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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   117,168
Positions
     9,732     47,178      3,239      9,857      6,392        262     27,022     30,832      7,202      6,980        954        259     52,615     20,851
 
Changes from:       June 28, 2011                                    Total Change is:    15,866
     1,510     12,687       -518     -1,235       -103          0     11,714      4,940        627     -3,709        954          6      7,471     -2,727
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       40.3        2.8        8.4        5.5        0.2       23.1       26.3        6.1        6.0        0.8        0.2       44.9       17.8
 
Number of Traders in Each Category                                    Total Traders:        86
         6         14          6          4          4          .         26         21         11          9          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    50,203
Positions
     3,629     24,720      1,030      1,246      1,122        158     17,698      9,661        587        418          0          0     25,435     12,924
 
Changes from:       June 28, 2011                                    Total Change is:    -3,896
     1,611     -2,447       -120       -249          8         14     -4,236     -1,010        -58          0          0          0       -858       -283
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       49.2        2.1        2.5        2.2        0.3       35.3       19.2        1.2        0.8        0.0        0.0       50.7       25.7
 
Number of Traders in Each Category                                    Total Traders:        43
         6          9          5          .          .          .         17          6          4          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   125,918
Positions
    52,249      1,433      4,879      4,476     29,292        956     32,921     54,278      3,307      2,042      5,073         63     25,025     26,637
 
Changes from:       June 28, 2011                                    Total Change is:    15,687
    12,244     -1,272        703     -1,165       -725         21        881     15,644        324        662          0          7      2,010        985
 
Percent of Open Interest Represented by Each Category of Trader
      41.5        1.1        3.9        3.6       23.3        0.8       26.1       43.1        2.6        1.6        4.0        0.0       19.9       21.2
 
Number of Traders in Each Category                                    Total Traders:        90
        13          4          8          4         13          4         19         29         13          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   102,714
Positions
    11,108     38,328      2,792     25,474      8,146        424     33,262     12,765      3,203      1,475      4,025         17     24,960     33,014
 
Changes from:       June 28, 2011                                    Total Change is:       489
     1,467      3,451         86     -1,324       -531         32        254       -981        193       -936       -302         -0        717     -1,458
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       37.3        2.7       24.8        7.9        0.4       32.4       12.4        3.1        1.4        3.9        0.0       24.3       32.1
 
Number of Traders in Each Category                                    Total Traders:       102
        11         12         10          9          7          .         29         23         17          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   237,636
Positions
    23,307     64,871     13,014     30,152     27,513      2,655     63,988     47,253     22,662     14,571      4,134      6,099     61,189     49,435
 
Changes from:       June 28, 2011                                    Total Change is:    10,179
       642     11,194       -822     -1,871     -1,216       -137     11,334      5,184        331        271     -1,711       -341        772     -2,303
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       27.3        5.5       12.7       11.6        1.1       26.9       19.9        9.5        6.1        1.7        2.6       25.7       20.8
 
Number of Traders in Each Category                                    Total Traders:       184
        19         17         16         15         21         14         44         44         42         10         14         14
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   130,287
Positions
     3,294     79,277      3,524      2,866      3,991        179     78,359     18,467      2,788      2,195      4,508        209     36,873     17,344
 
Changes from:       June 28, 2011                                    Total Change is:    30,072
        42     24,474      1,667       -439       -251         22     20,265      3,951         98      1,213      3,903        -30      7,233     -3,762
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       60.8        2.7        2.2        3.1        0.1       60.1       14.2        2.1        1.7        3.5        0.2       28.3       13.3
 
Number of Traders in Each Category                                    Total Traders:        86
         6         16          7          .          6          .         30         16         13          5          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   102,974
Positions
    43,383     60,596     26,571          0          0          0     29,227     14,213        476      1,645          0          0      1,673      1,119
 
Changes from:       June 28, 2011                                    Total Change is:       781
        13        985         92          0          0          0        570       -298          0          0          0          0        106          2
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       58.8       25.8        0.0        0.0        0.0       28.4       13.8        0.5        1.6        0.0        0.0        1.6        1.1
 
Number of Traders in Each Category                                    Total Traders:        26
         7         12         15          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   125,229
Positions
     9,745     85,082        444     13,611      1,302        111     88,332     33,456        247      4,213      2,164          0      8,526      2,423
 
