Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   135,859
Positions
    23,387     73,119      6,568     10,048      6,740        244     34,322     23,264      4,220     10,373          0        195     46,502     21,509
 
Changes from:       May 31, 2011                                     Total Change is:       535
     5,183     -7,886        307      1,292       -124         -5        398      8,512     -3,303      2,188       -895       -219     -5,306      4,149
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       53.8        4.8        7.4        5.0        0.2       25.3       17.1        3.1        7.6        0.0        0.1       34.2       15.8
 
Number of Traders in Each Category                                    Total Traders:        85
        11         10         10          4          4          .         24         19         11         13          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    76,101
Positions
    13,570     36,477      5,322      1,893      1,202         84     26,930     17,790        828        418          0          0     27,056     14,398
 
Changes from:       May 31, 2011                                     Total Change is:     4,817
     1,773       -786      3,264        873          2         15     -1,584      3,183       -103          0          0          0        580       -758
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       47.9        7.0        2.5        1.6        0.1       35.4       23.4        1.1        0.5        0.0        0.0       35.6       18.9
 
Number of Traders in Each Category                                    Total Traders:        49
        10          5          9          .          .          .         20          8          6          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   118,988
Positions
    22,498     29,837      8,767      7,258     23,830      1,289     45,002     27,849      2,936      2,178      4,428          6     29,055     20,046
 
Changes from:       May 31, 2011                                     Total Change is:     2,122
    -2,340        517      3,215        196      1,357          8        114        213       -554        394        -44         -8      1,098     -2,581
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       25.1        7.4        6.1       20.0        1.1       37.8       23.4        2.5        1.8        3.7        0.0       24.4       16.8
 
Number of Traders in Each Category                                    Total Traders:        95
        10         10          9          4         13          5         29         21         14          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   113,688
Positions
    16,811     38,078      4,976     27,208      8,748        348     28,322     17,121      3,487      1,400      3,907          0     31,136     37,022
 
Changes from:       May 31, 2011                                     Total Change is:     4,816
    -4,895     10,265     -1,831      1,471         94          0     10,912     -2,601     -2,721        -87      2,161        -72      2,038       -480
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       33.5        4.4       23.9        7.7        0.3       24.9       15.1        3.1        1.2        3.4        0.0       27.4       32.6
 
Number of Traders in Each Category                                    Total Traders:       101
        14         15         10          9          8          .         26         20         11          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   326,041
Positions
    87,205    121,392     24,144     34,324     24,209      2,422     70,906     63,434     18,989     16,038      4,550      3,949     68,064     62,952
 
Changes from:       May 31, 2011                                     Total Change is:     6,082
   -16,856      8,984      8,429        136       -593       -383     17,085      2,782    -10,441       -626     -9,930     -3,371     12,109     10,604
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       37.2        7.4       10.5        7.4        0.7       21.7       19.5        5.8        4.9        1.4        1.2       20.9       19.3
 
Number of Traders in Each Category                                    Total Traders:       182
        23         18         20         17         17         13         38         53         42          7          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   150,041
Positions
     6,075     94,029     14,407      4,877      3,733        134     78,821      9,901      6,198      4,453        969        171     34,904     20,499
 
Changes from:       May 31, 2011                                     Total Change is:    23,057
      -774      8,580      9,944         93       -425         -3     12,777        272      1,480        207        820       -201       -465      2,591
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       62.7        9.6        3.3        2.5        0.1       52.5        6.6        4.1        3.0        0.6        0.1       23.3       13.7
 
Number of Traders in Each Category                                    Total Traders:        86
         6         13         10          5          5          .         35         13         14          5          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   109,993
Positions
    17,203     34,210     61,076          0          0          0     28,624     13,568        565      1,645          0          0        880        574
 
Changes from:       May 31, 2011                                     Total Change is:     3,763
      -272        149      3,473          0          0          0      1,067        652       -269          0          0          0       -236       -242
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       31.1       55.5        0.0        0.0        0.0       26.0       12.3        0.5        1.5        0.0        0.0        0.8        0.5
 
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 June 7, 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   150,067
Positions
     6,910    116,090      8,104     15,805      1,855          0     98,969     11,684      6,938      4,047      2,299          0      9,294      3,097
 
