -9,187     -9,460      7,511         40       -273        -26      8,954      6,893
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       46.7       12.6        4.6        1.7        0.8       22.1        8.4       11.8        1.5        0.6        0.5       21.0       16.8
 
Number of Traders in Each Category                                    Total Traders:       102
        21         17         10          7          4          .         31         13         15          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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    24,381
Positions
     7,265     20,233        263        459          0          0      6,955      1,055          8          0        350          0      9,431      2,472
 
Changes from:       May 10, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       83.0        1.1        1.9        0.0        0.0       28.5        4.3        0.0        0.0        1.4        0.0       38.7       10.1
 
Number of Traders in Each Category                                    Total Traders:        22
         5          6          .          .          0          0          5          4          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   110,163
Positions
    44,184     52,844        511      6,376      2,767      1,330     36,106     26,109      3,859      2,458        243        760     14,579     21,740
 
Changes from:       May 10, 2011                                     Total Change is:   -14,963
     4,185    -16,582        -38     -1,288       -246        383    -17,440     -6,185        162         79     -1,245        -52       -953      8,841
 
Percent of Open Interest Represented by Each Category of Trader
      40.1       48.0        0.5        5.8        2.5        1.2       32.8       23.7        3.5        2.2        0.2        0.7       13.2       19.7
 
Number of Traders in Each Category                                    Total Traders:        98
        20         16          6          6          4          .         32         17          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,011,444
Positions
    54,088    257,852     55,783    404,965    119,463     60,292     73,475    165,466    134,008     24,516     58,994     23,318    180,999    136,267
 
Changes from:       May 10, 2011                                     Total Change is:     3,011
     2,466     -9,077      2,892      2,499      7,621        110     -7,894       -916      1,584      1,978     -1,696        528     -1,152      1,965
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       25.5        5.5       40.0       11.8        6.0        7.3       16.4       13.2        2.4        5.8        2.3       17.9       13.5
 
Number of Traders in Each Category                                    Total Traders:       584
        37         53         36        124         54         67        103        133        114         45         33         28
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   419,894
Positions
    17,631    153,481     20,806    130,331     35,142     11,708     27,420     32,828     65,810      4,146     36,476     14,008    128,035     49,636
 
Changes from:       May 10, 2011                                     Total Change is:      -963
     3,234     -4,659       -464     -1,331        975       -271     -1,614      3,395     -3,178       -984      1,229        599      3,044      1,412
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       36.6        5.0       31.0        8.4        2.8        6.5        7.8       15.7        1.0        8.7        3.3       30.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       145
         9         22          8         33         12         15         15         39         48          7          8         10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 2,957,753
Positions
   278,738    618,313     78,433  1,386,857    435,295    229,233    350,225    783,140    221,038    116,067    126,808     32,337    264,825    433,156
 
Changes from:       May 10, 2011                                     Total Change is:    19,873
      -450    -18,699     13,388     18,990     33,074      2,063    -14,562     -4,714      6,973     14,275    -15,154        178    -20,982      2,764
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       20.9        2.7       46.9       14.7        7.8       11.8       26.5        7.5        3.9        4.3        1.1        9.0       14.6
 
Number of Traders in Each Category                                    Total Traders:       532
        37         47         31        104         51         57        102        120         97         40         30         21
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   114,154
Positions
    20,090     43,201          0     59,937     36,981      5,818     18,114     18,775        624      1,257      5,091          0      8,314      3,664
 
Changes from:       May 10, 2011                                     Total Change is:      -881
     1,323     -3,468          0      2,261      1,249        109     -3,966        -22        620       -209         40          0     -1,019        591
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       37.8        0.0       52.5       32.4        5.1       15.9       16.4        0.5        1.1        4.5        0.0        7.3        3.2
 
Number of Traders in Each Category                                    Total Traders:        98
         8         11          0         33         14         11         17         13          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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    95,595
Positions
    14,800     41,665      6,356     16,901     13,392      2,450     28,313     10,379     12,570      3,286      3,445      1,034      9,884      4,304
 
