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BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,703
COMMITMENTS
     120      861      115    3,765    3,498    3,999    4,473      704      230

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:        170)
       0       13       12      162      144      174      169       -4        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     18.3      2.4     80.1     74.4     85.0     95.1     15.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       12       11       15       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       59,174
COMMITMENTS
  10,259    1,380   14,390   26,051   31,899   50,700   47,669    8,474   11,505

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      5,256)
   1,865     -398    1,847      923    2,733    4,635    4,182      621    1,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      2.3     24.3     44.0     53.9     85.7     80.6     14.3     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      28        6       24       39       38       74       62
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,197
COMMITMENTS
   1,941       62       54    2,011    3,346    4,005    3,463      191      734

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:         41)
      13        8       18       13       29       44       55       -3      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.3      1.5      1.3     47.9     79.7     95.4     82.5      4.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1        6       12       10       14
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      290,106
COMMITMENTS
  73,643   33,101   76,413  112,775  139,270  262,831  248,784   27,276   41,322

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -8,709)
   4,166   -2,241   -7,796   -5,102    1,644   -8,732   -8,393       23     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     11.4     26.3     38.9     48.0     90.6     85.8      9.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
     114       60      111       64       80      230      212
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      433,315
COMMITMENTS
 100,104   26,525  131,280  169,799  204,277  401,183  362,082   32,132   71,233

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -6,587)
  -1,459     -950   -4,454   -2,515      554   -8,429   -4,851    1,842   -1,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      6.1     30.3     39.2     47.1     92.6     83.6      7.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     117       85      149      108      176      307      350
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        9,047
COMMITMENTS
   3,807    3,732      687    2,868    2,540    7,362    6,959    1,685    2,088

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:         90)
     -98      -88      143       20      -72       65      -17       25      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.1     41.3      7.6     31.7     28.1     81.4     76.9     18.6     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      19       32       13        8       16       36       54
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       46,829
COMMITMENTS
  15,028    3,065   11,819   11,978   10,413   38,825   25,297    8,004   21,532

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -1,207)
  -1,095      -17       56      -56      290   -1,095      329     -112   -1,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      6.5     25.2     25.6     22.2     82.9     54.0     17.1     46.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      57       28       47       45       69      126      128
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      103,252
COMMITMENTS
  14,999        0      499   86,899  102,324  102,397  102,823      855      429

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -1,256)
     253        0       -2      461      382      712      380   -1,968   -1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      0.0      0.5     84.2     99.1     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        0        3       17       16       25       19
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      135,766
COMMITMENTS
  52,496   25,539    3,404   29,825   85,741   85,725  114,684   50,041   21,082

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     15,242)
  13,234    1,407      635    2,314   11,012   16,183   13,054     -941    2,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     18.8      2.5     22.0     63.2     63.1     84.5     36.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      36       15        8       24       32       65       50
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       55,886
COMMITMENTS
  21,073    9,733    1,313    6,427   30,815   28,813   41,861   27,073   14,024

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      4,898)
   2,965     -292      509    1,091    3,997    4,565    4,215      333      683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7     17.4      2.3     11.5     55.1     51.6     74.9     48.4     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20        9        6       11       13       35       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      135,263
COMMITMENTS
 100,309   11,043      624   26,181  121,273  127,114  132,940    8,149    2,323

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    -10,511)
 -11,221   -2,040      378      695   -9,039  -10,148  -10,701     -363      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.2      8.2      0.5     19.4     89.7     94.0     98.3      6.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      67       13        2       19       19       87       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      103,413
COMMITMENTS
  25,910   32,989    1,995   55,435   42,893   83,340   77,876   20,073   25,537

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    -22,807)
  -2,079  -20,041      231  -20,729    2,567  -22,576  -17,243     -231   -5,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     31.9      1.9     53.6     41.5     80.6     75.3     19.4     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      21       26        7       24       27       48       57
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      138,631
COMMITMENTS
  63,584   21,404    4,171   35,337   81,043  103,092  106,618   35,539   32,013

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     14,908)
  10,868   -2,761    1,156      775   19,389   12,800   17,784    2,108   -2,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.9     15.4      3.0     25.5     58.5     74.4     76.9     25.6     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      38       35       14       25       26       73       65
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      222,163
COMMITMENTS
  57,700   48,744   27,792   88,479   93,394  173,971  169,930   48,192   52,233

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -2,620)
  -3,066     -414    2,231    7,927   -1,761    7,092       56   -9,712   -2,676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     21.9     12.5     39.8     42.0     78.3     76.5     21.7     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      39       63       50       48       55      116      139
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       18,044
COMMITMENTS
  13,881   10,525       72    2,526    7,240   16,479   17,837    1,565      207

