Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   135,323
Positions
    18,204     81,005      6,260      8,756      6,864        249     33,924     14,753      7,523      8,186        895        415     51,807     17,360
 
Changes from:       May 24, 2011                                     Total Change is:     5,987
      -673      3,138        683       -907       -341         10      3,474        717      1,567      1,063        329        -22        792        -94
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       59.9        4.6        6.5        5.1        0.2       25.1       10.9        5.6        6.0        0.7        0.3       38.3       12.8
 
Number of Traders in Each Category                                    Total Traders:        85
        10         10          8          .          4          .         26         19         13         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    71,284
Positions
    11,797     37,263      2,058      1,020      1,200         69     28,514     14,606        931        418          0          0     26,477     15,157
 
Changes from:       May 24, 2011                                     Total Change is:     2,061
    -3,106       -718      1,030         18        -15          0      3,587       -782        328          0          0          0        203      2,218
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       52.3        2.9        1.4        1.7        0.1       40.0       20.5        1.3        0.6        0.0        0.0       37.1       21.3
 
Number of Traders in Each Category                                    Total Traders:        48
         8          6          7          .          .          .         21          9          7          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   116,866
Positions
    24,839     29,321      5,552      7,062     22,473      1,281     44,888     27,636      3,490      1,784      4,472         14     27,957     22,628
 
Changes from:       May 24, 2011                                     Total Change is:    -1,626
    -8,968      5,925       -858        -71     -1,299        -50      5,118     -7,758        420       -897      1,416         14      3,666        563
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       25.1        4.8        6.0       19.2        1.1       38.4       23.6        3.0        1.5        3.8        0.0       23.9       19.4
 
Number of Traders in Each Category                                    Total Traders:        95
        10         11         11          4         12          5         28         23         14          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   108,872
Positions
    21,706     27,814      6,807     25,737      8,654        348     17,410     19,722      6,208      1,487      1,746         72     29,097     37,502
 
Changes from:       May 24, 2011                                     Total Change is:    -3,629
     4,028     -5,260       -865       -999        140          0     -8,774        780        691        578       -408        -36      1,748      1,328
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       25.5        6.3       23.6        7.9        0.3       16.0       18.1        5.7        1.4        1.6        0.1       26.7       34.4
 
Number of Traders in Each Category                                    Total Traders:       107
        12         15         11          9          8          .         30         23         23          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   319,959
Positions
   104,061    112,409     15,716     34,188     24,802      2,805     53,821     60,652     29,429     16,664     14,480      7,320     55,956     52,349
 
Changes from:       May 24, 2011                                     Total Change is:    10,793
     3,854      3,754       -165       -481        299       -236      3,555      1,115      2,356        164      2,722          9      1,737        939
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       35.1        4.9       10.7        7.8        0.9       16.8       19.0        9.2        5.2        4.5        2.3       17.5       16.4
 
Number of Traders in Each Category                                    Total Traders:       196
        22         18         18         17         18         13         38         58         45          9         16         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   126,984
Positions
     6,850     85,449      4,463      4,784      4,158        137     66,044      9,629      4,718      4,246        148        372     35,369     17,908
 
Changes from:       May 24, 2011                                     Total Change is:     5,479
    -4,559      5,704        326     -1,474       -522        -28      5,940      1,744        337      3,369       -600        -28      1,595     -1,455
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       67.3        3.5        3.8        3.3        0.1       52.0        7.6        3.7        3.3        0.1        0.3       27.9       14.1
 
Number of Traders in Each Category                                    Total Traders:        79
         5         12          6          5          6          .         31         14         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   106,230
Positions
    17,475     34,061     57,603          0          0          0     27,557     12,916        834      1,645          0          0      1,116        816
 
Changes from:       May 24, 2011                                     Total Change is:     2,385
       773       -618      1,728          0          0          0        135        889          0          0          0          0       -252        385
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       32.1       54.2        0.0        0.0        0.0       25.9       12.2        0.8        1.5        0.0        0.0        1.1        0.8
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         14          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   142,530
Positions
     6,198    122,090        947     15,986      1,743          0    106,337     13,617        189      4,225      2,351          0      8,648      1,593
 
Changes from:       May 24, 2011                                     Total Change is:    -4,880
       533     -3,572        560        538         75          0     -7,870     -1,196       -135        135       -214          0      1,359       -398
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       85.7        0.7       11.2        1.2        0.0       74.6        9.6        0.1        3.0        1.6        0.0        6.1        1.1
 