Changes from:       May 10, 2011                                     Total Change is:   -11,117
     1,566     -9,955       -688        687      3,449        170     -8,788       -171     -4,100        -49       -438        246       -162        369
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       43.6        6.6       17.7       14.0        2.6       29.6       10.9       13.1        3.4        3.6        1.1       10.3        4.5
 
Number of Traders in Each Category                                    Total Traders:       245
        22         31         14         33         20         12         74         40         31         18          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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    20,863
Positions
     4,300     16,335        321      1,600          0          0     10,078        465         48        216      2,718          0      4,300        975
 
Changes from:       May 10, 2011                                     Total Change is:    -3,751
        60     -3,943         -2          0          0          0     -4,069        116         27        -29         28          0        262         24
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       78.3        1.5        7.7        0.0        0.0       48.3        2.2        0.2        1.0       13.0        0.0       20.6        4.7
 
Number of Traders in Each Category                                    Total Traders:        31
         7         10          .          .          0          0          7          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   373,659
Positions
    80,970    155,118      1,706     80,507     70,959      8,250    141,337     99,729     12,448     19,370      7,656      1,152     27,919     16,641
 
Changes from:       May 10, 2011                                     Total Change is:   -36,830
     4,734    -32,853       -634      3,437     17,245        848    -45,715    -23,552      1,486      1,374       -851       -244     -2,117      1,726
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       41.5        0.5       21.5       19.0        2.2       37.8       26.7        3.3        5.2        2.0        0.3        7.5        4.5
 
Number of Traders in Each Category                                    Total Traders:       242
        22         29          7         33         20         12         69         46         27         17          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   417,918
Positions
   180,601     42,747     16,167    111,160    139,664     33,789     49,882    139,642      3,247      2,761     22,407        119     20,192     20,135
 
Changes from:       May 10, 2011                                     Total Change is:    17,735
    14,515      6,211      2,776      1,399      2,910        405      1,306      7,775     -3,405        523     -1,143       -218        434      2,423
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       10.2        3.9       26.6       33.4        8.1       11.9       33.4        0.8        0.7        5.4        0.0        4.8        4.8
 
Number of Traders in Each Category                                    Total Traders:       266
        18         20          .         53         47         27         41         65         23          5         17          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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    48,211
Positions
     9,826      6,451      1,985      7,851      1,420      1,970     14,771      9,928      4,173        216      4,357          0      7,419     17,927
 
Changes from:       May 10, 2011                                     Total Change is:    -1,481
    -3,323      3,441      1,700      1,333     -9,652         -6     -1,820      1,818         12          0        -64          0        623      1,270
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       13.4        4.1       16.3        2.9        4.1       30.6       20.6        8.7        0.4        9.0        0.0       15.4       37.2
 
Number of Traders in Each Category                                    Total Traders:        62
         9          8          .          9          .          .         14         13          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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    57,272
Positions
    25,929     25,029      1,797      7,677      2,850        660      9,641     12,919      2,567        952      3,422      1,382      6,667      6,646
 
Changes from:       May 10, 2011                                     Total Change is:    -3,065
    -1,066        443        -25        -87         26         45       -269     -3,381        737          0     -2,913        550     -2,950      1,453
 
Percent of Open Interest Represented by Each Category of Trader
      45.3       43.7        3.1       13.4        5.0        1.2       16.8       22.6        4.5        1.7        6.0        2.4       11.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        75
        15         16          4          9          .          .         12         14          4          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    30,728
Positions
       256      6,838          0     20,063     12,319      3,461      2,673      5,992        173        419          0          0      3,683      1,945
 
Changes from:       May 10, 2011                                     Total Change is:      -690
         0       -494          0         46        683         49       -857       -714        169          0          0          0        -97       -383
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       22.3        0.0       65.3       40.1       11.3        8.7       19.5        0.6        1.4        0.0        0.0       12.0        6.3
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          0         18         15          7          6          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    39,818
Positions
     5,443     17,739        725     15,577      4,100      1,044      6,964     12,097        484      2,124        798         17      7,440      2,814
 
