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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    95,694
Positions
     6,444     37,307      2,850     11,073      6,498        250     12,703     21,901      6,369      9,050          3        264     46,692     20,253
 
Changes from:       June 14, 2011                                    Total Change is:   -53,125
   -18,028    -41,806     -5,224        148        -98         19    -17,257      1,848     -8,795     -1,410     -1,039         16     -2,594      1,955
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       39.0        3.0       11.6        6.8        0.3       13.3       22.9        6.7        9.5        0.0        0.3       48.8       21.2
 
Number of Traders in Each Category                                    Total Traders:        71
         6         10          6          4          4          .         16         19         10         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    53,646
Positions
     1,043     27,554        844      1,469      1,185         80     23,450     11,109        518        818          0          0     25,425     12,355
 
Changes from:       June 14, 2011                                    Total Change is:    -2,355
       -34     -2,660        371         54        -14         11     -2,072       -480        194        400          0          0     -1,278        224
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       51.4        1.6        2.7        2.2        0.1       43.7       20.7        1.0        1.5        0.0        0.0       47.4       23.0
 
Number of Traders in Each Category                                    Total Traders:        45
         .          9          .          .          .          .         21          6          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    98,698
Positions
    24,302      6,483      3,166      7,035     26,755        943     34,776     31,761      2,727      1,853      3,993         30     23,866     22,840
 
Changes from:       June 14, 2011                                    Total Change is:     2,378
    16,567    -11,751        694        757      2,968       -193    -10,376      9,646        -95        424         -8          5     -5,405      1,112
 
Percent of Open Interest Represented by Each Category of Trader
      24.6        6.6        3.2        7.1       27.1        1.0       35.2       32.2        2.8        1.9        4.0        0.0       24.2       23.1
 
Number of Traders in Each Category                                    Total Traders:        82
         9          6          8          5         13          5         25         16         11          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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   107,450
Positions
     3,642     46,315      3,089     25,504      8,636        390     39,570     10,938      2,643      2,268      3,578         21     30,324     31,840
 
Changes from:       June 14, 2011                                    Total Change is:     5,312
    -3,514      7,249        343         29         71         37      6,756      1,114        338        843        156         -4        485     -3,991
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       43.1        2.9       23.7        8.0        0.4       36.8       10.2        2.5        2.1        3.3        0.0       28.2       29.6
 
Number of Traders in Each Category                                    Total Traders:       100
         6         15          9          8          7          .         33         19         13          4          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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   230,113
Positions
    27,001     57,390     11,221     32,463     26,921      2,621     57,538     44,898     20,524     14,326     11,159      6,194     58,225     49,185
 
Changes from:       June 14, 2011                                    Total Change is:     5,322
     9,696    -13,593      2,480      1,112        184        471    -10,637      2,377      3,875       -133      7,079        825     -2,366      1,625
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       24.9        4.9       14.1       11.7        1.1       25.0       19.5        8.9        6.2        4.8        2.7       25.3       21.4
 
Number of Traders in Each Category                                    Total Traders:       180
        19         16         16         15         20         13         33         56         42          8         13         11
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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   106,030
Positions
     2,752     65,981      1,808      3,708      3,781        158     63,938     13,592      2,302      1,427        628        199     29,738     17,582
 
Changes from:       June 14, 2011                                    Total Change is:   -14,154
       349    -15,011        401       -295         36         24     -7,640       -789        450     -5,158       -243         31     -2,316        946
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       62.2        1.7        3.5        3.6        0.1       60.3       12.8        2.2        1.3        0.6        0.2       28.0       16.6
 
Number of Traders in Each Category                                    Total Traders:        73
         6         13          4          4          5          .         23         16         12          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    99,684
Positions
    25,017     41,711     40,399          0          0          0     29,092     14,387        475      1,645          0          0      3,057      2,713
 
Changes from:       June 14, 2011                                    Total Change is:   -11,911
     7,033      6,586    -20,811          0          0          0       -144        321         27          0          0          0      1,985      1,967
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       41.8       40.5        0.0        0.0        0.0       29.2       14.4        0.5        1.7        0.0        0.0        3.1        2.7
 
