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1 "CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,090741 ,CME ,00 ,090 , 120524, 7328, 56070, 3744, 11581, 6498, 278, 32801, 28715, 5938, 7487, 2, 385, 69542, 101630, 50981, 18893, 3356, -2404, 8892, 505, 1724, 106, 16, 5779, -2116, -1264, 507, -952, 127, 4989, 5314, -1633, -1958, 100.0, 6.1, 46.5, 3.1, 9.6, 5.4, 0.2, 27.2, 23.8, 4.9, 6.2, 0.0, 0.3, 57.7, 84.3, 42.3, 15.7, 82, 6, 14, 6, 4, 4, ., 29, 15, 8, 9, ., ., 60, 41, 15.8, 38.7, 23.6, 54.4, 14.9, 38.4, 21.9, 53.9,"(CONTRACTS OF CAD 100,000)" ,"090741" ,"CME" ,"090" ,"F10" ,"Combined"\r
2 "SWISS FRANC - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,092741 ,CME ,00 ,092 , 50988, 2645, 25436, 1220, 1252, 1127, 158, 18007, 9148, 558, 408, 0, 0, 24248, 37647, 26740, 13341, 785, -984, 716, 190, 6, 5, 0, 308, -514, -29, -10, 0, 0, -519, 368, 1305, 418, 100.0, 5.2, 49.9, 2.4, 2.5, 2.2, 0.3, 35.3, 17.9, 1.1, 0.8, 0.0, 0.0, 47.6, 73.8, 52.4, 26.2, 43, 4, 9, 5, ., ., ., 17, 8, 5, ., 0, 0, 31, 24, 18.6, 51.8, 27.7, 63.0, 18.6, 51.1, 27.5, 62.0,"(CONTRACTS OF CHF 125,000)" ,"092741" ,"CME" ,"092" ,"F10" ,"Combined"\r
3 "BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,096742 ,CME ,00 ,096 , 126220, 61629, 2020, 2929, 4551, 30103, 966, 32563, 51891, 2099, 1141, 5073, 39, 105917, 95120, 20304, 31100, 302, 9380, 587, -1950, 75, 811, 10, -359, -2387, -1208, -902, 0, -23, 5023, -4161, -4722, 4463, 100.0, 48.8, 1.6, 2.3, 3.6, 23.8, 0.8, 25.8, 41.1, 1.7, 0.9, 4.0, 0.0, 83.9, 75.4, 16.1, 24.6, 89, 15, 5, 8, 4, 13, 4, 18, 27, 11, ., 5, ., 50, 63, 33.3, 30.4, 50.8, 40.9, 33.3, 29.7, 50.1, 40.2,"(CONTRACTS OF GBP 62,500)" ,"096742" ,"CME" ,"096" ,"F10" ,"Combined"\r
4 "JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,097741 ,CME ,00 ,097 , 123722, 8969, 52598, 3716, 26849, 8145, 428, 46148, 16854, 2744, 1438, 4349, 0, 90292, 88834, 33430, 34888, 21009, -2140, 14270, 925, 1375, -1, 4, 12887, 4088, -459, -37, 324, -17, 12538, 19134, 8470, 1875, 100.0, 7.2, 42.5, 3.0, 21.7, 6.6, 0.3, 37.3, 13.6, 2.2, 1.2, 3.5, 0.0, 73.0, 71.8, 27.0, 28.2, 105, 9, 16, 9, 9, 7, ., 29, 25, 12, ., 8, 0, 66, 63, 26.2, 30.6, 36.6, 44.6, 26.2, 29.9, 36.5, 43.9,"(CONTRACTS OF JPY 12,500,000)" ,"097741" ,"CME" ,"097" ,"F10" ,"Combined"\r
5 "EURO FX - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,099741 ,CME ,00 ,099 , 224784, 35792, 41262, 10970, 31564, 26668, 2452, 46306, 58928, 19858, 14900, 4699, 5037, 166879, 169874, 57904, 54909, -12853, 12485, -23609, -2043, 1412, -845, -203, -17683, 11675, -2804, 330, 564, -1061, -9568, -18327, -3285, 5475, 100.0, 15.9, 18.4, 4.9, 14.0, 11.9, 1.1, 20.6, 26.2, 8.8, 6.6, 2.1, 2.2, 74.2, 75.6, 25.8, 24.4, 172, 22, 15, 16, 16, 16, 12, 32, 51, 38, 10, 10, 9, 114, 133, 19.7, 16.3, 28.8, 24.2, 19.2, 15.4, 28.1, 23.2,"(CONTRACTS OF EUR 125,000)" ,"099741" ,"CME" ,"099" ,"F10" ,"Combined"\r