Changes from:       May 10, 2011                                     Total Change is:      -416
      -531       -105        -17      1,231       -165         -6     -1,636       -431          0        606          0          0        -63        308
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       44.6        1.8       39.1       10.3        2.6       17.5       30.4        1.2        5.3        2.0        0.0       18.7        7.1
 
Number of Traders in Each Category                                    Total Traders:        56
         6          6          .         13          7          4         11          5          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   833,037
Positions
    11,304     99,022     40,514    311,527    152,508     80,141    110,586    139,973     77,893     14,605     70,196      4,650    181,817    168,140
 
Changes from:       May 10, 2011                                     Total Change is:    81,502
     5,628     11,928      9,249     27,377     10,425        714      9,802     14,941     17,656       -233      7,871        895     10,414      7,824
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       11.9        4.9       37.4       18.3        9.6       13.3       16.8        9.4        1.8        8.4        0.6       21.8       20.2
 
Number of Traders in Each Category                                    Total Traders:       176
        11         20         18         42         23         40         28         36         33          4         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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   351,709
Positions
     5,473    153,251      3,376    248,892      3,414     16,953      2,000    123,279      2,156      1,700      2,015          0     71,159     47,264
 
Changes from:       May 10, 2011                                     Total Change is:    26,262
     2,981     17,569      1,776     13,778     -1,719     -1,288          0      9,273        447          0        -85          0      8,568        289
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       43.6        1.0       70.8        1.0        4.8        0.6       35.1        0.6        0.5        0.6        0.0       20.2       13.4
 
Number of Traders in Each Category                                    Total Traders:        69
         .         11          6         34          .         16          .         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,110,474
Positions
    63,151    105,618     31,309    201,377    425,223    111,215    355,408     73,811     60,535    143,349    106,861     21,970    122,160    173,932
 
Changes from:       May 10, 2011                                     Total Change is:    13,765
    -9,273      5,056      6,856    -20,601    -16,872     11,604     21,849     -2,105        513     -9,744    -12,438      6,458      6,102     14,694
 
Percent of Open Interest Represented by Each Category of Trader
       5.7        9.5        2.8       18.1       38.3       10.0       32.0        6.6        5.5       12.9        9.6        2.0       11.0       15.7
 
Number of Traders in Each Category                                    Total Traders:       285
        19         37         28         37         63         42         55         35         38         10         29          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 2,430,491
Positions
   247,549    180,614    202,929    606,343    577,147    271,376    364,586    349,624    307,209     25,562     80,512     65,996    338,941    395,083
 
Changes from:       May 10, 2011                                     Total Change is:   257,584
    32,067     18,558     52,088     87,376     45,485     -3,159     -8,811     73,145     72,000     12,112     -4,037      9,171      4,739     -5,668
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        7.4        8.3       24.9       23.7       11.2       15.0       14.4       12.6        1.1        3.3        2.7       13.9       16.3
 
Number of Traders in Each Category                                    Total Traders:       310
        24         51         55         38         62         61         51         56         66          5         23         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,723,118
Positions
   167,697    206,994     74,489    270,155    625,887    129,876    521,057    103,193    192,002    110,734     61,196     20,478    236,631    309,003
 
Changes from:       May 10, 2011                                     Total Change is:    78,554
   -16,567     29,324      9,050     43,799     30,489    -14,327    -19,867     -9,041     59,391      2,483    -27,759      7,248      7,345     -5,822
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       12.0        4.3       15.7       36.3        7.5       30.2        6.0       11.1        6.4        3.6        1.2       13.7       17.9
 
Number of Traders in Each Category                                    Total Traders:       236
        20         25         31         25         47         41         52         40         51         13         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 1,013,188
Positions
   191,562    161,617    332,535      4,148      3,609     10,730     65,021     71,300    331,907      7,389     15,606     29,831     40,064     56,053
 
Changes from:       May 10, 2011                                     Total Change is:     7,918
     3,422    -10,634     17,597       -466      1,501       -188     -5,427      5,201     -4,033       -534      1,309     -2,831        379         -4
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       16.0       32.8        0.4        0.4        1.1        6.4        7.0       32.8        0.7        1.5        2.9        4.0        5.5
 
