```
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   146,799
Positions
     9,861     77,117      6,184     13,265      6,159        445     46,370     26,662      8,619      9,966          0        831     51,257     20,782
 
Changes from:       July 26, 2011                                    Total Change is:     5,320
      -120      4,351      1,095        704       -295        203      2,259       -344      1,760       -158          0        -59       -365     -1,391
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       52.5        4.2        9.0        4.2        0.3       31.6       18.2        5.9        6.8        0.0        0.6       34.9       14.2
 
Number of Traders in Each Category                                    Total Traders:        92
         5         17          7          5          4          .         34         13         15         14          0          4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    68,831
Positions
     5,596     23,082      4,995      1,113      1,034        207     25,953     14,199      4,508        546          0          0     25,913     20,806
 
Changes from:       July 26, 2011                                    Total Change is:     8,744
     2,028     -3,748      1,800       -663        -86         74      4,027      1,524      2,885        130          0          0     -1,538      6,294
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       33.5        7.3        1.6        1.5        0.3       37.7       20.6        6.5        0.8        0.0        0.0       37.6       30.2
 
Number of Traders in Each Category                                    Total Traders:        54
         7          9          6          .          .          .         19         13          8          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   109,789
Positions
    21,741     12,247      3,486      6,302     29,605      1,157     44,981     32,509      3,139        626      4,357        119     28,238     23,171
 
Changes from:       July 26, 2011                                    Total Change is:     6,118
    -6,305      1,920        239      1,198       -488        275      8,545      4,150        728        183          6        -38      1,292       -674
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       11.2        3.2        5.7       27.0        1.1       41.0       29.6        2.9        0.6        4.0        0.1       25.7       21.1
 
Number of Traders in Each Category                                    Total Traders:        98
        11         11          8          5         12          4         31         23         12          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   166,268
Positions
     7,238     82,223      9,070     28,969      8,056        602     72,391     18,163      7,421        807      3,648        133     39,638     36,951
 
Changes from:       July 26, 2011                                    Total Change is:    14,548
       425      8,328      2,076       -931        208        175      7,761        339      2,340       -936       -696         79      3,559      1,699
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       49.5        5.5       17.4        4.8        0.4       43.5       10.9        4.5        0.5        2.2        0.1       23.8       22.2
 
Number of Traders in Each Category                                    Total Traders:       118
         9         18         11         10          7          .         37         27         22          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   237,941
Positions
    46,496     45,153     13,702     27,023     31,661      2,612     42,729     58,357     26,962     19,542      3,679      7,573     51,303     48,242
 
Changes from:       July 26, 2011                                    Total Change is:    11,527
     9,920     -7,173        193     -2,647      4,307        585      1,726     10,387      2,847         68       -292      2,094     -3,257     -1,421
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       19.0        5.8       11.4       13.3        1.1       18.0       24.5       11.3        8.2        1.5        3.2       21.6       20.3
 
Number of Traders in Each Category                                    Total Traders:       198
        25         15         18         13         21         11         38         60         46         15         11         15
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   141,504
Positions
     5,526     93,732      3,688      2,623      7,477        439     88,048     14,700      2,832      1,841      1,445        220     36,287     16,972
 
Changes from:       July 26, 2011                                    Total Change is:    -1,260
      -479     -7,048        422       -423        359        116     -1,052      3,777        766        116      1,321         80       -806     -1,053
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       66.2        2.6        1.9        5.3        0.3       62.2       10.4        2.0        1.3        1.0        0.2       25.6       12.0
 
Number of Traders in Each Category                                    Total Traders:        90
         5         14          7          .          6          .         38         15         10          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   107,013
Positions
    44,362     65,627     26,843          0          0          0     32,749     13,800        696      1,892          0          0        471         47
 
Changes from:       July 26, 2011                                    Total Change is:     3,377
       711      2,065      1,125          0          0          0      1,086       -139        338        247          0          0       -131        -13
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       61.3       25.1        0.0        0.0        0.0       30.6       12.9        0.7        1.8        0.0        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        28
         7         13         15          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   130,240
Positions
     7,485     82,867        579     13,490      1,002        358     96,190     41,392        328      4,083      1,305          0      7,727      2,409
 
Changes from:       July 26, 2011                                    Total Change is:    -7,583
