Traders in Financial Futures- Futures Only Positions as of June 21, 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    87,905
Positions
     6,776     36,908         60     11,073      6,498        250     13,148     22,159      3,645      9,121          0          0     43,832     18,385
 
Changes from:       June 14, 2011                                    Total Change is:   -54,267
   -18,210    -42,220     -5,456        148        -98         19    -17,205      2,235     -9,670     -1,423     -1,042          0     -2,470      1,965
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       42.0        0.1       12.6        7.4        0.3       15.0       25.2        4.1       10.4        0.0        0.0       49.9       20.9
 
Number of Traders in Each Category                                    Total Traders:        70
         7          9          .          4          4          .         15         19          .         12          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    51,304
Positions
     1,048     27,730          2      1,469      1,185         80     23,401     10,966          0        818          0          0     24,486     11,341
 
Changes from:       June 14, 2011                                    Total Change is:    -2,744
       161     -2,587          2         54        -14         11     -2,137       -469        -16        400          0          0     -1,219        329
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       54.1        0.0        2.9        2.3        0.2       45.6       21.4        0.0        1.6        0.0        0.0       47.7       22.1
 
Number of Traders in Each Category                                    Total Traders:        45
         .          9          .          .          .          .         21          6          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    92,824
Positions
    24,600      6,497        286      7,035     26,755        943     34,679     31,722      1,176      1,883      3,993          0     22,222     21,452
 
Changes from:       June 14, 2011                                    Total Change is:     2,105
    17,058    -11,532        286        757      2,968       -193    -10,616      9,376         37        429         -8          0     -5,653      1,171
 
Percent of Open Interest Represented by Each Category of Trader
      26.5        7.0        0.3        7.6       28.8        1.0       37.4       34.2        1.3        2.0        4.3        0.0       23.9       23.1
 
Number of Traders in Each Category                                    Total Traders:        81
        10          4          .          5         13          5         25         16          9          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    99,071
Positions
     2,734     46,500        164     25,504      8,636        390     39,188     10,854         57      2,266      3,199          0     28,768     29,271
 
Changes from:       June 14, 2011                                    Total Change is:     4,588
    -3,533      7,112         54         29         71         37      6,637      1,339       -209        845         98          0        728     -3,914
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       46.9        0.2       25.7        8.7        0.4       39.6       11.0        0.1        2.3        3.2        0.0       29.0       29.5
 
Number of Traders in Each Category                                    Total Traders:        90
         5         15          .          8          7          .         29         17          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   189,190
Positions
    26,697     58,092        850     32,294     26,404      2,287     57,942     44,490        553     14,438     13,305        162     53,967     43,047
 
Changes from:       June 14, 2011                                    Total Change is:    -1,183
     9,738    -12,952        622      1,096         92        194    -10,298      2,362        209       -191      7,108          5     -2,558      1,177
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       30.7        0.4       17.1       14.0        1.2       30.6       23.5        0.3        7.6        7.0        0.1       28.5       22.8
 
Number of Traders in Each Category                                    Total Traders:       159
        18         16          4         14         19         11         34         42          9          6         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   100,079
Positions
     2,148     66,711         16      3,708      3,371        158     64,159     13,527          8      1,449        467          0     28,433     15,821
 
Changes from:       June 14, 2011                                    Total Change is:   -15,040
       468    -14,708          7       -295         -1         24     -7,630       -773          1     -5,137       -257          0     -2,478        667
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       66.7        0.0        3.7        3.4        0.2       64.1       13.5        0.0        1.4        0.5        0.0       28.4       15.8
 
Number of Traders in Each Category                                    Total Traders:        69
         4         14          .          4          4          .         22         16          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    98,785
Positions
    24,164     40,858     40,352          0          0          0     29,092     14,387        475      1,645          0          0      3,057      2,713
 
Changes from:       June 14, 2011                                    Total Change is:   -11,955
     6,990      6,543    -20,813          0          0          0       -144        321         27          0          0          0      1,985      1,967
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       41.4       40.8        0.0        0.0        0.0       29.4       14.6        0.5        1.7        0.0        0.0        3.1        2.7
 
Number of Traders in Each Category                                    Total Traders:        24
         6         11         12          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    98,383
Positions
    14,470     64,107        248     14,665        802         54     60,789     28,136        326      1,726      2,181          0      6,105      2,529
 