Changes from:       May 31, 2011                                     Total Change is:     7,537
       712     -6,000      7,157       -181        112          0     -7,368     -1,933      6,749       -178        -52          0        646      1,504
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       77.4        5.4       10.5        1.2        0.0       65.9        7.8        4.6        2.7        1.5        0.0        6.2        2.1
 
Number of Traders in Each Category                                    Total Traders:       119
         7         13          4          8          .          0         59         13         10          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    37,227
Positions
     1,777     22,419      4,830        223        166          0     24,133      7,450        446        883        510          0      4,935      1,406
 
Changes from:       May 31, 2011                                     Total Change is:     6,312
       165      1,258      4,830        115        -34          0        196       -348        292         10        266          0        704         48
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       60.2       13.0        0.6        0.4        0.0       64.8       20.0        1.2        2.4        1.4        0.0       13.3        3.8
 
Number of Traders in Each Category                                    Total Traders:        55
         .         14          4          .          .          0         19         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    72,264
Positions
    24,952     32,363      4,740      3,057      2,216        268     12,107      9,456      9,408      1,705        351        271     15,757     13,192
 
Changes from:       May 31, 2011                                     Total Change is:    -8,088
     4,462     -4,110     -5,221     -1,057        677       -419     -5,130      2,483       -797        246       -190        -95        -77       -416
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       44.8        6.6        4.2        3.1        0.4       16.8       13.1       13.0        2.4        0.5        0.4       21.8       18.3
 
Number of Traders in Each Category                                    Total Traders:       105
        21         18         11          5          5          .         29         18         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    20,628
Positions
     3,571     16,469         21        459          0          0      7,315      1,419         16          0          0          0      9,246      2,703
 
Changes from:       May 31, 2011                                     Total Change is:    -3,724
    -3,694     -3,762       -242          0          0          0        149        -18          7          0          0          0         56        291
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       79.8        0.1        2.2        0.0        0.0       35.5        6.9        0.1        0.0        0.0        0.0       44.8       13.1
 
Number of Traders in Each Category                                    Total Traders:        22
         5          5          .          .          0          0          6          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   103,272
Positions
    51,646     40,672        555      5,196      4,432        535     24,743     31,233      3,623      3,410        701        541     13,022     20,979
 
Changes from:       May 31, 2011                                     Total Change is:    -8,726
     6,413    -10,595        -59     -2,113      1,354       -837    -11,821      3,739       -345        492       -380       -191       -265     -1,412
 
Percent of Open Interest Represented by Each Category of Trader
      50.0       39.4        0.5        5.0        4.3        0.5       24.0       30.2        3.5        3.3        0.7        0.5       12.6       20.3
 
Number of Traders in Each Category                                    Total Traders:       103
        22         17          5          4          5          .         31         20         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,103,967
Positions
    54,914    239,797     60,599    399,432    122,607     68,087     81,301    190,619    174,166     24,768     52,790     35,857    204,845    159,446
 
Changes from:       May 31, 2011                                     Total Change is:    89,205
    -4,920    -15,027      5,855     -5,539      7,204      4,668     -4,082     12,105     67,599      1,245    -12,646      8,393     15,986     11,055
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       21.7        5.5       36.2       11.1        6.2        7.4       17.3       15.8        2.2        4.8        3.2       18.6       14.4
 
Number of Traders in Each Category                                    Total Traders:       599
        36         52         45        117         57         72        104        149        116         47         37         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   446,469
Positions
    17,077    135,867     19,386    124,399     34,340     12,077     30,326     60,394     70,573      3,500     32,667     18,412    150,719     62,754
 
Changes from:       May 31, 2011                                     Total Change is:    44,539
     1,227    -19,691        699     -1,167       -123        286      4,332     30,076     23,212        894     -5,844      2,190     12,865     13,733
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       30.4        4.3       27.9        7.7        2.7        6.8       13.5       15.8        0.8        7.3        4.1       33.8       14.1
 
Number of Traders in Each Category                                    Total Traders:       134
         9         20          9         30         11         17         18         32         44          9          5          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 3,287,490
Positions
   302,408    632,878     92,837  1,399,659    465,828    255,555    512,689    908,939    260,151    138,169    132,447     55,394    270,629    483,461
 
Changes from:       May 31, 2011                                     Total Change is:   223,330
   -32,249     21,809     27,291    -18,041     40,450     18,093    110,465     62,675     69,398      6,240    -29,522     26,529     15,604    -13,394
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       19.3        2.8       42.6       14.2        7.8       15.6       27.6        7.9        4.2        4.0        1.7        8.2       14.7
 