      -448     -4,729          6       -851       -300        358     -5,424     -2,598        -22       -672       -601          0       -530        303
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       63.6        0.4       10.4        0.8        0.3       73.9       31.8        0.3        3.1        1.0        0.0        5.9        1.8
 
Number of Traders in Each Category                                    Total Traders:       108
         6         12          .         11          .          .         56         11          .          7          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,722
Positions
    12,000      7,870         66      2,330          0          0      4,172        363         19        575     12,149          0      1,560        255
 
Changes from:       July 26, 2011                                    Total Change is:        90
         0         18          0         11          0          0        -31         35          2          0          0          0        108         35
 
Percent of Open Interest Represented by Each Category of Trader
      57.9       38.0        0.3       11.2        0.0        0.0       20.1        1.8        0.1        2.8       58.6        0.0        7.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          6          .          .          0          0          7          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    33,788
Positions
     1,613     29,358          1        266        198          0     25,119      2,762        133      1,349          0          0      5,307      1,336
 
Changes from:       July 26, 2011                                    Total Change is:       995
      -253      1,554          0          2        -29          0      1,006       -267         19       -146          0          0        367       -282
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       86.9        0.0        0.8        0.6        0.0       74.3        8.2        0.4        4.0        0.0        0.0       15.7        4.0
 
Number of Traders in Each Category                                    Total Traders:        43
         .         12          .          .          .          0         18          5          .          5          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    74,773
Positions
    21,375     42,795      6,218      3,382      4,465        490     23,476      7,542      5,387      4,052        161        973      9,420      6,742
 
Changes from:       July 26, 2011                                    Total Change is:    -1,313
       527     -3,270       -489       -387      1,232          2     -1,761      1,446       -679        569     -1,202        -76        981      1,724
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       57.2        8.3        4.5        6.0        0.7       31.4       10.1        7.2        5.4        0.2        1.3       12.6        9.0
 
Number of Traders in Each Category                                    Total Traders:       100
        18         14          9          6          7          .         30         14         11          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    17,805
Positions
     9,258     15,190          0        693        258          0      4,749        756         35        731          0          0      2,339      1,565
 
Changes from:       July 26, 2011                                    Total Change is:        -0
      -500          0          0          7          0          0        -11        499          3          0       -499          0        501         -3
 
Percent of Open Interest Represented by Each Category of Trader
      52.0       85.3        0.0        3.9        1.4        0.0       26.7        4.2        0.2        4.1        0.0        0.0       13.1        8.8
 
Number of Traders in Each Category                                    Total Traders:        22
         7          6          0          .          .          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   113,937
Positions
    36,028     67,004        642      5,378      8,414        980     45,590     21,708      2,568      8,007      1,685        582     14,163     10,354
 
Changes from:       July 26, 2011                                    Total Change is:    -2,626
     1,015     -7,580         61       -788      2,464          4     -4,567        827       -297      1,041     -1,504        -55        961      3,455
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       58.8        0.6        4.7        7.4        0.9       40.0       19.1        2.3        7.0        1.5        0.5       12.4        9.1
 
Number of Traders in Each Category                                    Total Traders:        96
        18         13          6          5          6          .         30         15          8          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,051,713
Positions
    65,349    183,762     46,807    380,869    171,202     63,922     89,262    173,074    188,006     26,883     65,567     30,846    159,770    128,527
 
Changes from:       July 26, 2011                                    Total Change is:   116,387
    12,136    -30,633      6,641     -2,285     46,874        935      9,937     17,156     55,455      4,282    -12,373      6,334     22,953     25,999
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       17.5        4.5       36.2       16.3        6.1        8.5       16.5       17.9        2.6        6.2        2.9       15.2       12.2
 
Number of Traders in Each Category                                    Total Traders:       585
        36         52         41        111         63         72        106        133        113         49         35         29
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   414,808
Positions
    34,233    105,828     14,947    115,894     42,864     13,489     23,213     54,158     87,217      5,428     29,195     17,964    102,423     49,147
 
Changes from:       July 26, 2011                                    Total Change is:    47,535
     9,238    -13,783      4,105     -1,267      3,850     -1,642     -8,051     20,355     29,083        499     -4,113      2,515     13,055      7,165
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       25.5        3.6       27.9       10.3        3.3        5.6       13.1       21.0        1.3        7.0        4.3       24.7       11.8
 