Changes from:       June 28, 2011                                    Total Change is:    26,299
    -4,184     16,761        196       -886        200         57     27,520      9,178          0      1,558       -146          0      2,038         53
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       67.9        0.4       10.9        1.0        0.1       70.5       26.7        0.2        3.4        1.7        0.0        6.8        1.9
 
Number of Traders in Each Category                                    Total Traders:       116
         8         13          .          9          .          .         55         13          .         11          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    38,168
Positions
    29,477     27,533         66      2,311          0          0      4,359        138         11        493     10,098          0      1,451        322
 
Changes from:       June 28, 2011                                    Total Change is:      -476
     2,417      2,016     -2,417        200          0          0      1,697         -2          0         20      2,417     -2,417         24        -73
 
Percent of Open Interest Represented by Each Category of Trader
      77.2       72.1        0.2        6.1        0.0        0.0       11.4        0.4        0.0        1.3       26.5        0.0        3.8        0.8
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          0          0          9          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    30,520
Positions
     2,480     24,889          1        215        229          0     22,179      4,125          0      1,154        105          0      4,491      1,171
 
Changes from:       June 28, 2011                                    Total Change is:       868
        93      1,406          0         -2        -55          0        501       -317          0        197          0          0         79       -166
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       81.5        0.0        0.7        0.8        0.0       72.7       13.5        0.0        3.8        0.3        0.0       14.7        3.8
 
Number of Traders in Each Category                                    Total Traders:        42
         .          7          .          .          .          0         16          8          0          5          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    51,303
Positions
    15,579     29,671        245      3,188      1,873        712     20,460     11,547      1,491      2,961      1,433        255      6,413      4,078
 
Changes from:       June 28, 2011                                    Total Change is:    10,334
      -233      6,806        -27        525       -578        260      9,193      2,955        101         88        822         67        360        -72
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       57.8        0.5        6.2        3.6        1.4       39.9       22.5        2.9        5.8        2.8        0.5       12.5        7.9
 
Number of Traders in Each Category                                    Total Traders:        91
        19         13          5          6          4          .         25         19          7          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   102,607
Positions
    31,159     59,343        489      6,376      3,745      1,423     40,919     23,095      2,982      5,922      2,865        509     12,827      8,155
 
Changes from:       June 28, 2011                                    Total Change is:    20,668
      -465     13,613        -54      1,050     -1,156        520     18,385      5,910        202        175      1,644        134        721       -145
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       57.8        0.5        6.2        3.6        1.4       39.9       22.5        2.9        5.8        2.8        0.5       12.5        7.9
 
Number of Traders in Each Category                                    Total Traders:        91
        19         13          5          6          4          .         25         19          7          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   910,680
Positions
    48,044    214,856     35,459    389,423    114,050     59,914     76,860    154,091    124,942     23,553     78,020     30,169    122,315     99,178
 
Changes from:       June 28, 2011                                    Total Change is:    14,950
     8,960      9,955      1,525    -10,335    -10,169     -3,294      7,419     -6,079      9,357        870      7,087      3,946     -3,498      2,622
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       23.6        3.9       42.8       12.5        6.6        8.4       16.9       13.7        2.6        8.6        3.3       13.4       10.9
 
Number of Traders in Each Category                                    Total Traders:       569
        30         59         37        116         50         65         83        147        110         35         48         28
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   352,677
Positions
    21,269    113,989     11,322    125,649     35,809     10,583     27,004     26,582     58,901      5,109     34,592     18,072     74,768     42,827
 
Changes from:       June 28, 2011                                    Total Change is:    12,036
     1,412      9,935      1,221        232     -1,536     -1,217      3,771     -6,449      5,000      2,165      1,592      1,124     -1,671      2,365
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       32.3        3.2       35.6       10.2        3.0        7.7        7.5       16.7        1.4        9.8        5.1       21.2       12.1
 
Number of Traders in Each Category                                    Total Traders:       132
         9         16          8         29         13         16         15         32         42          7         10         12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 2,790,012
Positions
   172,124    542,586     82,433  1,328,901    401,236    236,620    332,258    720,521    247,233     95,315    220,234     57,393    237,735    281,757
 
