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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   101,301
Positions
     8,222     34,490      3,757     11,092      6,495        262     15,308     25,891      6,575     10,689          0        252     45,144     23,579
 
Changes from:       June 21, 2011                                    Total Change is:     5,608
     1,778     -2,817        907         19         -3         12      2,606      3,991        205      1,639         -3        -11     -1,548      3,326
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       34.0        3.7       10.9        6.4        0.3       15.1       25.6        6.5       10.6        0.0        0.2       44.6       23.3
 
Number of Traders in Each Category                                    Total Traders:        79
         6         11          6          4          4          .         19         19         11         16          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    54,099
Positions
     2,018     27,167      1,150      1,495      1,114        144     21,934     10,671        645        418          0          0     26,293     13,207
 
Changes from:       June 21, 2011                                    Total Change is:       452
       976       -387        306         26        -71         64     -1,515       -438        127       -400          0          0        869        851
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       50.2        2.1        2.8        2.1        0.3       40.5       19.7        1.2        0.8        0.0        0.0       48.6       24.4
 
Number of Traders in Each Category                                    Total Traders:        46
         4          9          .          .          .          .         21          7          4          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   110,231
Positions
    40,005      2,705      4,176      5,641     30,017        935     32,041     38,635      2,982      1,381      5,073         56     23,015     25,653
 
Changes from:       June 21, 2011                                    Total Change is:    11,533
    15,703     -3,778      1,010     -1,394      3,262         -8     -2,735      6,873        256       -472      1,080         26       -851      2,813
 
Percent of Open Interest Represented by Each Category of Trader
      36.3        2.5        3.8        5.1       27.2        0.8       29.1       35.0        2.7        1.3        4.6        0.1       20.9       23.3
 
Number of Traders in Each Category                                    Total Traders:        92
        12          5          8          4         13          4         27         22         13          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   102,225
Positions
     9,641     34,877      2,706     26,798      8,677        392     33,008     13,747      3,010      2,410      4,327         17     24,243     34,472
 
Changes from:       June 21, 2011                                    Total Change is:    -5,225
     5,999    -11,438       -383      1,294         41          2     -6,562      2,808        367        142        749         -4     -6,081      2,632
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       34.1        2.6       26.2        8.5        0.4       32.3       13.4        2.9        2.4        4.2        0.0       23.7       33.7
 
Number of Traders in Each Category                                    Total Traders:       107
         9         13         10          9          7          .         30         26         15          5          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   227,458
Positions
    22,665     53,677     13,836     32,023     28,729      2,792     52,654     42,069     22,332     14,299      5,845      6,440     60,417     51,738
 
Changes from:       June 21, 2011                                    Total Change is:    -2,656
    -4,336     -3,713      2,614       -441      1,808        171     -4,884     -2,829      1,807        -27     -5,313        246      2,193      2,553
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       23.6        6.1       14.1       12.6        1.2       23.1       18.5        9.8        6.3        2.6        2.8       26.6       22.7
 
Number of Traders in Each Category                                    Total Traders:       181
        18         17         16         14         23         13         34         50         41          8         17         13
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   100,215
Positions
     3,252     54,804      1,857      3,305      4,242        157     58,095     14,516      2,689        982        606        238     29,640     21,106
 
Changes from:       June 21, 2011                                    Total Change is:    -5,815
       499    -11,177         50       -403        462         -1     -5,843        924        387       -445        -22         39        -98      3,524
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       54.7        1.9        3.3        4.2        0.2       58.0       14.5        2.7        1.0        0.6        0.2       29.6       21.1
 
Number of Traders in Each Category                                    Total Traders:        74
         6         12          5          .          6          .         24         17         15          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   102,193
Positions
    43,370     59,611     26,479          0          0          0     28,657     14,511        476      1,645          0          0      1,567      1,117
 
Changes from:       June 21, 2011                                    Total Change is:     2,509
    18,353     17,900    -13,920          0          0          0       -435        124          1          0          0          0     -1,490     -1,596
 
Percent of Open Interest Represented by Each Category of Trader
      42.4       58.3       25.9        0.0        0.0        0.0       28.0       14.2        0.5        1.6        0.0        0.0        1.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        28
         7         13         14          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    98,930
Positions
    13,929     68,321        248     14,497      1,102         54     60,812     24,278        247      2,655      2,310          0      6,488      2,370
 