Number of Traders in Each Category                                    Total Traders:       122
         8         13          .         10          .          0         64         10          .         11          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    41,221
Positions
    27,169     25,199      5,090      2,036          0          0      2,288        489         11        395      7,601      2,497      1,735        334
 
Changes from:       May 24, 2011                                     Total Change is:     8,723
       928        350      4,734          7          0          0         -7        113          0         25        824      2,497        539        205
 
Percent of Open Interest Represented by Each Category of Trader
      65.9       61.1       12.3        4.9        0.0        0.0        5.6        1.2        0.0        1.0       18.4        6.1        4.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        21
         .          6          6          .          0          0          7          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    30,915
Positions
     1,612     21,161          0        108        200          0     23,937      7,798        154        873        244          0      4,231      1,358
 
Changes from:       May 24, 2011                                     Total Change is:       -15
         0      1,621          0       -209         -4          0       -537     -1,815        154         19        105          0        558        -76
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       68.4        0.0        0.3        0.6        0.0       77.4       25.2        0.5        2.8        0.8        0.0       13.7        4.4
 
Number of Traders in Each Category                                    Total Traders:        50
         .         13          0          .          .          0         21          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    80,351
Positions
    20,490     36,473      9,961      4,114      1,539        686     17,237      6,973     10,205      1,459        540        366     15,834     13,608
 
Changes from:       May 24, 2011                                     Total Change is:       830
       673       -274        -17        450       -396         51       -118        568        422        -61         82         40       -609        356
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       45.4       12.4        5.1        1.9        0.9       21.5        8.7       12.7        1.8        0.7        0.5       19.7       16.9
 
Number of Traders in Each Category                                    Total Traders:       102
        20         18         11          6          5          .         28         14         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    24,352
Positions
     7,265     20,231        263        459          0          0      7,166      1,437          9          0          0          0      9,190      2,412
 
Changes from:       May 24, 2011                                     Total Change is:      -127
         0          0          0          0          0          0        -54        -15          0          0          0          0        -73       -112
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       83.1        1.1        1.9        0.0        0.0       29.4        5.9        0.0        0.0        0.0        0.0       37.7        9.9
 
Number of Traders in Each Category                                    Total Traders:        23
         5          6          .          .          0          0          6          5          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   111,998
Positions
    45,233     51,267        614      7,309      3,078      1,372     36,564     27,494      3,969      2,918      1,081        732     13,287     22,391
 
Changes from:       May 24, 2011                                     Total Change is:     1,914
     1,337       -558        -24        900       -792        101        329      1,624        385       -121        163         80     -1,073        934
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       45.8        0.5        6.5        2.7        1.2       32.6       24.5        3.5        2.6        1.0        0.7       11.9       20.0
 
Number of Traders in Each Category                                    Total Traders:        98
        19         17          7          5          5          .         31         16         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,014,762
Positions
    59,834    254,824     54,744    404,971    115,403     63,419     85,383    178,514    106,567     23,523     65,437     27,463    188,859    148,391
 
Changes from:       May 24, 2011                                     Total Change is:     2,761
     5,427      1,907     -2,002     -4,454     -6,494      2,108      7,192      7,705     -3,471     -1,994      4,145      2,233     -2,278     -3,370
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       25.1        5.4       39.9       11.4        6.2        8.4       17.6       10.5        2.3        6.4        2.7       18.6       14.6
 
Number of Traders in Each Category                                    Total Traders:       595
        36         54         39        122         56         72         96        150        106         39         41         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   401,930
Positions
    15,850    155,558     18,687    125,566     34,463     11,791     25,994     30,317     47,361      2,606     38,512     16,221    137,854     49,020
 
Changes from:       May 24, 2011                                     Total Change is:    -9,646
    -2,092         36        453     -3,898       -599        -81       -737     -3,848     -3,272     -1,566      2,178        649        898     -5,162
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       38.7        4.6       31.2        8.6        2.9        6.5        7.5       11.8        0.6        9.6        4.0       34.3       12.2
 
Number of Traders in Each Category                                    Total Traders:       133
         7         23         10         30         13         17         13         33         40          5          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 3,064,160
Positions
   334,657    611,069     65,546  1,417,700    425,378    237,462    402,224    846,264    190,753    131,928    161,969     28,865    255,025    496,854
 