Changes from:       June 28, 2011                                    Total Change is:    14,571
    38,555        912        710    -54,859    -45,194     -8,360     25,589      9,195     14,437     -4,278     29,673     11,912     -9,134      1,286
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       19.4        3.0       47.6       14.4        8.5       11.9       25.8        8.9        3.4        7.9        2.1        8.5       10.1
 
Number of Traders in Each Category                                    Total Traders:       518
        29         54         30        101         44         57         85        133         97         30         42         21
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   105,094
Positions
    12,095     40,623         66     57,400     37,585      2,990     21,541     14,411          9      1,690      3,655          0      9,303      5,755
 
Changes from:       June 28, 2011                                    Total Change is:    -1,656
        60        613        -13     -5,855     -2,350         17      3,688        335          3        217          0          0        228       -260
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       38.7        0.1       54.6       35.8        2.8       20.5       13.7        0.0        1.6        3.5        0.0        8.9        5.5
 
Number of Traders in Each Category                                    Total Traders:        91
         9         12          .         32         12         10         12         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    60,674
Positions
    17,002     22,956        586     12,000      6,965      1,539     18,571     18,957      2,608      2,366      3,234        281      5,722      3,549
 
Changes from:       June 28, 2011                                    Total Change is:     5,697
    -1,620      3,619        144        348     -1,054        -87      5,403      2,049        718        -54        323         29        816        -44
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       37.8        1.0       19.8       11.5        2.5       30.6       31.2        4.3        3.9        5.3        0.5        9.4        5.8
 
Number of Traders in Each Category                                    Total Traders:       237
        27         31          6         26         18         10         50         58         27         14         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   303,371
Positions
    85,009    114,780      2,930     59,999     34,827      7,693     92,854     94,784     13,038     11,830     16,168      1,405     28,612     17,746
 
Changes from:       June 28, 2011                                    Total Change is:    28,483
    -8,100     18,094        719      1,738     -5,270       -434     27,013     10,246      3,590       -268      1,614        144      4,082       -220
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       37.8        1.0       19.8       11.5        2.5       30.6       31.2        4.3        3.9        5.3        0.5        9.4        5.8
 
Number of Traders in Each Category                                    Total Traders:       237
        27         31          6         26         18         10         50         58         27         14         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   417,526
Positions
   197,069     39,110     10,015    112,365    156,469     31,470     42,156    137,066      4,988      2,557     21,733        113     16,793     16,562
 
Changes from:       June 28, 2011                                    Total Change is:   -19,103
   -15,545      4,360        318     -2,084     -9,564     -1,786      8,494     -2,391       -906       -171        790        112     -7,535    -10,036
 
Percent of Open Interest Represented by Each Category of Trader
      47.2        9.4        2.4       26.9       37.5        7.5       10.1       32.8        1.2        0.6        5.2        0.0        4.0        4.0
 
Number of Traders in Each Category                                    Total Traders:       254
        17         17          .         50         46         28         31         71         22          5         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    35,341
Positions
     8,938      7,894         35      8,438          0      2,680      7,526     12,757          1      1,162      4,075          0      6,561      7,899
 
Changes from:       June 28, 2011                                    Total Change is:     4,328
     3,277       -176          0         53       -543        169        728      4,222          0        326         50          0       -225        606
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       22.3        0.1       23.9        0.0        7.6       21.3       36.1        0.0        3.3       11.5        0.0       18.6       22.4
 
Number of Traders in Each Category                                    Total Traders:        54
        10          5          .         10          0          .         10         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    47,706
Positions
    15,759     18,488      1,702      6,979      1,660        569     14,853      2,476         29      1,001      1,205          0      6,814     21,577
 
Changes from:       June 28, 2011                                    Total Change is:     6,867
     3,806     -1,623        483       -464       -109          0      3,002       -250         28       -531        237          0        543      8,101
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       38.8        3.6       14.6        3.5        1.2       31.1        5.2        0.1        2.1        2.5        0.0       14.3       45.2
 
Number of Traders in Each Category                                    Total Traders:        60
        14         12          5          6          .          .         14          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    31,268
Positions
         0      5,953        491     20,360     12,025      4,173      2,997      7,904          3        415          0          0      2,829        719
 