Changes from:       June 14, 2011                                    Total Change is:   -11,848
       808    -13,675       -106        651        400       -220    -11,273      2,326         -2       -822       -160          0       -884       -411
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       65.2        0.3       14.9        0.8        0.1       61.8       28.6        0.3        1.8        2.2        0.0        6.2        2.6
 
Number of Traders in Each Category                                    Total Traders:       105
        11          8          .          8          .          .         49         17          .          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    38,505
Positions
    27,060     25,474      2,483      2,111          0          0      2,581        133         11        433      7,816      2,417      1,409        171
 
Changes from:       June 14, 2011                                    Total Change is:       -91
         0       -102          0         17          0          0       -101          3         -2         10         10          0        -15          0
 
Percent of Open Interest Represented by Each Category of Trader
      70.3       66.2        6.4        5.5        0.0        0.0        6.7        0.3        0.0        1.1       20.3        6.3        3.7        0.4
 
Number of Traders in Each Category                                    Total Traders:        20
         .          5          .          .          0          0          7          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    30,261
Positions
     2,213     23,657          0        223        266          0     22,306      4,943          0      1,170        169          0      4,349      1,226
 
Changes from:       June 14, 2011                                    Total Change is:    -1,171
       129       -688          0         -4        -51          0     -1,380       -509          0        140        -70          0        -56        147
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       78.2        0.0        0.7        0.9        0.0       73.7       16.3        0.0        3.9        0.6        0.0       14.4        4.1
 
Number of Traders in Each Category                                    Total Traders:        45
         .          7          0          .          .          0         17         10          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    41,287
Positions
    17,620     24,252        461      2,732      2,409        378     11,303      9,419        103      2,654        263          0      6,037      4,003
 
Changes from:       June 14, 2011                                    Total Change is:   -40,471
    -6,970     -8,332    -12,773       -494        283        254        391      1,802    -11,210        843        135          0    -10,512    -10,630
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       58.7        1.1        6.6        5.8        0.9       27.4       22.8        0.2        6.4        0.6        0.0       14.6        9.7
 
Number of Traders in Each Category                                    Total Traders:        84
        19         12          5          4          5          .         21         20          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    82,573
Positions
    35,240     48,504        922      5,463      4,818        756     22,606     18,838        205      5,307        525          0     12,074      8,005
 
Changes from:       June 14, 2011                                    Total Change is:   -28,494
   -13,967      9,106     -9,848        410        566        507        250     -8,968     -5,033      1,686        270          0     -2,499    -15,094
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       58.7        1.1        6.6        5.8        0.9       27.4       22.8        0.2        6.4        0.6        0.0       14.6        9.7
 
Number of Traders in Each Category                                    Total Traders:        84
        19         12          5          4          5          .         21         20          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   771,574
Positions
    36,162    198,745     24,957    403,084    128,875     61,069     68,814    165,447     20,575     23,130     74,926      7,956    125,827     89,024
 
Changes from:       June 14, 2011                                    Total Change is:  -301,164
   -15,731    -39,441    -52,699     -4,441      3,332     -5,588    -16,706    -23,862    -76,002       -153     22,984    -36,155    -93,689    -93,733
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       25.8        3.2       52.2       16.7        7.9        8.9       21.4        2.7        3.0        9.7        1.0       16.3       11.5
 
Number of Traders in Each Category                                    Total Traders:       518
        28         50         18        116         58         62         74        134         58         31         27          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   263,980
Positions
    15,411    103,357      1,854    128,305     36,997      9,918     27,171     27,711      1,356      2,863     34,592      7,748     69,354     40,447
 
Changes from:       June 14, 2011                                    Total Change is:  -123,693
    -5,130    -30,553     -8,711        108        936        961     -6,391    -36,940    -11,524     -1,374      4,907     -8,349    -83,283    -34,420
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       39.2        0.7       48.6       14.0        3.8       10.3       10.5        0.5        1.1       13.1        2.9       26.3       15.3
 
Number of Traders in Each Category                                    Total Traders:       113
         9         15          .         31         12         14         12         26          5          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 2,537,969
Positions
   146,583    519,766     72,688  1,389,527    475,022    240,122    271,504    751,970     32,807    101,336    201,671      1,038    282,364    242,885
 