Changes from:       June 21, 2011                                    Total Change is:       547
      -541      4,214          0       -168        300          0         23     -3,858        -79        929        129          0        383       -159
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       69.1        0.3       14.7        1.1        0.1       61.5       24.5        0.2        2.7        2.3        0.0        6.6        2.4
 
Number of Traders in Each Category                                    Total Traders:       105
         9         10          .          8          .          .         46         16          .          8          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    38,644
Positions
    27,060     25,517      2,483      2,111          0          0      2,662        140         11        473      7,681      2,417      1,427        395
 
Changes from:       June 21, 2011                                    Total Change is:       139
         0         43          0          0          0          0         81          7          0         40       -135          0         18        224
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       66.0        6.4        5.5        0.0        0.0        6.9        0.4        0.0        1.2       19.9        6.3        3.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          5          .          .          0          0          8          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,652
Positions
     2,387     23,483          1        217        284          0     21,678      4,442          0        957        105          0      4,412      1,337
 
Changes from:       June 21, 2011                                    Total Change is:      -609
       174       -174          1         -6         18          0       -628       -501          0       -213        -64          0         63        111
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       79.2        0.0        0.7        1.0        0.0       73.1       15.0        0.0        3.2        0.4        0.0       14.9        4.5
 
Number of Traders in Each Category                                    Total Traders:        40
         .          7          .          .          .          0         13          9          0          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    40,969
Positions
    15,812     22,865        271      2,663      2,451        452     11,267      8,593      1,390      2,874        610        188      6,053      4,150
 
Changes from:       June 21, 2011                                    Total Change is:    -1,581
    -1,819     -1,387       -230        -69         42         74         14       -654        298        220        213         31       -101         32
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       55.8        0.7        6.5        6.0        1.1       27.5       21.0        3.4        7.0        1.5        0.5       14.8       10.1
 
Number of Traders in Each Category                                    Total Traders:        89
        20         12          5          4          5          .         25         17          7          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    81,939
Positions
    31,624     45,730        543      5,326      4,901        903     22,534     17,185      2,781      5,747      1,221        375     12,106      8,300
 
Changes from:       June 21, 2011                                    Total Change is:    -3,163
    -3,637     -2,774       -459       -137         83        147         29     -1,308        595        440        427         62       -203         64
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       55.8        0.7        6.5        6.0        1.1       27.5       21.0        3.4        7.0        1.5        0.5       14.8       10.1
 
Number of Traders in Each Category                                    Total Traders:        89
        20         12          5          4          5          .         25         17          7          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   895,730
Positions
    39,083    204,901     33,934    399,758    124,219     63,208     69,441    160,170    115,585     22,683     70,933     26,223    125,813     96,556
 
Changes from:       June 21, 2011                                    Total Change is:     3,429
     2,873      4,959       -746     -2,656     -4,254       -606        922     -4,046     10,282       -368     -1,997      3,737    -10,008     -3,898
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       22.9        3.8       44.6       13.9        7.1        7.8       17.9       12.9        2.5        7.9        2.9       14.0       10.8
 
Number of Traders in Each Category                                    Total Traders:       561
        28         57         34        114         54         68         88        147        108         38         35         21
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   340,642
Positions
    19,858    104,054     10,102    125,418     37,345     11,801     23,233     33,030     53,901      2,944     33,000     16,948     76,439     40,461
 
Changes from:       June 21, 2011                                    Total Change is:     1,303
     5,135        416          2     -2,250        449       -397     -4,929      5,817      1,928        121       -837      1,144        549     -7,220
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       30.5        3.0       36.8       11.0        3.5        6.8        9.7       15.8        0.9        9.7        5.0       22.4       11.9
 
Number of Traders in Each Category                                    Total Traders:       131
         8         15          7         31         12         17         15         36         43          7          7          9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 2,775,441
Positions
   133,569    541,674     81,724  1,383,760    446,429    244,980    306,669    711,326    232,796     99,593    190,560     45,480    246,870    280,472
 