Number of Traders in Each Category                                    Total Traders:        24
         6         11         14          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    98,383
Positions
    14,470     64,107        248     14,665        802         54     60,789     28,136        326      1,726      2,181          0      6,105      2,529
 
Changes from:       June 14, 2011                                    Total Change is:   -11,848
       808    -13,675       -106        651        400       -220    -11,273      2,326         -2       -822       -160          0       -884       -411
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       65.2        0.3       14.9        0.8        0.1       61.8       28.6        0.3        1.8        2.2        0.0        6.2        2.6
 
Number of Traders in Each Category                                    Total Traders:       105
        11          8          .          8          .          .         49         17          .          6          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    38,505
Positions
    27,060     25,474      2,483      2,111          0          0      2,581        133         11        433      7,816      2,417      1,409        171
 
Changes from:       June 14, 2011                                    Total Change is:       -91
         0       -102          0         17          0          0       -101          3         -2         10         10          0        -15          0
 
Percent of Open Interest Represented by Each Category of Trader
      70.3       66.2        6.4        5.5        0.0        0.0        6.7        0.3        0.0        1.1       20.3        6.3        3.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        20
         .          5          .          .          0          0          7          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    30,261
Positions
     2,213     23,657          0        223        266          0     22,306      4,943          0      1,170        169          0      4,349      1,226
 
Changes from:       June 14, 2011                                    Total Change is:    -1,171
       129       -688          0         -4        -51          0     -1,380       -509          0        140        -70          0        -56        147
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       78.2        0.0        0.7        0.9        0.0       73.7       16.3        0.0        3.9        0.6        0.0       14.4        4.1
 
Number of Traders in Each Category                                    Total Traders:        45
         .          7          0          .          .          0         17         10          0          5          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    42,551
Positions
    17,631     24,252        501      2,732      2,409        378     11,253      9,247      1,093      2,654        397        156      6,155      4,118
 
Changes from:       June 14, 2011                                    Total Change is:   -41,120
    -7,001     -8,280    -12,834       -494        283        254        722      1,952    -11,827        843        138       -140    -10,643    -10,665
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       57.0        1.2        6.4        5.7        0.9       26.4       21.7        2.6        6.2        0.9        0.4       14.5        9.7
 
Number of Traders in Each Category                                    Total Traders:        84
        19         12          6          4          5          .         22         19          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    85,101
Positions
    35,261     48,504      1,002      5,463      4,818        756     22,505     18,493      2,185      5,307        794        313     12,309      8,236
 
Changes from:       June 14, 2011                                    Total Change is:   -29,697
   -14,028      9,208     -9,971        410        566        507        914     -8,666     -6,267      1,686        276       -280     -2,668    -15,071
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       57.0        1.2        6.4        5.7        0.9       26.4       21.7        2.6        6.2        0.9        0.4       14.5        9.7
 
Number of Traders in Each Category                                    Total Traders:        84
        19         12          6          4          5          .         22         19          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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   892,301
Positions
    36,210    199,942     34,680    402,414    128,473     63,814     68,519    164,216    105,304     23,051     72,930     22,486    135,821    100,454
 
Changes from:       June 14, 2011                                    Total Change is:  -341,192
   -14,250    -39,136    -56,507     -4,635      3,288     -5,730    -12,215    -19,390   -112,476        -36     23,389    -38,986    -96,357    -95,643
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       22.4        3.9       45.1       14.4        7.2        7.7       18.4       11.8        2.6        8.2        2.5       15.2       11.3
 
Number of Traders in Each Category                                    Total Traders:       554
        28         52         32        117         58         67         84        142        104         39         34         21
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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   339,339
Positions
    14,723    103,638     10,100    127,668     36,895     12,197     28,163     27,213     51,973      2,823     33,837     15,803     75,890     47,682
 
Changes from:       June 14, 2011                                    Total Change is:  -150,317
    -3,378    -29,702    -11,788        -83      1,007        832     -9,571    -39,522    -30,300     -1,400      4,029     -9,730    -84,899    -35,144
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       30.5        3.0       37.6       10.9        3.6        8.3        8.0       15.3        0.8       10.0        4.7       22.4       14.1
 
Number of Traders in Each Category                                    Total Traders:       130
         9         15          7         32         12         17         15         34         40          6          7          8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 2,764,807
Positions
   148,556    522,643     81,780  1,389,448    473,605    242,368    269,365    752,598    199,071    101,233    195,553     33,326    299,658    263,861
 