Number of Traders in Each Category                                    Total Traders:       139
        11         17         10         30         13         15         25         30         47          6          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 3,184,524
Positions
   240,181    474,275     74,699  1,339,854    656,670    237,184    487,516    751,850    346,675    118,551    193,137     53,130    286,734    396,903
 
Changes from:       July 26, 2011                                    Total Change is:   344,262
    21,398    -77,343      5,775        353    220,564      7,439    114,903      8,967    106,896     29,856    -30,360      8,152     49,490     94,172
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       14.9        2.3       42.1       20.6        7.4       15.3       23.6       10.9        3.7        6.1        1.7        9.0       12.5
 
Number of Traders in Each Category                                    Total Traders:       534
        35         46         32         94         58         65        103        122         97         45         31         26
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   106,374
Positions
    12,922     36,031         69     60,006     42,106      3,345     17,276     13,660      1,353      2,459      3,695          0      8,944      6,115
 
Changes from:       July 26, 2011                                    Total Change is:    -3,337
       -42     -7,287          3      1,041      3,181        768     -5,727     -1,962      1,091       -182          0          0       -288        870
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       33.9        0.1       56.4       39.6        3.1       16.2       12.8        1.3        2.3        3.5        0.0        8.4        5.7
 
Number of Traders in Each Category                                    Total Traders:        90
        10         10          .         31         13         11         11         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    91,903
Positions
    17,225     41,119      6,190     14,410      7,569      1,653     29,726     14,406     10,623      1,966      3,681        731      9,378      5,931
 
Changes from:       July 26, 2011                                    Total Change is:    -2,199
       -67     -2,859        765         61      1,380        142     -2,549       -729       -557       -334     -1,582        164        176      1,077
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       44.7        6.7       15.7        8.2        1.8       32.3       15.7       11.6        2.1        4.0        0.8       10.2        6.5
 
Number of Traders in Each Category                                    Total Traders:       235
        25         30         10         30         19         11         68         40         24         16          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,314
Positions
     6,550     13,540          0        334          0          0      7,167      1,940          8        213        899          0      4,041      1,927
 
Changes from:       July 26, 2011                                    Total Change is:       352
     1,182         -1         -2          0          0          0       -982      1,228          8        213     -1,352          0        -67        471
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       73.9        0.0        1.8        0.0        0.0       39.1       10.6        0.0        1.2        4.9        0.0       22.1       10.5
 
Number of Traders in Each Category                                    Total Traders:        24
         6          7          0          .          0          0          4          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   367,945
Positions
    75,055    159,572      9,271     70,381     37,845      8,266    153,384    102,922     12,487      8,767     13,909      3,654     26,681     20,019
 
Changes from:       July 26, 2011                                    Total Change is:   -12,755
    -4,103    -12,147      1,696        303      6,900        709    -11,539    -13,489        879     -2,735     -1,150        820      1,216      3,028
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       43.4        2.5       19.1       10.3        2.2       41.7       28.0        3.4        2.4        3.8        1.0        7.3        5.4
 
Number of Traders in Each Category                                    Total Traders:       232
        25         29          7         30         19         11         69         38         20         15          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   418,789
Positions
   199,008     37,832      7,751    107,583    161,984     32,299     43,595    133,113      6,923      3,945     20,631         20     17,666     18,237
 
Changes from:       July 26, 2011                                    Total Change is:    13,345
    27,278     -8,352     -1,515     -2,491      8,926        288    -10,707     11,179         82        620     -1,159         20       -231      3,874
 
Percent of Open Interest Represented by Each Category of Trader
      47.5        9.0        1.9       25.7       38.7        7.7       10.4       31.8        1.7        0.9        4.9        0.0        4.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       253
        18         17          .         49         48         29         32         65         21          7         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    35,988
Positions
     9,441      9,889          0     11,018          0         12      7,013     14,415          0      1,624      4,312          0      6,880      7,360
 
Changes from:       July 26, 2011                                    Total Change is:    -1,508
      -469      1,184          0     -1,436          0         12        503     -1,099         -1        260        103          0       -377     -1,707
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       27.5        0.0       30.6        0.0        0.0       19.5       40.1        0.0        4.5       12.0        0.0       19.1       20.5
 
Number of Traders in Each Category                                    Total Traders:        58
        10          7          0         10          0          .         10         14          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    60,274
Positions