Changes from:       June 14, 2011                                    Total Change is:  -887,353
  -137,977   -129,415   -134,966    -28,432      6,294    -27,057   -269,584   -152,619   -104,383    -13,775     70,505   -119,148    -52,031   -296,564
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       20.5        2.9       54.7       18.7        9.5       10.7       29.6        1.3        4.0        7.9        0.0       11.1        9.6
 
Number of Traders in Each Category                                    Total Traders:       479
        26         48         10         97         54         55         78        121         49         28         27          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   106,838
Positions
    12,509     40,773        102     64,784     39,999      2,998     15,889     13,689        714      1,473      3,655          0      8,369      4,908
 
Changes from:       June 14, 2011                                    Total Change is:   -16,644
    -6,096        337     -8,259      2,637       -349     -2,241        -27     -2,505       -851        211     -1,436          0     -2,018     -1,340
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       38.2        0.1       60.6       37.4        2.8       14.9       12.8        0.7        1.4        3.4        0.0        7.8        4.6
 
Number of Traders in Each Category                                    Total Traders:        91
         9         13          .         34         12         10         10         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    54,132
Positions
    18,195     19,040        103     13,040     14,703      1,296     12,806     15,423      1,044      2,934      2,281          0      4,712        242
 
Changes from:       June 14, 2011                                    Total Change is:   -46,419
      -955     -9,233    -14,299       -770     -3,928       -749     -6,371      2,259    -10,909         10        708     -2,521     -9,856     -7,748
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       35.2        0.2       24.1       27.2        2.4       23.7       28.5        1.9        5.4        4.2        0.0        8.7        0.4
 
Number of Traders in Each Category                                    Total Traders:       205
        23         27          .         25         21         10         45         45         11         12          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   270,658
Positions
    90,973     95,198        515     65,202     73,514      6,481     64,032     77,116      5,221     14,672     11,403          0     23,562      1,210
 
Changes from:       June 14, 2011                                    Total Change is:  -130,496
   -11,318    -20,884    -33,625        152    -23,638        257    -34,117     -6,725    -19,059     -6,233      2,525     -2,882    -23,671    -26,465
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       35.2        0.2       24.1       27.2        2.4       23.7       28.5        1.9        5.4        4.2        0.0        8.7        0.4
 
Number of Traders in Each Category                                    Total Traders:       205
        23         27          .         25         21         10         45         45         11         12          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   436,525
Positions
   213,297     36,044     14,501    112,175    169,387     32,935     34,345    136,748      8,105      2,556     16,897          0     18,611     21,908
 
Changes from:       June 14, 2011                                    Total Change is:   -44,677
       211     -9,403    -36,121       -631     12,505       -734       -684       -911     -3,952       -174     -2,723       -473     -2,119     -2,865
 
Percent of Open Interest Represented by Each Category of Trader
      48.9        8.3        3.3       25.7       38.8        7.5        7.9       31.3        1.9        0.6        3.9        0.0        4.3        5.0
 
Number of Traders in Each Category                                    Total Traders:       255
        18         18          .         49         49         26         32         71         18          4         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    28,718
Positions
     3,315      8,133         51      8,809      1,343      1,717      7,110      6,456          0      1,223      3,692          0      6,493      7,326
 
Changes from:       June 14, 2011                                    Total Change is:     1,077
       386        246          0        539          0         80       -117         65          0        262         29          0        -73        657
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       28.3        0.2       30.7        4.7        6.0       24.8       22.5        0.0        4.3       12.9        0.0       22.6       25.5
 
Number of Traders in Each Category                                    Total Traders:        49
         8          6          .         10          .          .         10          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    41,753
Positions
    14,986     14,448      1,004      7,457      1,774        569      8,739      3,422         40      2,495        968          0      6,463     19,528
 
Changes from:       June 14, 2011                                    Total Change is:       979
      -145      1,977         30        445         25          0       -477     -1,838        -67         12          0          0      1,181        852
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       34.6        2.4       17.9        4.2        1.4       20.9        8.2        0.1        6.0        2.3        0.0       15.5       46.8
 
