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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   148,819
Positions
    24,472     79,113      8,074     10,925      6,596        231     29,960     20,053     15,164     10,460      1,042        247     49,285     18,298
 
Changes from:       June 7, 2011                                     Total Change is:    12,960
     1,085      5,994      1,506        877       -144        -13     -4,362     -3,211     10,944         87      1,042         52      2,784     -3,211
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       53.2        5.4        7.3        4.4        0.2       20.1       13.5       10.2        7.0        0.7        0.2       33.1       12.3
 
Number of Traders in Each Category                                    Total Traders:        85
        12          9         11          4          4          .         27         14         12         14          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    56,001
Positions
     1,076     30,214        473      1,415      1,199         69     25,522     11,590        324        418          0          0     26,703     12,131
 
Changes from:       June 7, 2011                                     Total Change is:   -20,100
   -12,493     -6,263     -4,849       -478         -3        -15     -1,408     -6,200       -504          0          0          0       -354     -2,267
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       54.0        0.8        2.5        2.1        0.1       45.6       20.7        0.6        0.7        0.0        0.0       47.7       21.7
 
Number of Traders in Each Category                                    Total Traders:        44
         .          9          .          .          .          .         20          7          4          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    96,320
Positions
     7,735     18,235      2,472      6,278     23,787      1,136     45,151     22,115      2,822      1,429      4,001         25     29,271     21,727
 
Changes from:       June 7, 2011                                     Total Change is:   -22,668
   -14,763    -11,602     -6,294       -980        -43       -153        150     -5,734       -114       -749       -427         19        217      1,681
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       18.9        2.6        6.5       24.7        1.2       46.9       23.0        2.9        1.5        4.2        0.0       30.4       22.6
 
Number of Traders in Each Category                                    Total Traders:        78
         7          8          7          4         12          5         23         17          8          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   102,138
Positions
     7,156     39,067      2,746     25,475      8,565        353     32,814      9,824      2,304      1,425      3,422         25     29,839     35,831
 
Changes from:       June 7, 2011                                     Total Change is:   -11,550
    -9,655        989     -2,230     -1,733       -183          5      4,493     -7,296     -1,183         25       -485         25     -1,296     -1,192
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       38.2        2.7       24.9        8.4        0.3       32.1        9.6        2.3        1.4        3.4        0.0       29.2       35.1
 
Number of Traders in Each Category                                    Total Traders:        92
         7         14          9          8          7          .         31         15         12          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   224,792
Positions
    17,305     70,984      8,741     31,352     26,738      2,150     68,175     42,521     16,649     14,459      4,080      5,369     60,591     47,560
 
Changes from:       June 7, 2011                                     Total Change is:  -101,249
   -69,900    -50,409    -15,403     -2,972      2,529       -273     -2,731    -20,913     -2,339     -1,578       -470      1,421     -7,473    -15,393
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       31.6        3.9       13.9       11.9        1.0       30.3       18.9        7.4        6.4        1.8        2.4       27.0       21.2
 
Number of Traders in Each Category                                    Total Traders:       174
        16         17         15         13         20         12         40         51         42          7         10          8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   120,184
Positions
     2,403     80,992      1,406      4,003      3,745        134     71,578     14,381      1,852      6,585        871        168     32,054     16,636
 
Changes from:       June 7, 2011                                     Total Change is:   -29,856
    -3,672    -13,038    -13,001       -874         12          0     -7,243      4,480     -4,347      2,132        -98         -3     -2,850     -3,863
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       67.4        1.2        3.3        3.1        0.1       59.6       12.0        1.5        5.5        0.7        0.1       26.7       13.8
 
Number of Traders in Each Category                                    Total Traders:        73
         5         12          5          4          5          .         25         15         12          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   111,595
Positions
    17,984     35,125     61,210          0          0          0     29,236     14,066        448      1,645          0          0      1,072        746
 