Number of Traders in Each Category                                    Total Traders:       555
        39         44         37         97         57         61        108        135        101         41         34         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   111,689
Positions
    19,032     39,353        238     59,132     39,109      5,277     16,101     17,478      1,347      1,262      5,091          0      9,301      3,796
 
Changes from:       May 31, 2011                                     Total Change is:    -2,182
      -216     -5,945         95        552      1,699       -106     -4,094        814      1,347       -289          0          0        530        -86
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       35.2        0.2       52.9       35.0        4.7       14.4       15.6        1.2        1.1        4.6        0.0        8.3        3.4
 
Number of Traders in Each Category                                    Total Traders:        97
         8         12          .         34         13         10         15         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    87,851
Positions
    17,124     30,218      7,045     15,586     15,137      1,926     22,155     11,378      9,216      3,018      4,267      2,254      9,528      6,410
 
Changes from:       May 31, 2011                                     Total Change is:    -2,086
     2,580     -6,773        166        986      1,579       -212     -6,209        318        459       -148         55        878       -585      1,443
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       34.4        8.0       17.7       17.2        2.2       25.2       13.0       10.5        3.4        4.9        2.6       10.8        7.3
 
Number of Traders in Each Category                                    Total Traders:       230
        21         27         14         29         22         12         62         45         26         15          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    17,726
Positions
     4,632     10,587        321      1,600          0          0      6,395      1,514          0          0      3,656          0      4,778      1,648
 
Changes from:       May 31, 2011                                     Total Change is:      -420
       525     -2,211          0          0          0          0     -1,021      1,050          0          0         75          0         76        666
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       59.7        1.8        9.0        0.0        0.0       36.1        8.5        0.0        0.0       20.6        0.0       27.0        9.3
 
Number of Traders in Each Category                                    Total Traders:        27
         5         11          .          .          0          0          5          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   350,623
Positions
    90,371    126,067      5,708     73,930     79,684      5,629    105,636     76,156     19,244     21,643      9,609      4,714     23,749     23,812
 
Changes from:       May 31, 2011                                     Total Change is:    -8,330
     7,164    -25,917      3,940      4,928      7,897     -1,060    -30,675     -8,395      7,031        189        828      3,460     -3,308      3,886
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       36.0        1.6       21.1       22.7        1.6       30.1       21.7        5.5        6.2        2.7        1.3        6.8        6.8
 
Number of Traders in Each Category                                    Total Traders:       229
        21         26          8         29         22         12         60         48         23         16          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   432,773
Positions
   210,398     50,420     16,457    107,039    150,049     32,181     42,250    139,370      3,386      2,821     20,026        401     17,840     20,483
 
Changes from:       May 31, 2011                                     Total Change is:     9,370
    25,949        864     -1,046     -3,808      9,321     -1,456     -6,167      6,714     -3,311       -168       -456        391     -1,014     -1,651
 
Percent of Open Interest Represented by Each Category of Trader
      48.6       11.7        3.8       24.7       34.7        7.4        9.8       32.2        0.8        0.7        4.6        0.1        4.1        4.7
 
Number of Traders in Each Category                                    Total Traders:       269
        20         17          4         47         53         26         41         72         23          4         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    61,071
Positions
     9,105      8,600      4,486      7,709      1,499      1,780     15,242      8,658     13,062        216      4,112        281      9,190     18,593
 
Changes from:       May 31, 2011                                     Total Change is:    14,298
       -18        834      2,629         59        187       -100      1,371       -273      8,449          0        233        281      1,627      2,058
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       14.1        7.3       12.6        2.5        2.9       25.0       14.2       21.4        0.4        6.7        0.5       15.0       30.4
 
Number of Traders in Each Category                                    Total Traders:        60
        11          6          4         10          .          .         10         15          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    81,827
Positions
    24,559     22,290      3,834      7,965      3,984        919     10,020     12,422      9,215      1,816      3,812        818     22,681     24,533
 
Changes from:       May 31, 2011                                     Total Change is:    21,891
     2,442     -4,715      1,828        -41      1,039        350      1,008       -916      6,388       -309       -336        409      9,816     17,844
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       27.2        4.7        9.7        4.9        1.1       12.2       15.2       11.3        2.2        4.7        1.0       27.7       30.0
 
