Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   120,524
Positions
     7,328     56,070      3,744     11,581      6,498        278     32,801     28,715      5,938      7,487          2        385     50,981     18,893
 
Changes from:       July 5, 2011                                     Total Change is:     3,356
    -2,404      8,892        505      1,724        106         16      5,779     -2,116     -1,264        507       -952        127     -1,633     -1,958
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       46.5        3.1        9.6        5.4        0.2       27.2       23.8        4.9        6.2        0.0        0.3       42.3       15.7
 
Number of Traders in Each Category                                    Total Traders:        82
         6         14          6          4          4          .         29         15          8          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    50,988
Positions
     2,645     25,436      1,220      1,252      1,127        158     18,007      9,148        558        408          0          0     26,740     13,341
 
Changes from:       July 5, 2011                                     Total Change is:       785
      -984        716        190          6          5          0        308       -514        -29        -10          0          0      1,305        418
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       49.9        2.4        2.5        2.2        0.3       35.3       17.9        1.1        0.8        0.0        0.0       52.4       26.2
 
Number of Traders in Each Category                                    Total Traders:        43
         4          9          5          .          .          .         17          8          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   126,220
Positions
    61,629      2,020      2,929      4,551     30,103        966     32,563     51,891      2,099      1,141      5,073         39     20,304     31,100
 
Changes from:       July 5, 2011                                     Total Change is:       302
     9,380        587     -1,950         75        811         10       -359     -2,387     -1,208       -902          0        -23     -4,722      4,463
 
Percent of Open Interest Represented by Each Category of Trader
      48.8        1.6        2.3        3.6       23.8        0.8       25.8       41.1        1.7        0.9        4.0        0.0       16.1       24.6
 
Number of Traders in Each Category                                    Total Traders:        89
        15          5          8          4         13          4         18         27         11          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   123,722
Positions
     8,969     52,598      3,716     26,849      8,145        428     46,148     16,854      2,744      1,438      4,349          0     33,430     34,888
 
Changes from:       July 5, 2011                                     Total Change is:    21,009
    -2,140     14,270        925      1,375         -1          4     12,887      4,088       -459        -37        324        -17      8,470      1,875
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       42.5        3.0       21.7        6.6        0.3       37.3       13.6        2.2        1.2        3.5        0.0       27.0       28.2
 
Number of Traders in Each Category                                    Total Traders:       105
         9         16          9          9          7          .         29         25         12          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   224,784
Positions
    35,792     41,262     10,970     31,564     26,668      2,452     46,306     58,928     19,858     14,900      4,699      5,037     57,904     54,909
 
Changes from:       July 5, 2011                                     Total Change is:   -12,853
    12,485    -23,609     -2,043      1,412       -845       -203    -17,683     11,675     -2,804        330        564     -1,061     -3,285      5,475
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       18.4        4.9       14.0       11.9        1.1       20.6       26.2        8.8        6.6        2.1        2.2       25.8       24.4
 
Number of Traders in Each Category                                    Total Traders:       172
        22         15         16         16         16         12         32         51         38         10         10          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   125,750
Positions
     4,105     84,803      2,642      2,872      4,698        179     77,922     14,780      1,677      1,641        147        154     34,558     16,670
 
Changes from:       July 5, 2011                                     Total Change is:    -4,538
       811      5,526       -882          6        706          0       -437     -3,687     -1,111       -554     -4,362        -54     -2,316       -674
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       67.4        2.1        2.3        3.7        0.1       62.0       11.8        1.3        1.3        0.1        0.1       27.5       13.3
 
Number of Traders in Each Category                                    Total Traders:        74
         6         15          6          .          6          .         27         12          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   104,508
Positions
    43,506     61,353     25,899          0          0          0     30,043     14,599        592      1,645          0          0      2,823      2,065
 
Changes from:       July 5, 2011                                     Total Change is:     1,534
       124        758       -672          0          0          0        816        386        116          0          0          0      1,150        946
 
Percent of Open Interest Represented by Each Category of Trader
      41.6       58.7       24.8        0.0        0.0        0.0       28.7       14.0        0.6        1.6        0.0        0.0        2.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        26
         7         12         15          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   145,774
Positions
     6,901     94,651        450     13,782      1,302        111    111,324     44,951        247      4,447      1,929          0      8,512      2,133
 