6 "AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,232741 ,CME ,00 ,232 , 125750, 4105, 84803, 2642, 2872, 4698, 179, 77922, 14780, 1677, 1641, 147, 154, 91192, 109080, 34558, 16670, -4538, 811, 5526, -882, 6, 706, 0, -437, -3687, -1111, -554, -4362, -54, -2222, -3864, -2316, -674, 100.0, 3.3, 67.4, 2.1, 2.3, 3.7, 0.1, 62.0, 11.8, 1.3, 1.3, 0.1, 0.1, 72.5, 86.7, 27.5, 13.3, 74, 6, 15, 6, ., 6, ., 27, 12, 9, ., ., ., 50, 43, 48.4, 40.9, 54.1, 63.8, 48.4, 40.7, 53.9, 63.6,"(CONTRACTS OF AUD 100,000)" ,"232741" ,"CME" ,"232" ,"F10" ,"Combined"\r
7 "RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,089741 ,CME ,00 ,089 , 104508, 43506, 61353, 25899, 0, 0, 0, 30043, 14599, 592, 1645, 0, 0, 101685, 102443, 2823, 2065, 1534, 124, 758, -672, 0, 0, 0, 816, 386, 116, 0, 0, 0, 384, 588, 1150, 946, 100.0, 41.6, 58.7, 24.8, 0.0, 0.0, 0.0, 28.7, 14.0, 0.6, 1.6, 0.0, 0.0, 97.3, 98.0, 2.7, 2.0, 26, 7, 12, 15, 0, 0, 0, 4, ., ., ., 0, 0, 24, 19, 72.2, 67.2, 85.5, 84.2, 64.6, 55.7, 71.3, 67.6,"(CONTRACTS OF RUB 2,500,000)" ,"089741" ,"CME" ,"089" ,"F15" ,"Combined"\r
8 "MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,095741 ,CME ,00 ,095 , 145774, 6901, 94651, 450, 13782, 1302, 111, 111324, 44951, 247, 4447, 1929, 0, 137262, 143641, 8512, 2133, 20545, -2844, 9569, 6, 171, 0, 0, 22992, 11495, 0, 234, -235, 0, 20559, 20835, -14, -290, 100.0, 4.7, 64.9, 0.3, 9.5, 0.9, 0.1, 76.4, 30.8, 0.2, 3.1, 1.3, 0.0, 94.2, 98.5, 5.8, 1.5, 110, 6, 13, ., 10, ., ., 59, 10, ., 7, ., 0, 86, 29, 41.6, 63.5, 56.8, 83.1, 41.6, 63.3, 56.8, 82.8,"(CONTRACTS OF MXN 500,000)" ,"095741" ,"CME" ,"095" ,"F15" ,"Combined"\r
9 "BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,102741 ,CME ,00 ,102 , 37878, 29477, 27022, 66, 2325, 0, 0, 4025, 403, 17, 525, 10099, 0, 36435, 37607, 1443, 271, -290, 0, -511, 0, 14, 0, 0, -334, 265, 6, 32, 1, 0, -282, -239, -8, -51, 100.0, 77.8, 71.3, 0.2, 6.1, 0.0, 0.0, 10.6, 1.1, 0.0, 1.4, 26.7, 0.0, 96.2, 99.3, 3.8, 0.7, 22, ., 6, ., ., 0, 0, 8, ., ., ., ., 0, 15, 10, 89.5, 89.8, 93.9, 98.8, 89.4, 89.8, 93.7, 98.7,"(CONTRACTS OF BRL 100,000)" ,"102741" ,"CME" ,"102" ,"F15" ,"Combined"\r
10 "NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,112741 ,CME ,00 ,112 , 29745, 2157, 24145, 1, 259, 232, 0, 22147, 4142, 0, 961, 0, 0, 25525, 28520, 4220, 1225, -775, -323, -744, 0, 44, 3, 0, -32, 17, 0, -193, -105, 0, -504, -829, -271, 54, 100.0, 7.3, 81.2, 0.0, 0.9, 0.8, 0.0, 74.5, 13.9, 0.0, 3.2, 0.0, 0.0, 85.8, 95.9, 14.2, 4.1, 41, ., 6, ., ., ., 0, 17, 9, 0, 4, 0, 0, 26, 16, 56.4, 72.9, 71.6, 87.8, 56.4, 72.9, 71.6, 87.8,"(CONTRACTS OF NZD 100,000)" ,"112741" ,"CME" ,"112" ,"F15" ,"Combined"\r