Changes from:       June 7, 2011                                     Total Change is:     1,602
       781        915        134          0          0          0        612        498       -117          0          0          0        192        172
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       31.5       54.9        0.0        0.0        0.0       26.2       12.6        0.4        1.5        0.0        0.0        1.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         15          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   110,231
Positions
    13,662     77,782        354     14,014        402        274     72,062     25,810        328      2,548      2,341          0      6,989      2,940
 
Changes from:       June 7, 2011                                     Total Change is:   -39,836
     6,752    -38,308     -7,750     -1,791     -1,453        274    -26,907     14,126     -6,610     -1,499         42          0     -2,305       -157
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       70.6        0.3       12.7        0.4        0.2       65.4       23.4        0.3        2.3        2.1        0.0        6.3        2.7
 
Number of Traders in Each Category                                    Total Traders:       103
         8         10          .          7          .          .         46         19          .          6          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    38,596
Positions
    27,060     25,576      2,483      2,094          0          0      2,682        130         13        423      7,806      2,417      1,424        171
 
Changes from:       June 7, 2011                                     Total Change is:    -2,625
      -109        377     -2,607         58          0          0        394       -359          2         28        205        -80       -311       -163
 
Percent of Open Interest Represented by Each Category of Trader
      70.1       66.3        6.4        5.4        0.0        0.0        6.9        0.3        0.0        1.1       20.2        6.3        3.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        21
         .          5          .          .          0          0          8          .          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    31,432
Positions
     2,084     24,345          0        227        317          0     23,686      5,452          0      1,030        239          0      4,405      1,079
 
Changes from:       June 7, 2011                                     Total Change is:    -5,795
       307      1,926     -4,830          4        151          0       -447     -1,998       -446        147       -271          0       -530       -327
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       77.5        0.0        0.7        1.0        0.0       75.4       17.3        0.0        3.3        0.8        0.0       14.0        3.4
 
Number of Traders in Each Category                                    Total Traders:        50
         .         10          0          .          .          0         18         10          0          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    83,670
Positions
    24,631     32,532     13,335      3,226      2,126        125     10,530      7,294     12,920      1,811        259        296     16,797     14,783
 
Changes from:       June 7, 2011                                     Total Change is:    11,407
      -321        169      8,595        169        -90       -143     -1,576     -2,161      3,512        106        -92         26      1,040      1,591
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       38.9       15.9        3.9        2.5        0.1       12.6        8.7       15.4        2.2        0.3        0.4       20.1       17.7
 
Number of Traders in Each Category                                    Total Traders:        97
        19         17         18          4          5          .         32         10         22          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    26,271
Positions
     3,740     16,638      4,095        699          0          0      7,189      1,169      1,239          0          0          0      9,309      3,130
 
Changes from:       June 7, 2011                                     Total Change is:     5,643
       169        169      4,074        240          0          0       -126       -250      1,223          0          0          0         63        427
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       63.3       15.6        2.7        0.0        0.0       27.4        4.4        4.7        0.0        0.0        0.0       35.4       11.9
 
Number of Traders in Each Category                                    Total Traders:        25
         6          7          5          .          0          0          6          5          6          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   114,799
Positions
    49,290     39,296     10,973      5,053      4,252        249     21,591     27,159      8,452      3,621        518        593     14,977     23,307
 
Changes from:       June 7, 2011                                     Total Change is:    11,527
    -2,357     -1,376     10,418       -143       -180       -286     -3,152     -4,074      4,829        211       -183         51      1,955      2,328
 
Percent of Open Interest Represented by Each Category of Trader
      42.9       34.2        9.6        4.4        3.7        0.2       18.8       23.7        7.4        3.2        0.5        0.5       13.0       20.3
 
Number of Traders in Each Category                                    Total Traders:        96
        20         16         13          .          5          .         33         15         21          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 1,233,493
Positions
    50,460    239,078     91,187    407,049    125,186     69,544     80,734    183,606    217,780     23,087     49,541     61,473    232,178    196,097
 