Changes from:       June 21, 2011                                    Total Change is:    10,634
   -14,988     19,031        -57     -5,688    -27,176      2,612     37,304    -41,272     33,725     -1,639     -4,993     12,154    -52,788     16,610
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       19.5        2.9       49.9       16.1        8.8       11.0       25.6        8.4        3.6        6.9        1.6        8.9       10.1
 
Number of Traders in Each Category                                    Total Traders:       513
        28         54         28         95         50         58         90        131         93         34         31         17
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   106,750
Positions
    12,035     40,010         79     63,255     39,935      2,973     17,853     14,076          6      1,473      3,655          0      9,076      6,016
 
Changes from:       June 21, 2011                                    Total Change is:       -97
      -474       -763        -23     -1,529        -64        -25      1,964        385       -712          0          0          0        701      1,104
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       37.5        0.1       59.3       37.4        2.8       16.7       13.2        0.0        1.4        3.4        0.0        8.5        5.6
 
Number of Traders in Each Category                                    Total Traders:        90
         9         11          .         33         12         10         12         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    54,977
Positions
    18,622     19,337        442     11,652      8,019      1,625     13,168     16,908      1,890      2,420      2,911        252      4,906      3,593
 
Changes from:       June 21, 2011                                    Total Change is:      -104
       402        290        267     -1,388     -6,683        329        358      1,347        334       -561        696         87         67      3,230
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       35.2        0.8       21.2       14.6        3.0       24.0       30.8        3.4        4.4        5.3        0.5        8.9        6.5
 
Number of Traders in Each Category                                    Total Traders:       222
        26         27          4         26         20          9         47         54         18         12         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   274,887
Positions
    93,109     96,686      2,211     58,261     40,097      8,127     65,841     84,538      9,448     12,098     14,554      1,261     24,530     17,966
 
Changes from:       June 21, 2011                                    Total Change is:      -522
     2,010      1,448      1,334     -6,941    -33,417      1,646      1,792      6,733      1,670     -2,805      3,482        434        337     16,148
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       35.2        0.8       21.2       14.6        3.0       24.0       30.8        3.4        4.4        5.3        0.5        8.9        6.5
 
Number of Traders in Each Category                                    Total Traders:       222
        26         27          4         26         20          9         47         54         18         12         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   436,629
Positions
   212,614     34,750      9,697    114,449    166,033     33,256     33,662    139,457      5,894      2,728     20,943          1     24,328     26,598
 
Changes from:       June 21, 2011                                    Total Change is:      -940
      -683     -1,294     -4,804      2,274     -3,354        321       -759      2,486     -2,715        -17      4,046         -1      5,445      4,375
 
Percent of Open Interest Represented by Each Category of Trader
      48.7        8.0        2.2       26.2       38.0        7.6        7.7       31.9        1.3        0.6        4.8        0.0        5.6        6.1
 
Number of Traders in Each Category                                    Total Traders:       258
        18         16          .         47         49         27         32         72         24          5         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    31,013
Positions
     5,661      8,070         35      8,385        543      2,511      6,798      8,535          1        836      4,025          0      6,786      7,293
 
Changes from:       June 21, 2011                                    Total Change is:     2,295
     2,346        -63        -16       -424       -800        794       -312      2,079          1       -387        333          0        293        -33
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       26.0        0.1       27.0        1.8        8.1       21.9       27.5        0.0        2.7       13.0        0.0       21.9       23.5
 
Number of Traders in Each Category                                    Total Traders:        48
         8          6          .          9          .          .          8         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    40,839
Positions
    11,953     20,111      1,219      7,443      1,769        569     11,851      2,726          1      1,532        968          0      6,271     13,476
 
Changes from:       June 21, 2011                                    Total Change is:      -914
    -3,033      5,663        215        -14         -5          0      3,112       -696        -39       -963          0          0       -192     -6,052
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       49.2        3.0       18.2        4.3        1.4       29.0        6.7        0.0        3.8        2.4        0.0       15.4       33.0
 
Number of Traders in Each Category                                    Total Traders:        62
        12         17          4          7          .          .         13          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    31,794
Positions
       200      5,596        449     21,094     13,627      4,304      2,521      6,865          3        415          0          0      2,808        950
 