Changes from:       May 24, 2011                                     Total Change is:    62,037
    34,500      6,261     -9,177      6,661    -20,031      1,502     25,649     43,769     13,004      8,320     20,290     -2,541    -15,880      8,961
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       19.9        2.1       46.3       13.9        7.7       13.1       27.6        6.2        4.3        5.3        0.9        8.3       16.2
 
Number of Traders in Each Category                                    Total Traders:       549
        37         48         32        103         53         61         97        139         96         35         36         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   113,871
Positions
    19,248     45,298        143     58,580     37,410      5,383     20,195     16,664          0      1,551      5,091          0      8,771      3,882
 
Changes from:       May 24, 2011                                     Total Change is:     3,856
    -1,231      3,460         47      2,068        420       -410      3,018        328         -1        294          0          0         71         13
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       39.8        0.1       51.4       32.9        4.7       17.7       14.6        0.0        1.4        4.5        0.0        7.7        3.4
 
Number of Traders in Each Category                                    Total Traders:       100
         8         11          .         35         13         10         17         13          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    89,937
Positions
    14,544     36,990      6,879     14,600     13,557      2,138     28,364     11,061      8,756      3,166      4,212      1,376     10,113      4,967
 
Changes from:       May 24, 2011                                     Total Change is:       976
      -750       -616        974       -866         26       -396      1,645        519        180        208         20         28        -45        242
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       41.1        7.6       16.2       15.1        2.4       31.5       12.3        9.7        3.5        4.7        1.5       11.2        5.5
 
Number of Traders in Each Category                                    Total Traders:       234
        19         32         14         27         21         11         61         48         25         15         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    18,146
Positions
     4,107     12,798        321      1,600          0          0      7,416        464          0          0      3,581          0      4,702        982
 
Changes from:       May 24, 2011                                     Total Change is:      -504
       264       -370          1          0          0          0       -635          1         -6          0          0          0       -128       -130
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       70.5        1.8        8.8        0.0        0.0       40.9        2.6        0.0        0.0       19.7        0.0       25.9        5.4
 
Number of Traders in Each Category                                    Total Traders:        27
         6          9          .          .          0          0          6          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   358,954
Positions
    83,207    151,985      1,767     69,002     71,787      6,689    136,311     84,552     12,213     21,454      8,781      1,254     27,057     19,926
 
Changes from:       May 24, 2011                                     Total Change is:     7,403
      -403      3,436        196     -4,332        131     -1,982      9,048        237      3,282      1,157        218         21        416      1,863
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       42.3        0.5       19.2       20.0        1.9       38.0       23.6        3.4        6.0        2.4        0.3        7.5        5.6
 
Number of Traders in Each Category                                    Total Traders:       233
        22         28          8         27         21         11         60         50         22         16          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   423,402
Positions
   184,449     49,556     17,503    110,847    140,728     33,637     48,417    132,657      6,696      2,989     20,482         10     18,854     22,133
 
Changes from:       May 24, 2011                                     Total Change is:     4,574
      -348      8,073        178      3,465     -2,851       -288        204     -3,247      1,450         -7        570         -5        -75        695
 
Percent of Open Interest Represented by Each Category of Trader
      43.6       11.7        4.1       26.2       33.2        7.9       11.4       31.3        1.6        0.7        4.8        0.0        4.5        5.2
 
Number of Traders in Each Category                                    Total Traders:       259
        18         17          .         47         50         26         37         69         26          5         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    46,773
Positions
     9,123      7,766      1,857      7,650      1,312      1,880     13,871      8,931      4,613        216      3,879          0      7,563     16,535
 
Changes from:       May 24, 2011                                     Total Change is:        98
      -453        141         99        468        189        -80       -618       -266        378       -220       -530          0        524        167
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       16.6        4.0       16.4        2.8        4.0       29.7       19.1        9.9        0.5        8.3        0.0       16.2       35.4
 
Number of Traders in Each Category                                    Total Traders:        59
         9          8          .         10          .          .         12         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    59,936
Positions
    22,117     27,005      2,006      8,006      2,945        569      9,012     13,338      2,827      2,125      4,148        409     12,865      6,689
 
Changes from:       May 24, 2011                                     Total Change is:     4,559
    -2,847      1,780        300        588         45          0        437       -501        302        325        273          0      5,454      2,360
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       45.1        3.3       13.4        4.9        0.9       15.0       22.3        4.7        3.5        6.9        0.7       21.5       11.2
 