Number of Traders in Each Category                                    Total Traders:        77
        19         16          8          7          .          .         15         11          9          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    30,660
Positions
       256      5,840          0     19,597     13,782      3,619      2,108      5,485        315        419          0          0      4,346      1,619
 
Changes from:       May 31, 2011                                     Total Change is:     1,093
         0        431          0      1,303      1,021        -13       -357       -547        311          0          0          0       -151       -110
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       19.0        0.0       63.9       45.0       11.8        6.9       17.9        1.0        1.4        0.0        0.0       14.2        5.3
 
Number of Traders in Each Category                                    Total Traders:        47
         .          .          0         17         16          9          4          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    38,800
Positions
     5,860     15,167        649     14,948      5,826      1,210      6,093     12,304        449      1,721        829         17      7,853      2,349
 
Changes from:       May 31, 2011                                     Total Change is:    -1,053
       561     -2,379         46       -735      1,728        107       -511       -194        -87       -219         31          0       -215       -305
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       39.1        1.7       38.5       15.0        3.1       15.7       31.7        1.2        4.4        2.1        0.0       20.2        6.1
 
Number of Traders in Each Category                                    Total Traders:        60
         7          7          .         13          9          4         10          7          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   773,657
Positions
    10,509    104,393     31,555    293,522    142,251     82,753    101,139    114,385     57,589     13,528     80,831     10,532    172,529    149,369
 
Changes from:       May 31, 2011                                     Total Change is:   -32,257
     1,354        450     -5,812     -5,564     -4,445      6,487    -15,452    -13,235     -8,657     -2,512     -5,163      5,195     -7,296     -7,077
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       13.5        4.1       37.9       18.4       10.7       13.1       14.8        7.4        1.7       10.4        1.4       22.3       19.3
 
Number of Traders in Each Category                                    Total Traders:       168
         6         22         17         40         24         41         27         34         30          6          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   372,645
Positions
     3,153    146,902      5,857    269,507      7,628     16,765      2,000    138,148      8,574      1,500          0          0     65,290     48,772
 
Changes from:       May 31, 2011                                     Total Change is:   -12,350
       653     -6,095     -3,786     10,062      3,390     -1,697          0      9,532     -7,871       -200          0          0     -9,512     -5,824
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       39.4        1.6       72.3        2.0        4.5        0.5       37.1        2.3        0.4        0.0        0.0       17.5       13.1
 
Number of Traders in Each Category                                    Total Traders:        68
         .          8          7         33          5         17          .         17          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,043,201
Positions
    41,618    110,046     14,466    197,379    377,716    100,366    363,544     83,102     62,579    130,439    117,237     15,478    117,332    162,210
 
Changes from:       May 31, 2011                                     Total Change is:   -27,409
   -11,143     -1,990     -9,562     21,492    -44,293      2,736    -40,220     11,613      7,186      5,558      6,479        592     -4,048       -170
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       10.5        1.4       18.9       36.2        9.6       34.8        8.0        6.0       12.5       11.2        1.5       11.2       15.5
 
Number of Traders in Each Category                                    Total Traders:       272
        16         41         22         33         56         42         51         34         37         10         31         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 2,229,377
Positions
   210,417    123,157    179,392    572,636    528,591    254,343    344,151    389,700    255,417     38,590     94,796     24,832    349,599    379,149
 
Changes from:       May 31, 2011                                     Total Change is:   -42,704
     5,433    -26,443      5,190    -46,992       -192     -1,223    -16,377     12,082     37,356     17,849        -99    -24,644    -19,296    -44,730
 
Percent of Open Interest Represented by Each Category of Trader
       9.4        5.5        8.0       25.7       23.7       11.4       15.4       17.5       11.5        1.7        4.3        1.1       15.7       17.0
 
Number of Traders in Each Category                                    Total Traders:       289
        29         35         50         35         60         54         58         44         68         10         18          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 1,626,454
Positions
   137,894    195,401     75,096    270,504    653,899    120,531    521,358     70,374    116,829    115,530     71,509      9,178    259,532    313,636
 