11 "DJIA Consolidated - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,12460+ ,CBT ,00 ,124 , 75144, 19944, 47312, 2538, 3731, 2021, 625, 28574, 9054, 5722, 2805, 1327, 1025, 64963, 69622, 10180, 5521, 23840, 4365, 17641, 2294, 543, 148, -87, 8115, -2494, 4230, -156, -106, 770, 20073, 22397, 3767, 1444, 100.0, 26.5, 63.0, 3.4, 5.0, 2.7, 0.8, 38.0, 12.0, 7.6, 3.7, 1.8, 1.4, 86.5, 92.7, 13.5, 7.3, 101, 20, 15, 7, 7, 4, ., 26, 21, 12, ., 4, ., 72, 51, 26.1, 46.8, 37.9, 61.7, 26.1, 44.1, 37.5, 59.0,"($10 X DJIA INDEX)" ,"12460+" ,"CBT" ,"124" ,"F20" ,"Combined"\r
12 "DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,124601 ,CBT ,00 ,124 , 14666, 6261, 12194, 0, 706, 218, 0, 4339, 259, 33, 731, 499, 0, 12070, 13203, 2596, 1463, ., ., ., ., ., ., ., ., ., ., ., ., ., ., ., ., ., 100.0, 42.7, 83.1, 0.0, 4.8, 1.5, 0.0, 29.6, 1.8, 0.2, 5.0, 3.4, 0.0, 82.3, 90.0, 17.7, 10.0, 21, 6, 5, 0, ., ., 0, 5, ., ., ., ., 0, 14, 9, 46.7, 79.5, 68.1, 90.0, 46.7, 79.5, 68.1, 89.8,"($10 X DJIA INDEX)" ,"124601" ,"CBT" ,"124" ,"F20" ,"Combined"\r
13 "DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,124603 ,CBT ,00 ,124 , 120956, 31849, 74719, 593, 6049, 3605, 1249, 57216, 26336, 2631, 5610, 3118, 588, 105786, 112840, 15170, 8116, 18349, 690, 15376, 104, -327, -140, -174, 16297, 3241, -351, -312, 253, 79, 16007, 18388, 2343, -39, 100.0, 26.3, 61.8, 0.5, 5.0, 3.0, 1.0, 47.3, 21.8, 2.2, 4.6, 2.6, 0.5, 87.5, 93.3, 12.5, 6.7, 96, 20, 14, 5, 6, ., ., 26, 22, 9, ., ., ., 65, 48, 30.8, 47.8, 44.8, 64.0, 30.8, 47.6, 44.8, 63.9,"($5 X DJIA INDEX)" ,"124603" ,"CBT" ,"124" ,"F20" ,"Combined"\r
14 "S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,13874+ ,CME ,00 ,138 , 954210, 48023, 214719, 39979, 388068, 134453, 59967, 87629, 153363, 138915, 23696, 77654, 33119, 819395, 852169, 134815, 102041, 43530, -20, -137, 4520, -1355, 20404, 53, 10768, -728, 13972, 143, -366, 2950, 31030, 40668, 12500, 2863, 100.0, 5.0, 22.5, 4.2, 40.7, 14.1, 6.3, 9.2, 16.1, 14.6, 2.5, 8.1, 3.5, 85.9, 89.3, 14.1, 10.7, 600, 30, 57, 37, 111, 62, 72, 88, 155, 116, 50, 47, 36, 423, 438, 13.7, 15.2, 20.6, 23.4, 10.9, 13.4, 16.7, 20.1,"(S&P 500 INDEX X $250.00)" ,"13874+" ,"CME" ,"138" ,"F20" ,"Combined"\r