Number of Traders in Each Category                                    Total Traders:        76
        16         19          4          7          .          .         11         14          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    29,567
Positions
       256      5,409          0     18,294     12,761      3,632      2,465      6,032          4        419          0          0      4,497      1,729
 
Changes from:       May 24, 2011                                     Total Change is:    -1,342
         0       -681          0     -1,269       -135       -198        111         25       -175          0          0          0        189       -178
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       18.3        0.0       61.9       43.2       12.3        8.3       20.4        0.0        1.4        0.0        0.0       15.2        5.8
 
Number of Traders in Each Category                                    Total Traders:        46
         .          .          0         17         14          7          5          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    39,853
Positions
     5,299     17,546        603     15,683      4,098      1,103      6,604     12,498        536      1,940        798         17      8,068      2,654
 
Changes from:       May 24, 2011                                     Total Change is:       788
      -333        655        -20      1,413        306        194       -583       -177        115       -200          0          0        202       -285
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       44.0        1.5       39.4       10.3        2.8       16.6       31.4        1.3        4.9        2.0        0.0       20.2        6.7
 
Number of Traders in Each Category                                    Total Traders:        57
         5          7          .         15          6          4         11          5          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   805,914
Positions
     9,155    103,943     37,367    299,087    146,696     76,266    116,591    127,620     66,246     16,040     85,994      5,337    179,825    156,446
 
Changes from:       May 24, 2011                                     Total Change is:   -22,658
    -3,394     -6,008    -20,955     -4,709       -937     -2,132        739       -943     10,921       -163      3,738     -1,288     -1,678     -5,056
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       12.9        4.6       37.1       18.2        9.5       14.5       15.8        8.2        2.0       10.7        0.7       22.3       19.4
 
Number of Traders in Each Category                                    Total Traders:       164
         7         18         17         40         24         40         23         35         29          6         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   384,996
Positions
     2,500    152,997      9,642    259,445      4,238     18,461      2,000    128,616     16,445      1,700          0          0     74,802     54,596
 
Changes from:       May 24, 2011                                     Total Change is:    16,825
         0     -1,673      7,303     13,846     -1,401        500          0      3,359      6,974          0          0          0    -11,799      1,762
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       39.7        2.5       67.4        1.1        4.8        0.5       33.4        4.3        0.4        0.0        0.0       19.4       14.2
 
Number of Traders in Each Category                                    Total Traders:        67
         .         11          6         34          .         19          .         16          6          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,070,611
Positions
    52,761    112,036     24,028    175,886    422,010     97,631    403,764     71,488     55,393    124,881    110,758     14,886    121,379    162,380
 
Changes from:       May 24, 2011                                     Total Change is:   -56,843
    -9,062        776    -14,493    -12,291    -21,425    -14,147     33,989     -3,409      8,292    -49,817     -9,968       -456      1,142     -2,012
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       10.5        2.2       16.4       39.4        9.1       37.7        6.7        5.2       11.7       10.3        1.4       11.3       15.2
 
Number of Traders in Each Category                                    Total Traders:       268
        16         36         22         33         58         43         59         31         39          8         27          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 2,272,080
Positions
   204,983    149,600    174,202    619,627    528,783    255,566    360,529    377,618    218,061     20,742     94,895     49,476    368,895    423,879
 
Changes from:       May 24, 2011                                     Total Change is:   115,340
    -4,977     16,479     61,514    -15,170    -69,178     23,337      3,421     26,728     30,054      6,372      8,199      4,796      5,993     13,411
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        6.6        7.7       27.3       23.3       11.2       15.9       16.6        9.6        0.9        4.2        2.2       16.2       18.7
 
Number of Traders in Each Category                                    Total Traders:       282
        26         40         47         38         56         52         51         45         62          6         20         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,634,281
Positions
   143,995    222,460     86,631    278,697    645,592    110,299    522,539     68,988    116,782    114,592     68,401      6,111    254,635    309,017
 
Changes from:       May 24, 2011                                     Total Change is:    61,119
   -36,160     29,929     41,569     11,355      4,280     -7,217     28,057     -8,844     20,608        903      1,258      1,080        923    -21,543
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       13.6        5.3       17.1       39.5        6.7       32.0        4.2        7.1        7.0        4.2        0.4       15.6       18.9
 