Changes from:       July 5, 2011                                     Total Change is:    20,545
    -2,844      9,569          6        171          0          0     22,992     11,495          0        234       -235          0        -14       -290
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       64.9        0.3        9.5        0.9        0.1       76.4       30.8        0.2        3.1        1.3        0.0        5.8        1.5
 
Number of Traders in Each Category                                    Total Traders:       110
         6         13          .         10          .          .         59         10          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    37,878
Positions
    29,477     27,022         66      2,325          0          0      4,025        403         17        525     10,099          0      1,443        271
 
Changes from:       July 5, 2011                                     Total Change is:      -290
         0       -511          0         14          0          0       -334        265          6         32          1          0         -8        -51
 
Percent of Open Interest Represented by Each Category of Trader
      77.8       71.3        0.2        6.1        0.0        0.0       10.6        1.1        0.0        1.4       26.7        0.0        3.8        0.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .          6          .          .          0          0          8          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    29,745
Positions
     2,157     24,145          1        259        232          0     22,147      4,142          0        961          0          0      4,220      1,225
 
Changes from:       July 5, 2011                                     Total Change is:      -775
      -323       -744          0         44          3          0        -32         17          0       -193       -105          0       -271         54
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       81.2        0.0        0.9        0.8        0.0       74.5       13.9        0.0        3.2        0.0        0.0       14.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        41
         .          6          .          .          .          0         17          9          0          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    75,144
Positions
    19,944     47,312      2,538      3,731      2,021        625     28,574      9,054      5,722      2,805      1,327      1,025     10,180      5,521
 
Changes from:       July 5, 2011                                     Total Change is:    23,840
     4,365     17,641      2,294        543        148        -87      8,115     -2,494      4,230       -156       -106        770      3,767      1,444
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       63.0        3.4        5.0        2.7        0.8       38.0       12.0        7.6        3.7        1.8        1.4       13.5        7.3
 
Number of Traders in Each Category                                    Total Traders:       101
        20         15          7          7          4          .         26         21         12          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    14,666
Positions
     6,261     12,194          0        706        218          0      4,339        259         33        731        499          0      2,596      1,463
 
Changes from:       July 5, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       83.1        0.0        4.8        1.5        0.0       29.6        1.8        0.2        5.0        3.4        0.0       17.7       10.0
 
Number of Traders in Each Category                                    Total Traders:        21
         6          5          0          .          .          0          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   120,956
Positions
    31,849     74,719        593      6,049      3,605      1,249     57,216     26,336      2,631      5,610      3,118        588     15,170      8,116
 
Changes from:       July 5, 2011                                     Total Change is:    18,349
       690     15,376        104       -327       -140       -174     16,297      3,241       -351       -312        253         79      2,343        -39
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       61.8        0.5        5.0        3.0        1.0       47.3       21.8        2.2        4.6        2.6        0.5       12.5        6.7
 
Number of Traders in Each Category                                    Total Traders:        96
        20         14          5          6          .          .         26         22          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   954,210
Positions
    48,023    214,719     39,979    388,068    134,453     59,967     87,629    153,363    138,915     23,696     77,654     33,119    134,815    102,041
 
Changes from:       July 5, 2011                                     Total Change is:    43,530
       -20       -137      4,520     -1,355     20,404         53     10,768       -728     13,972        143       -366      2,950     12,500      2,863
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       22.5        4.2       40.7       14.1        6.3        9.2       16.1       14.6        2.5        8.1        3.5       14.1       10.7
 
Number of Traders in Each Category                                    Total Traders:       600
        30         57         37        111         62         72         88        155        116         50         47         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   370,781
Positions
    23,051    113,627     12,262    123,650     35,599     11,613     26,765     30,423     66,621      5,276     34,338     20,552     80,993     45,748
 
Changes from:       July 5, 2011                                     Total Change is:    18,104
     1,781       -362        939     -1,999       -211      1,029       -239      3,841      7,720        167       -254      2,480      6,225      2,921
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       30.6        3.3       33.3        9.6        3.1        7.2        8.2       18.0        1.4        9.3        5.5       21.8       12.3
 
Number of Traders in Each Category                                    Total Traders:       136
         9         16          8         29         12         14         19         33         47          9          9         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,917,146
Positions
   172,268    552,864     91,183  1,331,788    503,975    232,072    390,677    701,056    275,114     94,322    218,806     60,610    269,112    281,466
 