Changes from:       June 28, 2011                                    Total Change is:      -526
      -200        357         42       -734     -1,602       -131        476      1,039          0          0          0          0         21       -231
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       19.0        1.6       65.1       38.5       13.3        9.6       25.3        0.0        1.3        0.0        0.0        9.0        2.3
 
Number of Traders in Each Category                                    Total Traders:        49
         0          4          .         18         14          9          5          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    44,725
Positions
     8,229     15,004      1,141     17,683      4,342      1,805      8,475     18,483        528      1,156        922        187      5,521      2,313
 
Changes from:       June 28, 2011                                    Total Change is:     3,612
       481        972          0      1,588     -1,960          7        995      4,140         84          3       -236          6        448        599
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       33.5        2.6       39.5        9.7        4.0       18.9       41.3        1.2        2.6        2.1        0.4       12.3        5.2
 
Number of Traders in Each Category                                    Total Traders:        62
         7          6          .         14          8          5         13          9          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   676,182
Positions
    13,271     73,592     18,574    282,641    129,512     77,804     56,059     65,787     57,001     13,600    101,125      3,649    153,582    149,139
 
Changes from:       June 28, 2011                                    Total Change is:   -41,026
     1,901    -20,963     -5,146     -9,573     -8,663     -6,497    -24,917    -15,803      9,956       -142      1,947        -53     -6,556      4,195
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       10.9        2.7       41.8       19.2       11.5        8.3        9.7        8.4        2.0       15.0        0.5       22.7       22.1
 
Number of Traders in Each Category                                    Total Traders:       154
         7         17         14         41         22         41         24         30         30          4          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   386,953
Positions
     8,545    160,647      1,703    279,645     12,390     21,223      9,858    136,941      2,773      1,500      5,535          0     61,707     45,741
 
Changes from:       June 28, 2011                                    Total Change is:    -7,152
   -15,734      5,601     -1,955     15,995      2,005        604          0    -14,469     -1,970          0      2,140          0     -4,091        892
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       41.5        0.4       72.3        3.2        5.5        2.5       35.4        0.7        0.4        1.4        0.0       15.9       11.8
 
Number of Traders in Each Category                                    Total Traders:        76
         .         11          .         36          5         17          .         17          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,040,582
Positions
    47,601    116,145      7,835    299,559    371,868    101,118    348,384     91,027     81,383     38,546    110,715      9,283    106,873    151,208
 
Changes from:       June 28, 2011                                    Total Change is:   -44,674
    -6,859    -21,766     -1,534      8,339    -24,966     14,710    -53,580    -16,310      7,394     -4,747      4,857     -6,175     -2,222       -882
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       11.2        0.8       28.8       35.7        9.7       33.5        8.7        7.8        3.7       10.6        0.9       10.3       14.5
 
Number of Traders in Each Category                                    Total Traders:       266
        13         39         16         30         61         44         54         34         30          8         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 2,236,819
Positions
   199,866    170,806    208,054    583,283    488,601    259,668    352,835    365,675    256,889     28,151     90,126     33,400    314,673    363,600
 
Changes from:       June 28, 2011                                    Total Change is:   -10,760
   -37,143     17,474      6,601     -2,005     -7,432     19,426    -15,349    -46,355     23,884        449     -6,971      3,204     -9,828    -20,592
 
Percent of Open Interest Represented by Each Category of Trader
       8.9        7.6        9.3       26.1       21.8       11.6       15.8       16.3       11.5        1.3        4.0        1.5       14.1       16.3
 
Number of Traders in Each Category                                    Total Traders:       290
        25         39         55         32         62         57         59         44         74         12         17         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,601,414
Positions
   135,502    161,309     52,288    266,330    640,511    135,304    477,360    120,408     98,532    191,498     72,833     16,075    228,525    304,154
 
Changes from:       June 28, 2011                                    Total Change is:  -103,569
    26,100    -61,785     -4,029     -5,082    -43,001     12,136   -126,835      7,400     -5,203     16,785    -10,080     -2,143    -15,299      3,136
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       10.1        3.3       16.6       40.0        8.4       29.8        7.5        6.2       12.0        4.5        1.0       14.3       19.0
 