    12,483     39,082      2,238      6,947      4,811        569     18,601      3,588        574      1,028      2,533          0     17,834      6,879
 
Changes from:       July 26, 2011                                    Total Change is:     9,735
       -83      7,176          3        281        635          0     -1,018      1,886        466        165        163          0      9,921       -594
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       64.8        3.7       11.5        8.0        0.9       30.9        6.0        1.0        1.7        4.2        0.0       29.6       11.4
 
Number of Traders in Each Category                                    Total Traders:        69
        14         17          4          7          .          .         16          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    35,633
Positions
     1,606      4,811        803     18,249     18,881      4,656      5,951      5,591          4        683          0          0      3,681        887
 
Changes from:       July 26, 2011                                    Total Change is:     3,150
       965       -405        310       -815      4,171        -49      2,375       -677          0          0          0          0        364       -200
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       13.5        2.3       51.2       53.0       13.1       16.7       15.7        0.0        1.9        0.0        0.0       10.3        2.5
 
Number of Traders in Each Category                                    Total Traders:        50
         .          .          .         15         18          9          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    48,361
Positions
     9,081     17,081      1,388     18,530      4,997      1,752      8,103     17,888        472      2,019        667        172      6,844      3,944
 
Changes from:       July 26, 2011                                    Total Change is:       150
       131        353        135       -847       -145        213       -109       -883         11         74          0          0        542        466
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       35.3        2.9       38.3       10.3        3.6       16.8       37.0        1.0        4.2        1.4        0.4       14.2        8.2
 
Number of Traders in Each Category                                    Total Traders:        57
         8          7          .         14          6          5         10          6          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   789,441
Positions
    11,844    104,716     35,198    318,188    129,381     83,784     60,391    113,598     83,768     11,982     70,091     13,181    171,105    155,724
 
Changes from:       July 26, 2011                                    Total Change is:    59,695
     1,691       -843     10,961      4,377      7,099      3,573     -2,349      1,702     30,824        -78    -18,440      4,704      5,990     20,114
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       13.3        4.5       40.3       16.4       10.6        7.6       14.4       10.6        1.5        8.9        1.7       21.7       19.7
 
Number of Traders in Each Category                                    Total Traders:       171
         7         25         22         41         20         39         36         29         37          .         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   401,828
Positions
     7,662    163,672      4,098    284,273     12,962     29,217     11,530    141,469      3,740      1,500      2,619          0     59,808     44,051
 
Changes from:       July 26, 2011                                    Total Change is:    14,659
    -1,558      7,469        669     13,689      1,016        260         50      6,518        430          0     -3,050          0      1,118      1,346
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       40.7        1.0       70.7        3.2        7.3        2.9       35.2        0.9        0.4        0.7        0.0       14.9       11.0
 
Number of Traders in Each Category                                    Total Traders:        76
         .         10          .         36          5         17          .         17          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 1,085,224
Positions
    90,255    144,607     13,388    335,591    350,578     96,189    298,033    190,140     43,955     93,017    106,253      5,356    109,440    134,757
 
Changes from:       July 26, 2011                                    Total Change is:     9,498
     8,452        -21        840     16,715    -20,245      1,248    -31,855     62,391    -27,786     36,089      3,240        442      5,353    -10,611
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       13.3        1.2       30.9       32.3        8.9       27.5       17.5        4.1        8.6        9.8        0.5       10.1       12.4
 
Number of Traders in Each Category                                    Total Traders:       283
        16         42         22         33         60         45         56         36         30         10         30          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 2,324,233
Positions
   146,610    208,812    220,386    671,353    514,741    320,882    319,918    353,089    219,255     51,999     99,423     50,306    323,522    337,338
 
Changes from:       July 26, 2011                                    Total Change is:    46,769
     9,675    -55,283     27,305    -32,567    -45,459     66,402    -76,718     22,527     30,017      4,666      6,386     16,236      1,752    -21,362
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        9.0        9.5       28.9       22.1       13.8       13.8       15.2        9.4        2.2        4.3        2.2       13.9       14.5
 
Number of Traders in Each Category                                    Total Traders:       286
        29         36         57         32         62         58         56         42         67         13         16         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 1,632,142
Positions
   112,718    138,857     70,296    391,936    586,933    167,997    353,009    141,455    121,919    142,909     85,032     23,169    248,189    296,484
 
Changes from:       July 26, 2011                                    Total Change is:   -38,133
   -23,985    -14,176      9,785     46,712    -93,818     14,939   -127,958      3,919     21,771     -4,649      7,008      3,662     21,590      8,777