Changes from:       June 14, 2011                                    Total Change is:  -954,375
  -134,610   -127,421   -143,347    -28,364      5,796    -27,204   -244,983   -131,104   -179,119    -14,460     75,521   -124,998    -57,289   -302,499
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       18.9        3.0       50.3       17.1        8.8        9.7       27.2        7.2        3.7        7.1        1.2       10.8        9.5
 
Number of Traders in Each Category                                    Total Traders:       501
        28         48         24         97         54         57         82        127         88         35         30         17
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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   106,847
Positions
    12,509     40,773        102     64,784     39,999      2,998     15,889     13,691        717      1,473      3,655          0      8,374      4,911
 
Changes from:       June 14, 2011                                    Total Change is:   -16,647
    -6,096        337     -8,259      2,637       -349     -2,241        -27     -2,508       -851        211     -1,436          0     -2,021     -1,340
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       38.2        0.1       60.6       37.4        2.8       14.9       12.8        0.7        1.4        3.4        0.0        7.8        4.6
 
Number of Traders in Each Category                                    Total Traders:        91
         9         13          .         34         12         10         10         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    55,082
Positions
    18,220     19,048        175     13,040     14,703      1,296     12,810     15,561      1,556      2,981      2,214        165      4,839        364
 
Changes from:       June 14, 2011                                    Total Change is:   -47,700
      -965     -9,235    -14,329       -770     -3,928       -749     -6,519      2,161    -11,690         11        577     -2,728     -9,962     -7,780
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       34.6        0.3       23.7       26.7        2.4       23.3       28.3        2.8        5.4        4.0        0.3        8.8        0.7
 
Number of Traders in Each Category                                    Total Traders:       209
        23         27          4         25         21         10         45         46         18         15          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   275,409
Positions
    91,099     95,238        877     65,202     73,514      6,481     64,049     77,805      7,778     14,903     11,072        827     24,194      1,818
 
Changes from:       June 14, 2011                                    Total Change is:  -136,839
   -11,162    -20,684    -33,985        152    -23,638        257    -34,797     -7,157    -23,022     -5,906      2,194     -4,238    -24,137    -26,565
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       34.6        0.3       23.7       26.7        2.4       23.3       28.3        2.8        5.4        4.0        0.3        8.8        0.7
 
Number of Traders in Each Category                                    Total Traders:       209
        23         27          4         25         21         10         45         46         18         15          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   437,569
Positions
   213,297     36,044     14,501    112,175    169,387     32,935     34,421    136,971      8,609      2,745     16,897          2     18,884     22,223
 
Changes from:       June 14, 2011                                    Total Change is:   -45,071
       211     -9,403    -36,121       -631     12,505       -734       -606     -1,014     -4,188       -186     -2,742       -527     -2,288     -2,846
 
Percent of Open Interest Represented by Each Category of Trader
      48.7        8.2        3.3       25.6       38.7        7.5        7.9       31.3        2.0        0.6        3.9        0.0        4.3        5.1
 
Number of Traders in Each Category                                    Total Traders:       258
        18         18          .         49         49         26         32         73         26          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    28,718
Positions
     3,315      8,133         51      8,809      1,343      1,717      7,110      6,456          0      1,223      3,692          0      6,493      7,326
 
Changes from:       June 14, 2011                                    Total Change is:     1,077
       386        246          0        539          0         80       -117         65          0        262         29          0        -73        657
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       28.3        0.2       30.7        4.7        6.0       24.8       22.5        0.0        4.3       12.9        0.0       22.6       25.5
 
Number of Traders in Each Category                                    Total Traders:        49
         8          6          .         10          .          .         10          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    41,753
Positions
    14,986     14,448      1,004      7,457      1,774        569      8,739      3,422         40      2,495        968          0      6,463     19,528
 
Changes from:       June 14, 2011                                    Total Change is:       979
      -145      1,977         30        445         25          0       -477     -1,838        -67         12          0          0      1,181        852
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       34.6        2.4       17.9        4.2        1.4       20.9        8.2        0.1        6.0        2.3        0.0       15.5       46.8
 