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    -19,834)
 -19,950      297        0       -6  -20,067  -19,956  -19,770      122      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.9     58.3      0.4     14.0     40.1     91.3     98.9      8.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        2        2        3        7       15       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       31,072
COMMITMENTS
  23,364    1,926      114    2,745   27,376   26,223   29,416    4,849    1,656

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      1,327)
     677   -1,177      114      -93    1,959      698      896      629      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.2      6.2      0.4      8.8     88.1     84.4     94.7     15.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      21        5        1        6       10       28       15
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,757,691
COMMITMENTS
 1109268  715,554  5768480  8873878  9143178 15751625 15627213  1006065  1130478

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:   -251,606)
 -66,674   26,143 -176,462    8,298  -91,827 -234,837 -242,146  -16,769   -9,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      4.3     34.4     53.0     54.6     94.0     93.3      6.0      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      61       69      115      154      160      283      285
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      914,355
COMMITMENTS
  71,737   84,811   66,511  643,349  663,003  781,597  814,325  132,758  100,031

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    -39,855)
 -11,081    1,125  -15,022  -11,696  -23,948  -37,798  -37,844   -2,057   -2,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      9.3      7.3     70.4     72.5     85.5     89.1     14.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      551)
     109      110      100      237      227      397      386
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      347,550
COMMITMENTS
  22,903   26,058   28,744  212,440  251,541  264,087  306,343   83,463   41,207

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    -23,231)
  -1,098      105   -8,647  -15,956  -10,148  -25,702  -18,690    2,471   -4,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      7.5      8.3     61.1     72.4     76.0     88.1     24.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      22       24       31       68       58      106       97
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,834,027
COMMITMENTS
 302,087  351,686  130,916  2154548  2057306  2587551  2539909  246,475  294,118

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    -83,119)
 -47,492    7,523  -34,293   21,303  -69,001  -60,483  -95,771  -22,636   12,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     12.4      4.6     76.0     72.6     91.3     89.6      8.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      504)
      97      100       86      211      208      353      349
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      110,003
COMMITMENTS
  14,802    5,347        0   86,232   99,557  101,034  104,904    8,969    5,099

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -2,719)
    -384   -1,467        0   -2,085   -2,791   -2,469   -4,258     -250    1,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      4.9      0.0     78.4     90.5     91.8     95.4      8.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      15        5        0       54       39       69       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       92,937
COMMITMENTS
  23,469    7,177    5,576   54,340   75,642   83,386   88,395    9,551    4,542

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      2,601)
     133    1,665      750    2,679    1,960    3,562    4,375     -962   -1,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      7.7      6.0     58.5     81.4     89.7     95.1     10.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      73       31       14       76       87      155      126
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       18,519
COMMITMENTS
   4,438    1,957        0    9,488   14,621   13,926   16,578    4,593    1,941

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      2,177)
     246      984        0    1,024    2,693    1,270    3,677      907   -1,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     10.6      0.0     51.2     79.0     75.2     89.5     24.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        0        9        8       10       11
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      372,093
COMMITMENTS
 119,576   50,523    3,460  224,262  305,104  347,298  359,086   24,794   13,007

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      2,119)
   3,203    7,170      -15    8,275   -3,666   11,462    3,489   -9,344   -1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1     13.6      0.9     60.3     82.0     93.3     96.5      6.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      72       31       12       73       85      151      122
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      133,796
COMMITMENTS
  90,366   12,571    1,776    7,401  103,261   99,544  117,608   34,252   16,188

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      8,046)
   8,945   -1,569       74     -668   10,023    8,351    8,529     -305     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    67.5      9.4      1.3      5.5     77.2     74.4     87.9     25.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      34       14        9       15       25       54       43
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,432
COMMITMENTS
   8,352   13,855        0   20,196   14,802   28,548   28,657    8,884    8,775

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      1,662)
     114    1,547        0      285   -1,207      399      340    1,263    1,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3     37.0      0.0     54.0     39.5     76.3     76.6     23.7     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       15        0       18       14       32       29
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       55,644
COMMITMENTS
  19,435    5,314      350   19,450   44,633   39,235   50,297   16,409    5,347

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      6,673)
   3,438      280       30      154    6,902    3,622    7,212    3,051     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9      9.5      0.6     35.0     80.2     70.5     90.4     29.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20        8        1       21       28       42       36
```

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Updated July 22, 2011