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        8.5        4.3       24.0       36.0       10.3       21.6        8.7        7.5        8.8        5.2        1.4       15.2       18.2
 
Number of Traders in Each Category                                    Total Traders:       212
        15         26         22         22         48         35         44         33         35          6         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 1,109,178
Positions
   294,288    286,070    313,916      2,693     10,405     13,414     77,415     75,648    304,208     14,349     10,529     39,752     49,143     55,235
 
Changes from:       July 26, 2011                                    Total Change is:   -26,896
    18,125     36,131    -34,142     -2,647     -1,073      1,327      8,630     -3,107    -22,076      9,208     -1,538     -1,419     -3,903       -998
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       25.8       28.3        0.2        0.9        1.2        7.0        6.8       27.4        1.3        0.9        3.6        4.4        5.0
 
Number of Traders in Each Category                                    Total Traders:       152
        22         42         53          4          6          6         23         34         43          .         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 is17,866,437
Positions
   888,947  4,001,830  3,602,662  3,519,541    480,999    299,142  1,263,501    643,752  5,986,873     64,331    514,716  1,256,715    984,724  1,079,748
 
Changes from:       July 26, 2011                                    Total Change is:   890,648
   -16,399    159,687    212,199     65,886    -95,709     19,599        544     11,045    459,671      9,311     21,727    109,455     30,383     -7,026
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       22.4       20.2       19.7        2.7        1.7        7.1        3.6       33.5        0.4        2.9        7.0        5.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       309
        33         64         93         12         21         25         62         72        115         10         24         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    13,260
Positions
     6,252      5,205          0      1,605        853         10      1,559      6,759         12      3,528        365          0        294         56
 
Changes from:       July 26, 2011                                    Total Change is:      -395
      -526       -441          0         59         -2          0        127        255         -5          0       -202          0        -50          0
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       39.3        0.0       12.1        6.4        0.1       11.8       51.0        0.1       26.6        2.8        0.0        2.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        33
         5          .          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    23,523
Positions
    16,442      9,998          0      1,248      1,970        121      5,330      5,913          0         80      5,453          0        302         68
 
Changes from:       July 26, 2011                                    Total Change is:    -1,138
    -1,115        -88          0         14       -274          0        -79       -758        -21         40          0          0         23          3
 
Percent of Open Interest Represented by Each Category of Trader
      69.9       42.5        0.0        5.3        8.4        0.5       22.7       25.1        0.0        0.3       23.2        0.0        1.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        34
         5          5          0          .          5          .          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    61,418
Positions
    16,212     15,912        533        433      1,018      1,014     31,213     34,140      1,465      2,803      2,307         35      7,709      4,994
 
Changes from:       July 26, 2011                                    Total Change is:      -370
     1,967        332          5         26        730       -187     -2,439       -719       -318        393       -103          6        177       -116
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       25.9        0.9        0.7        1.7        1.7       50.8       55.6        2.4        4.6        3.8        0.1       12.6        8.1
 
Number of Traders in Each Category                                    Total Traders:       117
         7          8          .          .          4          .         23         34          6         25         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   213,494
Positions
    39,293     51,890     50,452      7,146      1,414      8,208     12,756     24,518     31,483     19,058        684     16,634     28,464     28,211
 
Changes from:       July 26, 2011                                    Total Change is:    -7,110
   -17,728     -2,106      7,462        525         54      1,843      4,721        367     -1,274      9,572     -2,003     -8,396     -3,835     -3,057
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       24.3       23.6        3.3        0.7        3.8        6.0       11.5       14.7        8.9        0.3        7.8       13.3       13.2
 
Number of Traders in Each Category                                    Total Traders:       124
        11         14         21          7          4          9         22         21         30         14          .         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,287
Positions
        93      4,288          0      2,399        363          0      1,627      1,013        486      1,103          0          0        579        137
 
Changes from:       July 26, 2011                                    Total Change is:         1
         9          0          0         -9          0          0       -296          0          0        463          0          0       -166          1
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       68.2        0.0       38.2        5.8        0.0       25.9       16.1        7.7       17.5        0.0        0.0        9.2        2.2
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          0          6          .          .          .          0          0
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Updated August 5, 2011