15 "S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,138741 ,CME ,00 ,138 , 370781, 23051, 113627, 12262, 123650, 35599, 11613, 26765, 30423, 66621, 5276, 34338, 20552, 289789, 325033, 80993, 45748, 18104, 1781, -362, 939, -1999, -211, 1029, -239, 3841, 7720, 167, -254, 2480, 11879, 15183, 6225, 2921, 100.0, 6.2, 30.6, 3.3, 33.3, 9.6, 3.1, 7.2, 8.2, 18.0, 1.4, 9.3, 5.5, 78.2, 87.7, 21.8, 12.3, 136, 9, 16, 8, 29, 12, 14, 19, 33, 47, 9, 9, 13, 114, 104, 17.8, 23.8, 26.5, 35.0, 16.6, 20.0, 24.5, 30.7,"(S&P 500 INDEX X $250.00)" ,"138741" ,"CME" ,"138" ,"F20" ,"Combined"\r
16 "E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,13874A ,CME ,00 ,138 , 2917146, 172268, 552864, 91183, 1331788, 503975, 232072, 390677, 701056, 275114, 94322, 218806, 60610, 2648034, 2635680, 269112, 281466, 127134, 145, 10278, 8750, 2887, 102739, -4548, 58419, -19464, 27881, -993, -1428, 3218, 95758, 127425, 31376, -291, 100.0, 5.9, 19.0, 3.1, 45.7, 17.3, 8.0, 13.4, 24.0, 9.4, 3.2, 7.5, 2.1, 90.8, 90.4, 9.2, 9.6, 550, 29, 51, 31, 95, 59, 65, 90, 140, 100, 44, 42, 29, 378, 397, 17.0, 13.1, 25.4, 21.8, 14.8, 12.6, 22.5, 19.4,"($50 X S&P 500 INDEX)" ,"13874A" ,"CME" ,"138" ,"F20" ,"Combined"\r
17 "E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,33874A ,CME ,00 ,138 , 112722, 12334, 47055, 66, 60877, 37492, 3271, 25461, 17615, 8, 1486, 3655, 0, 103503, 109162, 9219, 3560, 7628, 239, 6432, 0, 3477, -93, 281, 3920, 3204, -1, -204, 0, 0, 7712, 9823, -84, -2195, 100.0, 10.9, 41.7, 0.1, 54.0, 33.3, 2.9, 22.6, 15.6, 0.0, 1.3, 3.2, 0.0, 91.8, 96.8, 8.2, 3.2, 102, 10, 12, ., 35, 12, 10, 18, 12, ., ., ., 0, 69, 45, 32.3, 40.1, 50.4, 57.3, 31.9, 40.1, 49.9, 56.8,"(S&P 400 INDEX X $100)" ,"33874A" ,"CME" ,"138" ,"F20" ,"Combined"\r
18 "NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,20974+ ,CME ,00 ,209 , 90336, 17753, 42472, 2491, 12283, 7087, 1646, 32560, 14611, 10630, 2170, 4793, 290, 79823, 84020, 10513, 6316, 29662, 751, 19516, 1905, 284, 122, 107, 13989, -4345, 8022, -196, 1559, 9, 24872, 26895, 4791, 2767, 100.0, 19.7, 47.0, 2.8, 13.6, 7.8, 1.8, 36.0, 16.2, 11.8, 2.4, 5.3, 0.3, 88.4, 93.0, 11.6, 7.0, 237, 22, 33, 10, 25, 20, 9, 69, 45, 24, 13, 10, ., 155, 128, 24.1, 24.1, 37.8, 39.1, 24.1, 21.5, 35.4, 33.5,"(NASDAQ 100 INDEX X $100)" ,"20974+" ,"CME" ,"209" ,"F20" ,"Combined"\r
19 "NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,209741 ,CME ,00 ,209 , 16341, 4220, 10922, 1, 334, 0, 0, 8101, 220, 0, 0, 1758, 0, 12656, 12901, 3685, 3440, ., ., ., ., ., ., ., ., ., ., ., ., ., ., ., ., ., 100.0, 25.8, 66.8, 0.0, 2.0, 0.0, 0.0, 49.6, 1.3, 0.0, 0.0, 10.8, 0.0, 77.4, 78.9, 22.6, 21.1, 21, 7, 6, ., ., 0, 0, ., ., 0, 0, ., 0, 11, 11, 57.2, 63.1, 72.7, 76.0, 57.2, 63.1, 72.7, 76.0,"(NASDAQ 100 INDEX X $100)" ,"209741" ,"CME" ,"209" ,"F20" ,"Combined"\r