Number of Traders in Each Category                                    Total Traders:        57
        13         13          4          6          .          .         10          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    31,991
Positions
       277      5,516        429     21,536     13,669      4,093      1,762      6,842          3        415          0          0      3,476      1,439
 
Changes from:       June 14, 2011                                    Total Change is:   -14,309
       277         55     -2,642     11,353     13,026    -21,464      1,418      2,333     -3,756        415         -4       -415        505     -1,442
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       17.2        1.3       67.3       42.7       12.8        5.5       21.4        0.0        1.3        0.0        0.0       10.9        4.5
 
Number of Traders in Each Category                                    Total Traders:        43
         .          .          .         18         14          8          .          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    39,265
Positions
     7,687     12,772      1,096     15,474      7,834      1,210      5,812     12,762        493      1,153      1,158        181      6,159      1,759
 
Changes from:       June 14, 2011                                    Total Change is:    -2,775
     4,796     10,666     -8,129      8,465      3,707     -8,102      4,954      8,933     -9,763        720        336       -144      4,428       -279
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       32.5        2.8       39.4       20.0        3.1       14.8       32.5        1.3        2.9        2.9        0.5       15.7        4.5
 
Number of Traders in Each Category                                    Total Traders:        55
         7          6          .         13          9          4          9          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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   746,686
Positions
     8,723    102,154     28,861    293,486    127,824     82,485     88,317     95,169     55,703     13,356    107,203      5,830    169,926    141,459
 
Changes from:       June 14, 2011                                    Total Change is:    -4,497
   -13,687      9,624       -595      6,266    -10,908      2,590      2,983    -10,611       -619       -870     23,637     -4,608      4,045    -13,006
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       13.7        3.9       39.3       17.1       11.0       11.8       12.7        7.5        1.8       14.4        0.8       22.8       18.9
 
Number of Traders in Each Category                                    Total Traders:       160
         6         20         16         41         20         39         24         33         29          .         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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   414,751
Positions
    43,808    164,008      4,948    266,511      8,387     20,070      9,266    162,611      4,873      1,500      2,962          0     63,777     46,894
 
Changes from:       June 14, 2011                                    Total Change is:    30,822
    25,495      9,771     -2,131      4,128         69     -2,071      7,266     21,023     -2,648          0        922          0        782      5,885
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       39.5        1.2       64.3        2.0        4.8        2.2       39.2        1.2        0.4        0.7        0.0       15.4       11.3
 
Number of Traders in Each Category                                    Total Traders:        75
         4         11          8         34          4         16          .         17          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 1,096,848
Positions
    81,935    153,593     16,116    303,796    411,253     80,932    346,127     99,501     66,712     69,310     98,791     16,490    115,429    153,459
 
Changes from:       June 14, 2011                                    Total Change is:    55,313
    11,994     36,522        567    114,027       -759    -16,220     -3,444     28,106     15,207    -58,226      1,233        531     -9,122     -9,873
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       14.0        1.5       27.7       37.5        7.4       31.6        9.1        6.1        6.3        9.0        1.5       10.5       14.0
 
Number of Traders in Each Category                                    Total Traders:       269
        14         45         20         28         59         43         53         34         32          9         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 2,425,258
Positions
   256,636    154,675    236,265    564,773    548,614    243,047    411,988    402,128    312,907     35,462    110,110     44,843    319,338    372,669
 
Changes from:       June 14, 2011                                    Total Change is:   135,525
    10,333     -9,680     37,584        480     42,928    -11,115     59,548     16,387     54,667    -11,497     12,086     16,443    -20,917    -23,775
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        6.4        9.7       23.3       22.6       10.0       17.0       16.6       12.9        1.5        4.5        1.8       13.2       15.4
 
Number of Traders in Each Category                                    Total Traders:       304
        37         35         60         34         60         53         57         47         70         12         22         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 1,859,897
Positions
   144,802    284,778     64,461    263,640    741,410    107,696    676,182    104,434    138,452    200,058     83,990     14,747    249,860    319,928
 
Changes from:       June 14, 2011                                    Total Change is:   131,835
    13,040     48,660      3,726     13,600     40,815    -10,831    103,790     34,287     16,766     31,177      7,381      1,862    -41,295    -10,832
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       15.3        3.5       14.2       39.9        5.8       36.4        5.6        7.4       10.8        4.5        0.8       13.4       17.2
 