Changes from:       June 21, 2011                                    Total Change is:      -197
       -77         80         20       -442        -42        211        759         23          0          0          0          0       -668       -489
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       17.6        1.4       66.3       42.9       13.5        7.9       21.6        0.0        1.3        0.0        0.0        8.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        46
         .          .          .         19         14          8          .          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    41,113
Positions
     7,748     14,032      1,141     16,095      6,302      1,798      7,480     14,343        444      1,153      1,158        181      5,073      1,714
 
Changes from:       June 21, 2011                                    Total Change is:     1,848
        61      1,260         45        621     -1,532        588      1,668      1,581        -49          0          0          0     -1,086        -45
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       34.1        2.8       39.1       15.3        4.4       18.2       34.9        1.1        2.8        2.8        0.4       12.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        58
         7          6          .         14          9          5          9          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   717,208
Positions
    11,370     94,555     23,720    292,214    138,175     84,300     80,976     81,590     47,044     13,742     99,178      3,702    160,138    144,944
 
Changes from:       June 21, 2011                                    Total Change is:   -29,478
     2,648     -7,599     -5,140     -1,272     10,351      1,815     -7,341    -13,579     -8,658        386     -8,025     -2,128     -9,788      3,485
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       13.2        3.3       40.7       19.3       11.8       11.3       11.4        6.6        1.9       13.8        0.5       22.3       20.2
 
Number of Traders in Each Category                                    Total Traders:       159
         6         18         16         42         22         39         23         33         31          6          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   394,106
Positions
    24,279    155,046      3,658    263,650     10,385     20,620      9,858    151,410      4,743      1,500      3,395          0     65,798     44,849
 
Changes from:       June 21, 2011                                    Total Change is:   -20,645
   -19,529     -8,961     -1,289     -2,861      1,998        550        592    -11,201       -130          0        433          0      2,021     -2,046
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       39.3        0.9       66.9        2.6        5.2        2.5       38.4        1.2        0.4        0.9        0.0       16.7       11.4
 
Number of Traders in Each Category                                    Total Traders:        74
         .         10          5         35          5         18          .         18          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,085,256
Positions
    54,460    137,911      9,369    291,220    396,834     86,408    401,964    107,338     73,990     43,292    105,858     15,459    109,095    152,090
 
Changes from:       June 21, 2011                                    Total Change is:   -11,593
   -27,475    -15,682     -6,748    -12,576    -14,419      5,475     55,837      7,837      7,277    -26,018      7,066     -1,032     -6,334     -1,369
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       12.7        0.9       26.8       36.6        8.0       37.0        9.9        6.8        4.0        9.8        1.4       10.1       14.0
 
Number of Traders in Each Category                                    Total Traders:       269
        15         36         13         30         57         42         55         38         32          9         29          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 2,247,580
Positions
   237,009    153,332    201,453    585,289    496,033    240,242    368,184    412,030    233,005     27,702     97,097     30,196    324,501    384,192
 
Changes from:       June 21, 2011                                    Total Change is:  -177,678
   -19,627     -1,343    -34,811     20,516    -52,580     -2,806    -43,804      9,902    -79,902     -7,760    -13,014    -14,647      5,163     11,523
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        6.8        9.0       26.0       22.1       10.7       16.4       18.3       10.4        1.2        4.3        1.3       14.4       17.1
 
Number of Traders in Each Category                                    Total Traders:       281
        39         27         55         33         56         51         57         40         68         10         19          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,704,983
Positions
   109,402    223,094     56,317    271,411    683,512    123,168    604,195    113,009    103,735    174,713     82,913     18,218    243,824    301,017
 
Changes from:       June 21, 2011                                    Total Change is:  -154,914
   -35,400    -61,684     -8,144      7,772    -57,898     15,472    -71,987      8,574    -34,717    -25,345     -1,077      3,471     -6,036    -18,911
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       13.1        3.3       15.9       40.1        7.2       35.4        6.6        6.1       10.2        4.9        1.1       14.3       17.7
 
Number of Traders in Each Category                                    Total Traders:       215
        15         33         22         18         51         36         38         34         37          5         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,063,868
Positions
   225,650    207,356    318,108      2,858     12,832     14,057     88,220     60,228    326,606        966     18,623     45,191     42,211     60,866
 