Changes from:       June 7, 2011                                     Total Change is:   129,526
    -4,453       -719     30,588      7,617      2,579      1,458       -567     -7,013     43,614     -1,681     -3,249     25,616     27,334     36,652
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       19.4        7.4       33.0       10.1        5.6        6.5       14.9       17.7        1.9        4.0        5.0       18.8       15.9
 
Number of Traders in Each Category                                    Total Traders:       600
        35         51         60        120         59         82         97        159        136         42         37         37
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   489,657
Positions
    18,101    133,339     21,888    127,751     35,888     11,366     37,733     66,735     82,273      4,222     29,809     25,534    160,789     82,825
 
Changes from:       June 7, 2011                                     Total Change is:    43,188
     1,023     -2,528      2,502      3,352      1,548       -711      7,407      6,341     11,700        722     -2,858      7,122     10,070     20,072
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       27.2        4.5       26.1        7.3        2.3        7.7       13.6       16.8        0.9        6.1        5.2       32.8       16.9
 
Number of Traders in Each Category                                    Total Traders:       144
         9         22         12         32         11         17         18         37         49          6          9          9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 3,719,182
Positions
   283,167    650,064    225,128  1,417,812    467,809    269,573    514,348    883,702    378,190    115,692    120,032    158,325    356,947    566,360
 
Changes from:       June 7, 2011                                     Total Change is:   431,691
   -19,242     17,185    132,291     18,154      1,980     14,017      1,659    -25,237    118,039    -22,476    -12,415    102,931     86,318     82,899
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       17.5        6.1       38.1       12.6        7.2       13.8       23.8       10.2        3.1        3.2        4.3        9.6       15.2
 
Number of Traders in Each Category                                    Total Traders:       550
        37         45         53        101         56         72        102        139        121         40         30         32
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   123,493
Positions
    18,605     40,436      8,361     62,147     40,348      5,239     15,916     16,199      1,568      1,262      5,091          0     10,395      6,251
 
Changes from:       June 7, 2011                                     Total Change is:    11,804
      -427      1,083      8,123      3,015      1,239        -38       -185     -1,279        221          0          0          0      1,095      2,455
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       32.7        6.8       50.3       32.7        4.2       12.9       13.1        1.3        1.0        4.1        0.0        8.4        5.1
 
Number of Traders in Each Category                                    Total Traders:        90
         7         15          9         31         13         10         12         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   102,782
Positions
    19,185     28,282     14,505     13,810     18,630      2,045     19,329     13,400     13,245      2,970      1,637      2,893     14,800      8,144
 
Changes from:       June 7, 2011                                     Total Change is:    14,931
     2,061     -1,936      7,459     -1,776      3,494        119     -2,826      2,022      4,030        -48     -2,629        639      5,273      1,733
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       27.5       14.1       13.4       18.1        2.0       18.8       13.0       12.9        2.9        1.6        2.8       14.4        7.9
 
Number of Traders in Each Category                                    Total Traders:       225
        22         26         24         26         22         13         61         43         35         17          5          5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    20,332
Positions
     4,948     11,313      1,317      1,600          0          0      6,532      3,380        113        688      1,742          0      5,134      2,467
 
Changes from:       June 7, 2011                                     Total Change is:     2,606
       316        726        996          0          0          0        137      1,866        113        688     -1,914          0        356        819
 
Percent of Open Interest Represented by Each Category of Trader
      24.3       55.6        6.5        7.9        0.0        0.0       32.1       16.6        0.6        3.4        8.6        0.0       25.3       12.1
 
Number of Traders in Each Category                                    Total Traders:        26
         4         10          4          .          0          0          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   412,248
Positions
   102,261    115,922     34,861     65,050     97,152      6,224     98,846     84,962     30,800     20,809      8,878      5,065     48,331     28,383
 