Changes from:       July 5, 2011                                     Total Change is:   127,134
       145     10,278      8,750      2,887    102,739     -4,548     58,419    -19,464     27,881       -993     -1,428      3,218     31,376       -291
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       19.0        3.1       45.7       17.3        8.0       13.4       24.0        9.4        3.2        7.5        2.1        9.2        9.6
 
Number of Traders in Each Category                                    Total Traders:       550
        29         51         31         95         59         65         90        140        100         44         42         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   112,722
Positions
    12,334     47,055         66     60,877     37,492      3,271     25,461     17,615          8      1,486      3,655          0      9,219      3,560
 
Changes from:       July 5, 2011                                     Total Change is:     7,628
       239      6,432          0      3,477        -93        281      3,920      3,204         -1       -204          0          0        -84     -2,195
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       41.7        0.1       54.0       33.3        2.9       22.6       15.6        0.0        1.3        3.2        0.0        8.2        3.2
 
Number of Traders in Each Category                                    Total Traders:       102
        10         12          .         35         12         10         18         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    90,336
Positions
    17,753     42,472      2,491     12,283      7,087      1,646     32,560     14,611     10,630      2,170      4,793        290     10,513      6,316
 
Changes from:       July 5, 2011                                     Total Change is:    29,662
       751     19,516      1,905        284        122        107     13,989     -4,345      8,022       -196      1,559          9      4,791      2,767
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       47.0        2.8       13.6        7.8        1.8       36.0       16.2       11.8        2.4        5.3        0.3       11.6        7.0
 
Number of Traders in Each Category                                    Total Traders:       237
        22         33         10         25         20          9         69         45         24         13         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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    16,341
Positions
     4,220     10,922          1        334          0          0      8,101        220          0          0      1,758          0      3,685      3,440
 
Changes from:       July 5, 2011                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       66.8        0.0        2.0        0.0        0.0       49.6        1.3        0.0        0.0       10.8        0.0       22.6       21.1
 
Number of Traders in Each Category                                    Total Traders:        21
         7          6          .          .          0          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   369,974
Positions
    77,741    167,827      2,374     59,747     35,437      8,230    163,720    113,382     11,724     10,850     15,173      1,449     34,138     14,377
 
Changes from:       July 5, 2011                                     Total Change is:    66,604
    -7,268     53,047       -556       -252        610        537     70,866     18,599     -1,314       -980       -995         44      5,526     -3,369
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       45.4        0.6       16.1        9.6        2.2       44.3       30.6        3.2        2.9        4.1        0.4        9.2        3.9
 
Number of Traders in Each Category                                    Total Traders:       235
        21         33          6         25         20          9         70         44         20         13          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   420,686
Positions
   176,276     44,298     10,755    113,304    157,107     31,699     60,433    132,124      5,110      2,519     21,875        127     20,464     17,591
 
Changes from:       July 5, 2011                                     Total Change is:     3,160
   -20,793      5,188        740        939        638        229     18,276     -4,941        122        -37        142         14      3,670      1,028
 
Percent of Open Interest Represented by Each Category of Trader
      41.9       10.5        2.6       26.9       37.3        7.5       14.4       31.4        1.2        0.6        5.2        0.0        4.9        4.2
 
Number of Traders in Each Category                                    Total Traders:       263
        20         17          .         51         45         30         43         65         22          6         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,770
Positions
     9,266      8,111         35      9,374          0      2,772      6,163     13,365          0        539      4,034          0      7,621      7,453
 
Changes from:       July 5, 2011                                     Total Change is:       429
       328        217          0        936          0         92     -1,363        608         -1       -623        -41          0      1,060       -446
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       22.7        0.1       26.2        0.0        7.7       17.2       37.4        0.0        1.5       11.3        0.0       21.3       20.8
 
Number of Traders in Each Category                                    Total Traders:        54
        11          6          .         10          0          .          8         14          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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    48,971
Positions
     9,594     31,054      1,581      6,484      4,210        569     16,753      3,467         30        602      2,174          0     13,358      5,886
 
Changes from:       July 5, 2011                                     Total Change is:     1,265
    -6,165     12,566       -121       -495      2,550          0      1,900        991          1       -399        969          0      6,544    -15,691
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       63.4        3.2       13.2        8.6        1.2       34.2        7.1        0.1        1.2        4.4        0.0       27.3       12.0
 