Number of Traders in Each Category                                    Total Traders:       206
        15         26         20         17         51         37         44         30         39          9         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   968,139
Positions
   224,005    197,655    293,883      3,573     12,878     13,989     68,378     56,007    289,238      2,692     14,970     36,563     35,819     52,957
 
Changes from:       June 28, 2011                                    Total Change is:   -95,729
    -1,645     -9,702    -24,226        715         46        -68    -19,843     -4,220    -37,368      1,726     -3,653     -8,628     -6,392     -7,909
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       20.4       30.4        0.4        1.3        1.4        7.1        5.8       29.9        0.3        1.5        3.8        3.7        5.5
 
Number of Traders in Each Category                                    Total Traders:       146
        21         39         53          4          8          7         28         27         43          .         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is16,045,964
Positions
   811,216  3,935,378  3,113,435  3,419,401    539,308    279,407  1,255,600    520,605  5,083,691     46,870    433,450  1,111,504    924,840  1,029,185
 
Changes from:       June 28, 2011                                    Total Change is:  -148,538
  -103,426   -142,500    -14,480    -13,633    -64,231    -18,679    -91,082     -8,959     60,726      6,235     13,207     49,995    -24,194    -23,616
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       24.5       19.4       21.3        3.4        1.7        7.8        3.2       31.7        0.3        2.7        6.9        5.8        6.4
 
Number of Traders in Each Category                                    Total Traders:       307
        33         62         92          8         24         26         62         75        118         12         22         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    13,911
Positions
     7,461      5,904          0      1,238        861         12      1,402      6,518         16      3,500        550          0        282         50
 
Changes from:       June 28, 2011                                    Total Change is:       507
     2,802        401          0       -309         -5          3     -1,890        129          4        -26        -21          0        -77         -4
 
Percent of Open Interest Represented by Each Category of Trader
      53.6       42.4        0.0        8.9        6.2        0.1       10.1       46.9        0.1       25.2        4.0        0.0        2.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         4          .          0          .          4          .          5          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    25,408
Positions
    19,012     10,565          0      1,244      2,659         58      4,796      6,610          0         40      5,446          0        258         70
 
Changes from:       June 28, 2011                                    Total Change is:      -158
       502       -875          0         43         72          0       -606        655          0        -39          0          0        -58        -10
 
Percent of Open Interest Represented by Each Category of Trader
      74.8       41.6        0.0        4.9       10.5        0.2       18.9       26.0        0.0        0.2       21.4        0.0        1.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         5          4          0          .          5          .          5          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    48,108
Positions
    12,399     14,828        346        314        922        918     21,568     24,831      1,683      3,859      1,264          0      7,022      3,316
 
Changes from:       June 28, 2011                                    Total Change is:    -3,109
       -86     -2,677        331          0        230       -135     -3,033     -1,647        318         85        -90         -0       -589        562
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       30.8        0.7        0.7        1.9        1.9       44.8       51.6        3.5        8.0        2.6        0.0       14.6        6.9
 
Number of Traders in Each Category                                    Total Traders:       106
         .          5          .          .          .          .         28         31          8         27          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   212,404
Positions
    71,265     56,208     31,074     13,231      3,029      6,406     14,740     48,203     23,373      8,068      3,791     19,755     24,492     20,565
 
Changes from:       June 28, 2011                                    Total Change is:       176
    -6,911    -18,340      2,580      3,120        987        161      6,574     20,669     -2,462       -746       -385     -3,527      1,387        494
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       26.5       14.6        6.2        1.4        3.0        6.9       22.7       11.0        3.8        1.8        9.3       11.5        9.7
 
Number of Traders in Each Category                                    Total Traders:       126
        12         11         18         13          4          7         24         25         34         12          7         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,219
Positions
        98      4,320          0      2,352        363          0      1,722        913        486        640          0          0        921        137
 
Changes from:       June 28, 2011                                    Total Change is:        58
        -7          0          0          0          0          0         63         30          0          0          0          0          2         28
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       69.5        0.0       37.8        5.8        0.0       27.7       14.7        7.8       10.3        0.0        0.0       14.8        2.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated July 8, 2011