Changes from:       May 31, 2011                                     Total Change is:    -7,827
    -6,101    -27,059    -11,534     -8,193      8,307     10,233     -1,181      1,385         47        938      3,108      3,068      4,897      4,619
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       12.0        4.6       16.6       40.2        7.4       32.1        4.3        7.2        7.1        4.4        0.6       16.0       19.3
 
Number of Traders in Each Category                                    Total Traders:       214
        17         24         30         22         49         41         49         30         44          8         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   968,939
Positions
   236,938    176,409    286,115      1,363     11,075     11,858     64,209     95,475    292,582      7,835     10,478     27,680     40,359     57,268
 
Changes from:       May 31, 2011                                     Total Change is:   -95,146
    14,977      9,382    -67,211       -599      4,141        -85       -801      9,934    -33,946         35     -5,524     -1,995     -5,522     -9,842
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       18.2       29.5        0.1        1.1        1.2        6.6        9.9       30.2        0.8        1.1        2.9        4.2        5.9
 
Number of Traders in Each Category                                    Total Traders:       149
        21         45         54          .          7          5         27         30         44          .          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is17,433,600
Positions
   958,409  4,394,125  3,437,871  3,281,240    341,547    278,351  1,608,063    652,910  5,621,608     44,338    431,115  1,151,246  1,052,472  1,124,826
 
Changes from:       May 31, 2011                                     Total Change is:   644,649
       391     96,993    224,662     72,485     20,560    -26,990    -26,978    -33,527    321,243      2,668    -11,223    117,716    -40,549    -64,785
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       25.2       19.7       18.8        2.0        1.6        9.2        3.7       32.2        0.3        2.5        6.6        6.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       330
        30         71        101          7         23         23         78         74        124         11         30         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    14,948
Positions
     4,807      5,092      1,101      1,289        722         23      3,791      7,410          3      3,526        496          0        408        101
 
Changes from:       May 31, 2011                                     Total Change is:     1,125
         0        185        959         11          0          0        452         -2         -5       -300        -38          0          8         26
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       34.1        7.4        8.6        4.8        0.2       25.4       49.6        0.0       23.6        3.3        0.0        2.7        0.7
 
Number of Traders in Each Category                                    Total Traders:        30
         4          .          .          .          5          .          5          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    28,683
Positions
    22,239     11,800          0      1,210      2,989         58      3,320      6,942      1,393        175      5,455          0        288         46
 
Changes from:       May 31, 2011                                     Total Change is:       306
        62       -823          0         -3        403          0     -1,088       -524      1,277         96        -52          0        -38         25
 
Percent of Open Interest Represented by Each Category of Trader
      77.5       41.1        0.0        4.2       10.4        0.2       11.6       24.2        4.9        0.6       19.0        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        35
         4          4          0          .          5          .         10          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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    63,201
Positions
    27,379     11,229        510        419        555        917     19,551     40,509      2,812      4,027      2,079        432      7,155      4,159
 
Changes from:       May 31, 2011                                     Total Change is:     6,253
      -126     -2,917        252        -81        555         77      4,556      5,794      1,229        227        264        427       -309        572
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       17.8        0.8        0.7        0.9        1.5       30.9       64.1        4.4        6.4        3.3        0.7       11.3        6.6
 
Number of Traders in Each Category                                    Total Traders:       114
         6          5          .          .          .          .         23         38         10         25          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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   244,663
Positions
    81,680     77,914     38,880     16,417      3,160      5,617     12,025     34,627     31,104      6,828      3,687     29,486     22,626     20,188
 
Changes from:       May 31, 2011                                     Total Change is:     2,305
     2,486      6,818     -3,061     -1,013        146        248      1,329     -5,191      3,664        236     -1,830       -475     -1,109      1,986
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       31.8       15.9        6.7        1.3        2.3        4.9       14.2       12.7        2.8        1.5       12.1        9.2        8.3
 
Number of Traders in Each Category                                    Total Traders:       134
        14         12         21         14          4          7         25         24         34          8          9         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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     7,966
Positions
       598      4,429          8      2,400        275          0      2,439      2,491        672        640          0          0      1,209         91
 
Changes from:       May 31, 2011                                     Total Change is:         9
        20        -54          8        -23         41          0          8         43          0          0          0          0         -4        -29
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       55.6        0.1       30.1        3.5        0.0       30.6       31.3        8.4        8.0        0.0        0.0       15.2        1.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          4          .          0          6          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated June 10, 2011