Changes from:       June 7, 2011                                     Total Change is:    61,625
    11,890    -10,145     29,154     -8,880     17,468        595     -6,789      8,806     11,556       -834       -731        351     24,582      4,571
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       28.1        8.5       15.8       23.6        1.5       24.0       20.6        7.5        5.0        2.2        1.2       11.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       225
        25         23         21         26         22         13         59         46         32         18          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   482,640
Positions
   213,086     45,447     50,622    112,806    156,882     33,669     35,027    137,985     12,798      2,931     19,639        529     21,172     25,069
 
Changes from:       June 7, 2011                                     Total Change is:    49,867
     2,688     -4,973     34,165      5,767      6,833      1,488     -7,223     -1,385      9,412        110       -387        128      3,332      4,586
 
Percent of Open Interest Represented by Each Category of Trader
      44.2        9.4       10.5       23.4       32.5        7.0        7.3       28.6        2.7        0.6        4.1        0.1        4.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       270
        18         18         10         48         52         28         40         73         27          6         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    27,641
Positions
     2,929      7,887         51      8,270      1,343      1,637      7,227      6,391          0        961      3,663          0      6,566      6,669
 
Changes from:       June 7, 2011                                     Total Change is:   -33,430
    -6,176       -713     -4,435        561       -156       -143     -8,015     -2,267    -13,062        745       -449       -281     -2,624    -11,924
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       28.5        0.2       29.9        4.9        5.9       26.1       23.1        0.0        3.5       13.3        0.0       23.8       24.1
 
Number of Traders in Each Category                                    Total Traders:        48
         7          6          .          9          .          .         12          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    40,774
Positions
    15,131     12,471        974      7,012      1,749        569      9,216      5,260        107      2,483        968          0      5,282     18,676
 
Changes from:       June 7, 2011                                     Total Change is:   -41,053
    -9,428     -9,819     -2,860       -953     -2,235       -350       -804     -7,162     -9,108        667     -2,844       -818    -17,399     -5,857
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       30.6        2.4       17.2        4.3        1.4       22.6       12.9        0.3        6.1        2.4        0.0       13.0       45.8
 
Number of Traders in Each Category                                    Total Traders:        59
        15         11          4          6          .          .         10         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    46,300
Positions
         0      5,461      3,071     10,183        643     25,557        344      4,509      3,759          0          4        415      2,971      2,881
 
Changes from:       June 7, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.8        6.6       22.0        1.4       55.2        0.7        9.7        8.1        0.0        0.0        0.9        6.4        6.2
 
Number of Traders in Each Category                                    Total Traders:        44
         0          .          4         17          4         20          .          4          4          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    42,040
Positions
     2,891      2,106      9,225      7,009      4,127      9,312        858      3,829     10,256        433        822        325      1,731      2,038
 
Changes from:       June 7, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       6.9        5.0       21.9       16.7        9.8       22.2        2.0        9.1       24.4        1.0        2.0        0.8        4.1        4.8
 
Number of Traders in Each Category                                    Total Traders:        42
         7          4          8          6          4          4          .          7          7          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    21,786
Positions
       355        988        123     12,778     14,014      1,328      2,693      3,434          3        419          0          0      4,087      1,896
 
Changes from:       June 7, 2011                                     Total Change is:    -8,874
        99     -4,852        123     -6,819        232     -2,291        585     -2,051       -312          0          0          0       -259        277
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        4.5        0.6       58.7       64.3        6.1       12.4       15.8        0.0        1.9        0.0        0.0       18.8        8.7
 
Number of Traders in Each Category                                    Total Traders:        35
         .          .          .          9         11          .          6          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    28,269
Positions
     4,971     10,979        544      8,666      3,674        923      6,540      9,459        437        464        250          0      5,724      2,003
 