Number of Traders in Each Category                                    Total Traders:        57
        13         13          4          6          .          .         10          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    31,991
Positions
       277      5,516        429     21,536     13,669      4,093      1,762      6,842          3        415          0          0      3,476      1,439
 
Changes from:       June 14, 2011                                    Total Change is:   -14,309
       277         55     -2,642     11,353     13,026    -21,464      1,418      2,333     -3,756        415         -4       -415        505     -1,442
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       17.2        1.3       67.3       42.7       12.8        5.5       21.4        0.0        1.3        0.0        0.0       10.9        4.5
 
Number of Traders in Each Category                                    Total Traders:        43
         .          .          .         18         14          8          .          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    39,265
Positions
     7,687     12,772      1,096     15,474      7,834      1,210      5,812     12,762        493      1,153      1,158        181      6,159      1,759
 
Changes from:       June 14, 2011                                    Total Change is:    -2,775
     4,796     10,666     -8,129      8,465      3,707     -8,102      4,954      8,933     -9,763        720        336       -144      4,428       -279
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       32.5        2.8       39.4       20.0        3.1       14.8       32.5        1.3        2.9        2.9        0.5       15.7        4.5
 
Number of Traders in Each Category                                    Total Traders:        55
         7          6          .         13          9          4          9          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   652,844
Positions
    12,976    102,533      4,117    284,271    130,065     73,085     92,017     99,880     11,117     15,384    104,098          0    159,877    127,949
 
Changes from:       June 14, 2011                                    Total Change is:   -14,175
   -14,752      9,487     -1,836      4,954     -8,870      1,027      4,865     -9,078     -5,859     -2,144     20,739     -4,000      3,570    -15,785
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       15.7        0.6       43.5       19.9       11.2       14.1       15.3        1.7        2.4       15.9        0.0       24.5       19.6
 
Number of Traders in Each Category                                    Total Traders:       152
         5         21          6         39         20         33         24         29         10          4         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   406,477
Positions
    42,852    160,783      2,618    266,741      8,359     19,477      9,261    164,679      1,922      1,500      2,962          0     62,106     45,677
 
Changes from:       June 14, 2011                                    Total Change is:    30,618
    24,717      9,213     -1,695      4,128         62     -2,199      7,261     20,757     -2,413          0        922          0        819      5,971
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       39.6        0.6       65.6        2.1        4.8        2.3       40.5        0.5        0.4        0.7        0.0       15.3       11.2
 
Number of Traders in Each Category                                    Total Traders:        75
         4         11          4         35          .         15          .         18          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 1,049,964
Positions
    84,412    152,250      7,491    306,827    409,864     77,733    343,812    110,271     32,827     69,310     94,621     13,633    113,919    151,274
 
Changes from:       June 14, 2011                                    Total Change is:    41,500
    11,708     34,730        482    114,428       -875    -16,789     -2,543     34,012      3,002    -58,226     -1,536       -607     -9,955    -10,919
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       14.5        0.7       29.2       39.0        7.4       32.7       10.5        3.1        6.6        9.0        1.3       10.8       14.4
 
Number of Traders in Each Category                                    Total Traders:       261
        14         43          9         29         58         42         46         36         21          9         26          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 1,857,069
Positions
   285,467    161,405     21,689    571,859    503,189    200,626    404,263    468,343     33,166     35,784    115,869     14,127    290,088    338,655
 
Changes from:       June 14, 2011                                    Total Change is:    26,493
    19,670    -13,076       -837      3,240     40,766    -24,684     57,447     30,813     -3,497     -8,709     13,104      6,908    -23,045    -23,004
 
Percent of Open Interest Represented by Each Category of Trader
      15.4        8.7        1.2       30.8       27.1       10.8       21.8       25.2        1.8        1.9        6.2        0.8       15.6       18.2
 
Number of Traders in Each Category                                    Total Traders:       291
        39         32         16         35         56         44         43         55         27         10         21          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 1,699,982
Positions
   150,911    291,361     22,066    263,925    724,329     98,002    685,726    141,729     35,830    200,230     82,515        157    243,135    303,993
 
Changes from:       June 14, 2011                                    Total Change is:   103,565
    13,769     53,473     -4,867     13,500     29,837    -10,712    102,084     43,433     -1,747     31,207      7,555          0    -39,669    -13,407
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       17.1        1.3       15.5       42.6        5.8       40.3        8.3        2.1       11.8        4.9        0.0       14.3       17.9
 