Number of Traders in Each Category                                    Total Traders:       145
        24         39         58          4          4          4         21         30         39          .         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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 is16,229,431
Positions
   970,472  4,103,119  3,067,853  3,155,226    505,066    304,389  1,664,167    779,790  4,921,851     80,694    380,174  1,016,254  1,048,525  1,150,935
 
Changes from:       May 10, 2011                                     Total Change is:   215,605
  -157,727     18,702     65,455    -67,791   -120,208      8,175    162,472     41,206    133,893     -1,361     24,752     68,868      3,620    -25,239
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       25.3       18.9       19.4        3.1        1.9       10.3        4.8       30.3        0.5        2.3        6.3        6.5        7.1
 
Number of Traders in Each Category                                    Total Traders:       317
        25         76        101          7         24         25         68         78        114         11         23         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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    11,569
Positions
     3,708      4,453          0      1,182        748         23      2,407      5,531          3      3,872        720          0        374         91
 
Changes from:       May 10, 2011                                     Total Change is:       186
      -270       -207          0          7          0          0      1,343        429          0     -1,000        -30          0        106         -6
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       38.5        0.0       10.2        6.5        0.2       20.8       47.8        0.0       33.5        6.2        0.0        3.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        32
         .          .          0          .          5          .          4          8          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    28,564
Positions
    23,117     12,894          0      1,305      2,211         58      3,610      7,906          0         79      5,464          0        395         31
 
Changes from:       May 10, 2011                                     Total Change is:       335
       137     -1,043          0          0       -128          0         82      1,611          0          0        -73          0        116        -32
 
Percent of Open Interest Represented by Each Category of Trader
      80.9       45.1        0.0        4.6        7.7        0.2       12.6       27.7        0.0        0.3       19.1        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        34
         .          4          0          .          5          .          8          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    57,064
Positions
    27,349     13,674         76        345         51        803     16,004     35,722      1,479      3,246      1,846         13      7,749      3,401
 
Changes from:       May 10, 2011                                     Total Change is:     3,529
       584      1,977         35        295        -94         -7      3,489      3,521       -281       -581       -357       -284        280       -980
 
Percent of Open Interest Represented by Each Category of Trader
      47.9       24.0        0.1        0.6        0.1        1.4       28.0       62.6        2.6        5.7        3.2        0.0       13.6        6.0
 
Number of Traders in Each Category                                    Total Traders:       112
         8          6          .          4          .          .         22         35          7         23         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   244,181
Positions
    69,307     69,389     51,363     14,688      2,600      5,190     13,376     38,557     26,333      6,995      2,367     28,486     28,443     19,896
 
Changes from:       May 10, 2011                                     Total Change is:    16,112
    -2,349     -1,846      9,116        640       -209        301      1,532        -72      3,726        -49       -547      5,386     -2,191        257
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       28.4       21.0        6.0        1.1        2.1        5.5       15.8       10.8        2.9        1.0       11.7       11.6        8.1
 
Number of Traders in Each Category                                    Total Traders:       127
        13         11         22         14          4          6         24         23         30          8          8         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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     8,001
Positions
       492      4,596          0      2,457        200          0      2,529      2,456        672        730         77          0      1,121          0
 
Changes from:       May 10, 2011                                     Total Change is:       -83
         0        -68          0          4        -67          0         23         98        -37          0          0          0        -73         -9
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       57.4        0.0       30.7        2.5        0.0       31.6       30.7        8.4        9.1        1.0        0.0       14.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          0          7          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 17, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,597
Positions
       412      9,769          0      8,020          0          0        699        215          0          0        156         13      1,453        444
 
Changes from:       May 10, 2011                                     Total Change is:    -2,587
      -333     -1,202       -993         -1          0          0       -806        -54        -19          0          0          0       -435       -319
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       92.2        0.0       75.7        0.0        0.0        6.6        2.0        0.0        0.0        1.5        0.1       13.7        4.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         10          0          0          .          .          0          0          .          .
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Updated May 20, 2011