Number of Traders in Each Category                                    Total Traders:       224
        17         28         26         17         50         35         53         32         45          6         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 1,027,722
Positions
   236,746    198,843    311,035      2,602     12,790     13,361     75,334     74,456    304,252      4,939     17,099     32,579     46,875     63,308
 
Changes from:       June 14, 2011                                    Total Change is:    28,075
     4,384     15,414      3,278       -668      1,714       -927      2,079    -16,179      9,344     -2,817      2,399      4,646      8,755      8,386
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       19.3       30.3        0.3        1.2        1.3        7.3        7.2       29.6        0.5        1.7        3.2        4.6        6.2
 
Number of Traders in Each Category                                    Total Traders:       150
        23         43         58          .          8          6         27         27         44          .         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is15,963,920
Positions
   795,422  3,992,969  3,149,741  3,370,674    566,027    274,233  1,406,600    573,126  4,842,491     40,535    382,135  1,108,016    976,209  1,075,184
 
Changes from:       June 14, 2011                                    Total Change is:   297,386
   163,464    -96,757     48,390     69,814    245,664     -6,825   -147,920     -8,786    190,612      4,163    -43,445     39,092    -63,404    -70,559
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       25.0       19.7       21.1        3.5        1.7        8.8        3.6       30.3        0.3        2.4        6.9        6.1        6.7
 
Number of Traders in Each Category                                    Total Traders:       306
        27         67         93          6         26         25         68         72        118         10         24         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,299
Positions
     5,208      5,773          0      1,561        866          7      2,627      6,023         11      3,526        550          0        359         69
 
Changes from:       June 14, 2011                                    Total Change is:      -876
        32        144          0        250        228        -32     -1,127     -1,220          8          0          5          0         -7         -9
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       43.4        0.0       11.7        6.5        0.1       19.8       45.3        0.1       26.5        4.1        0.0        2.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          5          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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    22,857
Positions
    16,323      9,583          0      1,199      2,261         58      4,826      5,410          0        119      5,446          0        332         99
 
Changes from:       June 14, 2011                                    Total Change is:    -2,759
    -3,966       -705          0          0       -438          0      1,188     -1,595          0         40         -9          0        -21        -12
 
Percent of Open Interest Represented by Each Category of Trader
      71.4       41.9        0.0        5.2        9.9        0.3       21.1       23.7        0.0        0.5       23.8        0.0        1.5        0.4
 
Number of Traders in Each Category                                    Total Traders:        34
         5          4          0          .          5          .          8          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    46,937
Positions
    12,763     14,421         15        143        840      1,064     19,422     24,629      1,672      4,536      1,552          0      7,321      2,743
 
Changes from:       June 14, 2011                                    Total Change is:    -7,235
      -325        196       -205        143        -40         -2     -7,898     -6,207        481        440       -157          0        130     -1,301
 
Percent of Open Interest Represented by Each Category of Trader
      27.2       30.7        0.0        0.3        1.8        2.3       41.4       52.5        3.6        9.7        3.3        0.0       15.6        5.8
 
Number of Traders in Each Category                                    Total Traders:       109
         .          6          .          .          5          .         27         29          7         28          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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   215,571
Positions
    74,536     74,084     31,439      9,151      2,056      6,155      8,022     25,617     25,877     12,107      4,427     23,056     25,228     22,860
 
Changes from:       June 14, 2011                                    Total Change is:   -33,405
   -14,684     -6,152     -4,103     -1,318       -553        123     -5,472    -11,111     -2,815      4,153        378     -8,446       -843       -726
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       34.4       14.6        4.2        1.0        2.9        3.7       11.9       12.0        5.6        2.1       10.7       11.7       10.6
 
Number of Traders in Each Category                                    Total Traders:       125
        11         12         20         12          4          7         19         28         30         11          8         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,211
Positions
       511      9,750          0      7,222          0          0      1,044        124          0          0          0          0      1,434        337
 
Changes from:       June 14, 2011                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       95.5        0.0       70.7        0.0        0.0       10.2        1.2        0.0        0.0        0.0        0.0       14.0        3.3
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0         10          0          0          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated June 24, 2011