Changes from:       June 21, 2011                                    Total Change is:    36,146
   -11,096      8,513      7,074        256         42        696     12,886    -14,228     22,354     -3,973      1,524     12,612     -4,663     -2,441
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       19.5       29.9        0.3        1.2        1.3        8.3        5.7       30.7        0.1        1.8        4.2        4.0        5.7
 
Number of Traders in Each Category                                    Total Traders:       150
        26         37         55          .          8          6         30         24         46          .         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 is16,194,502
Positions
   914,643  4,077,878  3,127,915  3,433,033    603,539    298,086  1,346,682    529,564  5,022,965     40,635    420,243  1,061,510    949,034  1,052,801
 
Changes from:       June 21, 2011                                    Total Change is:   230,582
   119,220     84,909    -21,825     62,360     37,513     23,853    -59,918    -43,561    180,474        100     38,108    -46,506    -27,175    -22,383
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       25.2       19.3       21.2        3.7        1.8        8.3        3.3       31.0        0.3        2.6        6.6        5.9        6.5
 
Number of Traders in Each Category                                    Total Traders:       309
        33         64         95          6         25         25         68         68        119          8         27         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    13,404
Positions
     4,659      5,503          0      1,547        866          9      3,292      6,389         12      3,526        571          0        359         54
 
Changes from:       June 21, 2011                                    Total Change is:       105
      -549       -270          0        -14          0          2        665        366          1          0         21          0          0        -15
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       41.1        0.0       11.5        6.5        0.1       24.6       47.7        0.1       26.3        4.3        0.0        2.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    25,566
Positions
    18,510     11,440          0      1,201      2,587         58      5,402      5,955          0         79      5,446          0        316         80
 
Changes from:       June 21, 2011                                    Total Change is:     2,709
     2,187      1,857          0          2        326          0        576        545          0        -40          0          0        -16        -19
 
Percent of Open Interest Represented by Each Category of Trader
      72.4       44.7        0.0        4.7       10.1        0.2       21.1       23.3        0.0        0.3       21.3        0.0        1.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        33
         5          4          0          .          5          .          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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    51,217
Positions
    12,485     17,505         15        314        692      1,053     24,601     26,478      1,364      3,773      1,354          0      7,611      2,754
 
Changes from:       June 21, 2011                                    Total Change is:     4,280
      -278      3,084         -0        171       -148        -11      5,179      1,849       -308       -763       -198         -0        290         11
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       34.2        0.0        0.6        1.4        2.1       48.0       51.7        2.7        7.4        2.6        0.0       14.9        5.4
 
Number of Traders in Each Category                                    Total Traders:       106
         .          6          .          .          4          .         29         28          9         26          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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   212,227
Positions
    78,176     74,548     28,494     10,111      2,042      6,245      8,166     27,534     25,836      8,814      4,176     23,282     23,104     20,071
 
Changes from:       June 21, 2011                                    Total Change is:    -3,344
     3,640        464     -2,945        960        -14         90        144      1,917        -42     -3,293       -251        226     -2,124     -2,789
 
Percent of Open Interest Represented by Each Category of Trader
      36.8       35.1       13.4        4.8        1.0        2.9        3.8       13.0       12.2        4.2        2.0       11.0       10.9        9.5
 
Number of Traders in Each Category                                    Total Traders:       124
        11         13         21         10          4          6         18         27         31          9          9         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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     6,161
Positions
       105      4,320          0      2,352        363          0      1,659        883        486        640          0          0        919        109
 
Changes from:       June 21, 2011                                    Total Change is:    -2,911
      -512        -64       -531        -48         39        -10       -751     -1,591         -1          0          0          0     -1,058       -753
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       70.1        0.0       38.2        5.9        0.0       26.9       14.3        7.9       10.4        0.0        0.0       14.9        1.8
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          0          6          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,595
Positions
       661      9,755          4      6,981          0          0      1,444        431         28          0          0          0      1,477        377
 
Changes from:       June 21, 2011                                    Total Change is:       384
       150          5          4       -241          0          0        400        307         28          0          0          0         43         40
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       92.1        0.0       65.9        0.0        0.0       13.6        4.1        0.3        0.0        0.0        0.0       13.9        3.6
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          9          0          0          4          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 1, 2011