Number of Traders in Each Category                                    Total Traders:        64
        11         17          4          6          .          .         16          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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    33,283
Positions
         0      5,816        493     20,330     13,342      4,818      3,893      7,998          4        415          0          0      3,330        812
 
Changes from:       July 5, 2011                                     Total Change is:     2,015
         0       -137          2        -30      1,317        645        896         94          1          0          0          0        501         93
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       17.5        1.5       61.1       40.1       14.5       11.7       24.0        0.0        1.2        0.0        0.0       10.0        2.4
 
Number of Traders in Each Category                                    Total Traders:        50
         0          .          .         19         14          9          7          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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    47,100
Positions
     8,530     15,515      1,114     18,268      4,042      1,833      8,704     19,571        478      1,786        642        197      6,190      3,708
 
Changes from:       July 5, 2011                                     Total Change is:     2,375
       301        511        -27        585       -300         28        229      1,088        -50        630       -280         10        669      1,395
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       32.9        2.4       38.8        8.6        3.9       18.5       41.6        1.0        3.8        1.4        0.4       13.1        7.9
 
Number of Traders in Each Category                                    Total Traders:        61
         7          6          .         14          7          5         12         10          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   732,836
Positions
    15,800     89,934     23,886    315,105    125,395     78,915     71,587     83,909     61,208     11,420    109,232      4,103    150,812    156,254
 
Changes from:       July 5, 2011                                     Total Change is:    56,655
     2,528     16,342      5,312     32,464     -4,117      1,112     15,528     18,122      4,208     -2,180      8,107        454     -2,770      7,115
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       12.3        3.3       43.0       17.1       10.8        9.8       11.4        8.4        1.6       14.9        0.6       20.6       21.3
 
Number of Traders in Each Category                                    Total Traders:       168
        10         19         16         43         20         42         25         36         36          .         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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   376,710
Positions
     8,058    149,125      1,919    269,530     11,336     21,099      9,858    135,498      3,205      1,500      6,402          0     61,540     48,125
 
Changes from:       July 5, 2011                                     Total Change is:   -10,244
      -487    -11,522        217    -10,115     -1,054       -124          0     -1,444        432          0        867          0       -167      2,384
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       39.6        0.5       71.5        3.0        5.6        2.6       36.0        0.9        0.4        1.7        0.0       16.3       12.8
 
Number of Traders in Each Category                                    Total Traders:        72
         .          9          .         35          4         15          .         17          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,044,149
Positions
    46,633    121,030      7,568    302,836    373,882     95,178    362,281    112,689     75,733     42,431    105,051      9,423    102,066    143,597
 
Changes from:       July 5, 2011                                     Total Change is:     3,567
      -968      4,885       -267      3,277      2,014     -5,940     13,897     21,661     -5,651      3,886     -5,665        140     -4,807     -7,611
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       11.6        0.7       29.0       35.8        9.1       34.7       10.8        7.3        4.1       10.1        0.9        9.8       13.8
 
Number of Traders in Each Category                                    Total Traders:       274
        15         43         19         27         60         44         54         37         30          8         30          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 2,309,229
Positions
   171,070    236,710    191,000    655,776    530,011    250,972    379,451    375,102    260,798     55,749     89,946     32,297    312,116    342,393
 
Changes from:       July 5, 2011                                     Total Change is:    72,410
   -28,796     65,904    -17,054     72,493     41,409     -8,695     26,615      9,427      3,909     27,597       -180     -1,103     -2,557    -21,207
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       10.3        8.3       28.4       23.0       10.9       16.4       16.2       11.3        2.4        3.9        1.4       13.5       14.8
 
Number of Traders in Each Category                                    Total Traders:       287
        33         37         57         36         57         57         51         49         73          9         15          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,726,068
Positions
   127,147    159,349     65,179    264,649    677,757    126,808    558,912    168,792    134,581    197,925     78,578     22,801    228,065    292,222
 
Changes from:       July 5, 2011                                     Total Change is:   124,654
    -8,355     -1,960     12,891     -1,681     37,245     -8,495     81,552     48,384     36,049      6,427      5,745      6,726       -460    -11,931
 