Changes from:       June 7, 2011                                     Total Change is:   -10,531
      -889     -4,188       -105     -6,282     -2,152       -287        447     -2,845        -12     -1,257       -579        -17     -2,129       -346
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       38.8        1.9       30.7       13.0        3.3       23.1       33.5        1.5        1.6        0.9        0.0       20.2        7.1
 
Number of Traders in Each Category                                    Total Traders:        39
         5          6          .          6          5          .         11          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   751,183
Positions
    22,410     92,530     29,456    287,220    138,732     79,895     85,334    105,779     56,322     14,226     83,566     10,438    165,881    154,465
 
Changes from:       June 7, 2011                                     Total Change is:   -22,474
    11,901    -11,863     -2,099     -6,302     -3,518     -2,858    -15,805     -8,605     -1,267        698      2,735        -93     -6,648      5,096
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       12.3        3.9       38.2       18.5       10.6       11.4       14.1        7.5        1.9       11.1        1.4       22.1       20.6
 
Number of Traders in Each Category                                    Total Traders:       167
         7         19         16         40         21         38         26         38         34          6         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   383,929
Positions
    18,313    154,236      7,079    262,383      8,317     22,140      2,000    141,587      7,521      1,500      2,040          0     62,994     41,009
 
Changes from:       June 7, 2011                                     Total Change is:    11,284
    15,160      7,335      1,222     -7,124        689      5,376          0      3,439     -1,054          0      2,040          0     -2,296     -7,763
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       40.2        1.8       68.3        2.2        5.8        0.5       36.9        2.0        0.4        0.5        0.0       16.4       10.7
 
Number of Traders in Each Category                                    Total Traders:        73
         4          9          8         32          7         19          .         18          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 1,041,535
Positions
    69,941    117,071     15,549    189,769    412,012     97,152    349,571     71,395     51,506    127,536     97,558     15,959    124,551    163,332
 
Changes from:       June 7, 2011                                     Total Change is:    -1,667
    28,323      7,025      1,083     -7,610     34,295     -3,214    -13,973    -11,707    -11,074     -2,903    -19,679        481      7,219      1,122
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       11.2        1.5       18.2       39.6        9.3       33.6        6.9        4.9       12.2        9.4        1.5       12.0       15.7
 
Number of Traders in Each Category                                    Total Traders:       264
        14         43         20         28         59         41         54         31         35          9         26          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 2,289,733
Positions
   246,303    164,356    198,681    564,292    505,685    254,163    352,441    385,740    258,240     46,958     98,024     28,400    340,255    396,443
 
Changes from:       June 7, 2011                                     Total Change is:    60,356
    35,886     41,199     19,289     -8,344    -22,905       -181      8,289     -3,960      2,823      8,368      3,228      3,568     -9,344     17,294
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        7.2        8.7       24.6       22.1       11.1       15.4       16.8       11.3        2.1        4.3        1.2       14.9       17.3
 
Number of Traders in Each Category                                    Total Traders:       289
        31         30         52         35         59         55         54         52         68         11         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 1,728,063
Positions
   131,762    236,118     60,734    250,040    700,595    118,527    572,392     70,147    121,686    168,881     76,609     12,886    291,156    330,760
 
Changes from:       June 7, 2011                                     Total Change is:   101,609
    -6,133     40,717    -14,362    -20,465     46,696     -2,004     51,034       -226      4,857     53,351      5,100      3,708     31,624     17,124
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       13.7        3.5       14.5       40.5        6.9       33.1        4.1        7.0        9.8        4.4        0.7       16.8       19.1
 
Number of Traders in Each Category                                    Total Traders:       214
        15         28         31         17         51         36         50         29         46          7         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   999,647
Positions
   232,362    183,429    307,757      3,270     11,076     14,288     73,255     90,635    294,908      7,756     14,700     27,933     38,119     54,922
 