Number of Traders in Each Category                                    Total Traders:       221
        17         28          8         17         50         34         42         41         23          6         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   758,735
Positions
   234,492    196,350    261,434      2,602     12,717     13,361     71,070     72,887    115,389      6,039     16,158     11,346     43,002     59,093
 
Changes from:       June 14, 2011                                    Total Change is:    30,222
     4,564     15,821      3,344       -668      1,714       -927      1,204    -16,274     11,372     -2,583      2,306      4,845      9,071      8,021
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       25.9       34.5        0.3        1.7        1.8        9.4        9.6       15.2        0.8        2.1        1.5        5.7        7.8
 
Number of Traders in Each Category                                    Total Traders:       141
        23         40         55          .          8          6         24         23         34          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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 is 9,901,104
Positions
   775,674  3,812,539  1,703,499  3,361,428    470,003    163,226  1,457,823    871,418  1,333,923     40,735    412,222    161,628    903,168    972,646
 
Changes from:       June 14, 2011                                    Total Change is:    17,008
   136,680   -137,753     30,072     54,953    235,338    -16,258   -146,822     22,513      4,788      4,046    -61,213     17,265    -67,716    -77,744
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       38.5       17.2       34.0        4.7        1.6       14.7        8.8       13.5        0.4        4.2        1.6        9.1        9.8
 
Number of Traders in Each Category                                    Total Traders:       283
        32         61         87          7         21         19         58         65         93          8         20         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    13,299
Positions
     5,208      5,773          0      1,561        866          7      2,627      6,023         11      3,526        550          0        359         69
 
Changes from:       June 14, 2011                                    Total Change is:      -876
        32        144          0        250        228        -32     -1,127     -1,220          8          0          5          0         -7         -9
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       43.4        0.0       11.7        6.5        0.1       19.8       45.3        0.1       26.5        4.1        0.0        2.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          5          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    22,857
Positions
    16,323      9,583          0      1,199      2,261         58      4,826      5,410          0        119      5,446          0        332         99
 
Changes from:       June 14, 2011                                    Total Change is:    -2,759
    -3,966       -705          0          0       -438          0      1,188     -1,595          0         40         -9          0        -21        -12
 
Percent of Open Interest Represented by Each Category of Trader
      71.4       41.9        0.0        5.2        9.9        0.3       21.1       23.7        0.0        0.5       23.8        0.0        1.5        0.4
 
Number of Traders in Each Category                                    Total Traders:        34
         5          4          0          .          5          .          8          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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    46,279
Positions
    12,763     14,404          0        143        840      1,064     19,658     24,802      1,000      4,479      1,544          0      7,172      2,625
 
Changes from:       June 14, 2011                                    Total Change is:    -7,494
      -338        179       -190        143        -40         -2     -7,687     -6,049         73        383       -156          0        124     -1,309
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       31.1        0.0        0.3        1.8        2.3       42.5       53.6        2.2        9.7        3.3        0.0       15.5        5.7
 
Number of Traders in Each Category                                    Total Traders:       105
         .          6          0          .          5          .         27         29          5         27          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 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   215,571
Positions
    74,536     74,084     31,439      9,151      2,056      6,155      8,022     25,617     25,877     12,107      4,427     23,056     25,228     22,860
 
Changes from:       June 14, 2011                                    Total Change is:   -33,405
   -14,684     -6,152     -4,103     -1,318       -553        123     -5,472    -11,111     -2,815      4,153        378     -8,446       -843       -726
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       34.4       14.6        4.2        1.0        2.9        3.7       11.9       12.0        5.6        2.1       10.7       11.7       10.6
 
Number of Traders in Each Category                                    Total Traders:       125
        11         12         20         12          4          7         19         28         30         11          8         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of June 21, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,211
Positions
       511      9,750          0      7,222          0          0      1,044        124          0          0          0          0      1,434        337
 
Changes from:       June 14, 2011                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       95.5        0.0       70.7        0.0        0.0       10.2        1.2        0.0        0.0        0.0        0.0       14.0        3.3
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0         10          0          0          5          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated June 24, 2011