Number of Traders in Each Category                                    Total Traders:       217
        15         25         24         24         48         39         51         29         43          9         16          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,064,085
Positions
   221,961    167,027    353,325      1,962      6,934     11,943     65,010     85,541    326,528      7,801     16,002     29,675     45,881     67,111
 
Changes from:       May 24, 2011                                     Total Change is:    32,213
    14,979     -1,370     14,937         89        918        326     -3,129      7,994      3,092       -480        175       -581      2,980      6,722
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       15.7       33.2        0.2        0.7        1.1        6.1        8.0       30.7        0.7        1.5        2.8        4.3        6.3
 
Number of Traders in Each Category                                    Total Traders:       154
        24         41         58          .          7          5         24         32         42          .         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is16,788,951
Positions
   958,019  4,297,132  3,213,209  3,208,755    320,987    305,342  1,635,041    686,438  5,300,365     41,670    442,338  1,033,530  1,093,021  1,189,611
 
Changes from:       May 24, 2011                                     Total Change is:   249,363
    38,782    138,817    -14,396        -72    -51,580       -533    -43,690    -91,628    192,353     -1,421     -3,390     43,433     34,906     36,286
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       25.6       19.1       19.1        1.9        1.8        9.7        4.1       31.6        0.2        2.6        6.2        6.5        7.1
 
Number of Traders in Each Category                                    Total Traders:       319
        26         74         99          7         22         22         68         78        117         12         27         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    13,823
Positions
     4,807      4,907        142      1,278        722         23      3,339      7,412          8      3,826        534          0        400         75
 
Changes from:       May 24, 2011                                     Total Change is:       -84
       273         -4          0        201        -26          0       -607         27          5          0        -70          0         44        -16
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       35.5        1.0        9.2        5.2        0.2       24.2       53.6        0.1       27.7        3.9        0.0        2.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        32
         4          .          .          .          5          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    28,377
Positions
    22,177     12,623          0      1,213      2,586         58      4,408      7,466        116         79      5,507          0        326         21
 
Changes from:       May 24, 2011                                     Total Change is:      -368
    -1,292        -21       -249       -125       -310          0      1,274        105         78          0         59          0        -54        -30
 
Percent of Open Interest Represented by Each Category of Trader
      78.2       44.5        0.0        4.3        9.1        0.2       15.5       26.3        0.4        0.3       19.4        0.0        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        35
         4          4          0          .          5          .          9          6          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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    56,948
Positions
    27,504     14,146        258        500          0        840     14,995     34,715      1,582      3,800      1,815          5      7,464      3,587
 
Changes from:       May 24, 2011                                     Total Change is:    -6,172
        74        -74        208        -27        -57         93     -4,888     -6,856        -59       -672        243        -37       -863        368
 
Percent of Open Interest Represented by Each Category of Trader
      48.3       24.8        0.5        0.9        0.0        1.5       26.3       61.0        2.8        6.7        3.2        0.0       13.1        6.3
 
Number of Traders in Each Category                                    Total Traders:       107
         8          6          .          4          0          .         20         33          8         23         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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   242,358
Positions
    79,194     71,096     41,941     17,430      3,014      5,369     10,696     39,818     27,440      6,592      5,517     29,961     23,735     18,202
 
Changes from:       May 24, 2011                                     Total Change is:     6,718
      -808     -1,867      1,363      3,902        266         -9     -1,386      3,139      2,430       -484      1,493        242      1,468       -339
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       29.3       17.3        7.2        1.2        2.2        4.4       16.4       11.3        2.7        2.3       12.4        9.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       130
        14         13         21         14          4          6         23         23         33          8         11         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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     7,957
Positions
       578      4,483          0      2,423        234          0      2,431      2,448        672        640          0          0      1,213        120
 
Changes from:       May 24, 2011                                     Total Change is:      -100
        86        -69          0         -9         34          0       -100        -60          0        -90          0          0         13         -5
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       56.3        0.0       30.5        2.9        0.0       30.6       30.8        8.4        8.0        0.0        0.0       15.2        1.5
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          4          .          0          7          4          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,685
Positions
       405      9,833          0      7,977          0          0        899        344          0          0         94         11      1,393        403
 
Changes from:       May 24, 2011                                     Total Change is:        14
        -1         35          0         53          0          0         11          3          0          0          2        -66         17         40
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       92.0        0.0       74.7        0.0        0.0        8.4        3.2        0.0        0.0        0.9        0.1       13.0        3.8
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0         10          0          0          5          .          0          0          .          .
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Updated June 3, 2011