Changes from:       June 7, 2011                                     Total Change is:    30,709
    -4,576      7,021     21,642      1,907          1      2,430      9,046     -4,840      2,326        -79      4,223        253     -2,239     -2,346
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       18.3       30.8        0.3        1.1        1.4        7.3        9.1       29.5        0.8        1.5        2.8        3.8        5.5
 
Number of Traders in Each Category                                    Total Traders:       155
        24         44         58          4          7          7         27         30         44          .          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is15,666,535
Positions
   631,959  4,089,726  3,101,350  3,300,859    320,363    281,059  1,554,520    581,911  4,651,879     36,372    425,580  1,068,924  1,039,613  1,145,742
 
Changes from:       June 7, 2011                                     Total Change is:-1,767,066
  -326,450   -304,399   -336,521     19,619    -21,184      2,707    -53,543    -70,999   -969,729     -7,966     -5,535    -82,322    -12,860     20,917
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       26.1       19.8       21.1        2.0        1.8        9.9        3.7       29.7        0.2        2.7        6.8        6.6        7.3
 
Number of Traders in Each Category                                    Total Traders:       299
        28         62         87          8         22         23         68         68        114         10         27         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    14,175
Positions
     5,176      5,629          0      1,311        638         39      3,754      7,243          3      3,526        545          0        366         78
 
Changes from:       June 7, 2011                                     Total Change is:      -773
       369        537     -1,101         22        -84         16        -37       -167          0          0         49          0        -42        -23
 
Percent of Open Interest Represented by Each Category of Trader
      36.5       39.7        0.0        9.2        4.5        0.3       26.5       51.1        0.0       24.9        3.8        0.0        2.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        31
         .          .          0          .          4          .          6          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    25,616
Positions
    20,289     10,288          0      1,199      2,699         58      3,638      7,005          0         79      5,455          0        353        111
 
Changes from:       June 7, 2011                                     Total Change is:    -3,067
    -1,950     -1,512          0        -11       -290          0        318         63     -1,393        -96          0          0         65         65
 
Percent of Open Interest Represented by Each Category of Trader
      79.2       40.2        0.0        4.7       10.5        0.2       14.2       27.3        0.0        0.3       21.3        0.0        1.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        32
         4          4          0          .          5          .          7          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    54,172
Positions
    13,088     14,225        220          0        880      1,066     27,320     30,837      1,191      4,096      1,709          0      7,191      4,044
 
Changes from:       June 7, 2011                                     Total Change is:    -9,030
   -14,291      2,996       -290       -419        325        149      7,769     -9,672     -1,620         69       -371       -432         36       -115
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       26.3        0.4        0.0        1.6        2.0       50.4       56.9        2.2        7.6        3.2        0.0       13.3        7.5
 
Number of Traders in Each Category                                    Total Traders:       105
         5          5          .          0          5          .         23         31         10         26          9          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   248,976
Positions
    89,220     80,236     35,542     10,469      2,609      6,032     13,494     36,728     28,692      7,954      4,049     31,502     26,071     23,586
 
Changes from:       June 7, 2011                                     Total Change is:     4,313
     7,540      2,322     -3,338     -5,948       -551        415      1,469      2,101     -2,412      1,126        362      2,016      3,445      3,398
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       32.2       14.3        4.2        1.0        2.4        5.4       14.8       11.5        3.2        1.6       12.7       10.5        9.5
 
Number of Traders in Each Category                                    Total Traders:       137
        14         12         20         12          4          7         28         25         36         12          9         30
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,072
Positions
       617      4,384        531      2,400        324         10      2,410      2,474        487        640          0          0      1,977        862
 
Changes from:       June 7, 2011                                     Total Change is:     1,106
        19        -45        523          0         49         10        -29        -17       -185          0          0          0        768        771
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       48.3        5.9       26.5        3.6        0.1       26.6       27.3        5.4        7.1        0.0        0.0       21.8        9.5
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          .          4          .          .          6          4          .          .          0          0
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Updated Jun 17, 2011