Percent of Open Interest Represented by Each Category of Trader
       7.4        9.2        3.8       15.3       39.3        7.3       32.4        9.8        7.8       11.5        4.6        1.3       13.2       16.9
 
Number of Traders in Each Category                                    Total Traders:       218
        19         25         22         18         51         36         48         35         46          7         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,011,619
Positions
   226,151    201,603    319,606      4,041     12,874     12,196     66,423     58,331    299,729      2,153     14,709     35,963     45,356     56,608
 
Changes from:       July 5, 2011                                     Total Change is:    43,480
     2,146      3,948     25,724        468         -4     -1,793     -1,955      2,323     10,491       -538       -261       -600      9,537      3,651
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       19.9       31.6        0.4        1.3        1.2        6.6        5.8       29.6        0.2        1.5        3.6        4.5        5.6
 
Number of Traders in Each Category                                    Total Traders:       148
        25         37         53          4          8          6         26         28         44          .         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is17,009,297
Positions
   820,836  3,897,021  3,383,795  3,445,510    551,030    300,196  1,297,005    532,375  5,516,207     47,657    513,478  1,175,257  1,022,835  1,139,938
 
Changes from:       July 5, 2011                                     Total Change is:   963,333
     9,620    -38,357    270,360     26,109     11,722     20,788     41,404     11,769    432,517        786     80,028     63,752     97,995    110,754
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       22.9       19.9       20.3        3.2        1.8        7.6        3.1       32.4        0.3        3.0        6.9        6.0        6.7
 
Number of Traders in Each Category                                    Total Traders:       309
        33         64         96         10         23         25         64         72        118         12         21         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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    14,369
Positions
     7,239      6,377          0      1,632        859         12      1,627      6,510         17      3,528        537          0        314         57
 
Changes from:       July 5, 2011                                     Total Change is:       458
      -222        473          0        394         -2          0        225         -8          1         28        -13          0         32          7
 
Percent of Open Interest Represented by Each Category of Trader
      50.4       44.4        0.0       11.4        6.0        0.1       11.3       45.3        0.1       24.6        3.7        0.0        2.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        30
         4          .          0          .          4          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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    22,659
Positions
    15,187      8,965          0      1,244      2,041         58      5,860      6,079          3         40      5,446          0        267         67
 
Changes from:       July 5, 2011                                     Total Change is:    -2,749
    -3,825     -1,600          0          0       -618          0      1,064       -531          3          0          0          0          9         -3
 
Percent of Open Interest Represented by Each Category of Trader
      67.0       39.6        0.0        5.5        9.0        0.3       25.9       26.8        0.0        0.2       24.0        0.0        1.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        34
         5          5          0          .          5          .          9          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    50,441
Positions
    13,161     18,685        217        868        158        882     22,889     24,866      1,696      2,430      1,281          0      8,298      2,656
 
Changes from:       July 5, 2011                                     Total Change is:     2,334
       762      3,856       -129        554       -764        -36      1,321         35         13     -1,428         18          0      1,276       -660
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       37.0        0.4        1.7        0.3        1.7       45.4       49.3        3.4        4.8        2.5        0.0       16.5        5.3
 
Number of Traders in Each Category                                    Total Traders:       104
         6          5          .          .          .          .         34         26         10         20          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   230,154
Positions
    81,409     56,919     37,301      8,579      3,007      5,344     10,236     49,003     27,917      9,245      2,968     20,302     29,821     27,394
 
Changes from:       July 5, 2011                                     Total Change is:    17,750
    10,144        711      6,227     -4,652        -22     -1,062     -4,503        800      4,543      1,177       -823        547      5,330      6,829
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       24.7       16.2        3.7        1.3        2.3        4.4       21.3       12.1        4.0        1.3        8.8       13.0       11.9
 
Number of Traders in Each Category                                    Total Traders:       125
        10         12         20         12          .          6         22         26         32         15          4         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     6,757
Positions
        43      4,887          0      2,386        363          0      2,313        998        486        640          0          0        889         23
 
Changes from:       July 5, 2011                                     Total Change is:       538
       -55        567          0         34          0          0        591         85          0          0          0          0        -32       -114
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       72.3        0.0       35.3        5.4        0.0       34.2       14.8        7.2        9.5        0.0        0.0       13.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          4          .          0          7          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated July 15, 2011