20 "NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,209742 ,CME ,00 ,209 , 369974, 77741, 167827, 2374, 59747, 35437, 8230, 163720, 113382, 11724, 10850, 15173, 1449, 335836, 355597, 34138, 14377, 66604, -7268, 53047, -556, -252, 610, 537, 70866, 18599, -1314, -980, -995, 44, 61078, 69972, 5526, -3369, 100.0, 21.0, 45.4, 0.6, 16.1, 9.6, 2.2, 44.3, 30.6, 3.2, 2.9, 4.1, 0.4, 90.8, 96.1, 9.2, 3.9, 235, 21, 33, 6, 25, 20, 9, 70, 44, 20, 13, 9, ., 149, 124, 28.5, 27.0, 41.8, 42.4, 28.5, 27.0, 41.6, 42.4,"(NASDAQ 100 STOCK INDEX X $20)" ,"209742" ,"CME" ,"209" ,"F20" ,"Combined"\r
21 "RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S." ,110712 ,2011-07-12,23977A ,ICUS ,01 ,239 , 420686, 176276, 44298, 10755, 113304, 157107, 31699, 60433, 132124, 5110, 2519, 21875, 127, 400222, 403095, 20464, 17591, 3160, -20793, 5188, 740, 939, 638, 229, 18276, -4941, 122, -37, 142, 14, -511, 2131, 3670, 1028, 100.0, 41.9, 10.5, 2.6, 26.9, 37.3, 7.5, 14.4, 31.4, 1.2, 0.6, 5.2, 0.0, 95.1, 95.8, 4.9, 4.2, 263, 20, 17, ., 51, 45, 30, 43, 65, 22, 6, 16, ., 151, 170, 38.2, 15.9, 52.3, 27.5, 33.9, 15.5, 46.8, 25.4,"(RUSSELL 2000 INDEX X $100.00)" ,"23977A" ,"ICUS" ,"239" ,"F20" ,"Combined"\r
22 "NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,240741 ,CME ,00 ,240 , 35770, 9266, 8111, 35, 9374, 0, 2772, 6163, 13365, 0, 539, 4034, 0, 28149, 28317, 7621, 7453, 429, 328, 217, 0, 936, 0, 92, -1363, 608, -1, -623, -41, 0, -631, 875, 1060, -446, 100.0, 25.9, 22.7, 0.1, 26.2, 0.0, 7.7, 17.2, 37.4, 0.0, 1.5, 11.3, 0.0, 78.7, 79.2, 21.3, 20.8, 54, 11, 6, ., 10, 0, ., 8, 14, 0, ., ., 0, 32, 25, 31.1, 40.0, 53.0, 60.3, 30.8, 39.9, 48.2, 55.9,"(NIKKEI INDEX X $5.00)" ,"240741" ,"CME" ,"240" ,"F20" ,"Combined"\r
23 "NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,240743 ,CME ,00 ,240 , 48971, 9594, 31054, 1581, 6484, 4210, 569, 16753, 3467, 30, 602, 2174, 0, 35613, 43085, 13358, 5886, 1265, -6165, 12566, -121, -495, 2550, 0, 1900, 991, 1, -399, 969, 0, -5279, 16956, 6544, -15691, 100.0, 19.6, 63.4, 3.2, 13.2, 8.6, 1.2, 34.2, 7.1, 0.1, 1.2, 4.4, 0.0, 72.7, 88.0, 27.3, 12.0, 64, 11, 17, 4, 6, ., ., 16, 8, ., ., ., 0, 38, 33, 21.6, 39.2, 36.1, 58.2, 20.9, 38.1, 35.4, 55.6,"(NIKKEI INDEX X JPY 500)" ,"240743" ,"CME" ,"240" ,"F20" ,"Combined"\r
24 "MSCI EAFE MINI INDEX - NYSE LIFFE" ,110712 ,2011-07-12,244041 ,NYL ,01 ,244 , 33283, 0, 5816, 493, 20330, 13342, 4818, 3893, 7998, 4, 415, 0, 0, 29953, 32471, 3330, 812, 2015, 0, -137, 2, -30, 1317, 645, 896, 94, 1, 0, 0, 0, 1514, 1922, 501, 93, 100.0, 0.0, 17.5, 1.5, 61.1, 40.1, 14.5, 11.7, 24.0, 0.0, 1.2, 0.0, 0.0, 90.0, 97.6, 10.0, 2.4, 50, 0, ., ., 19, 14, 9, 7, 6, ., ., 0, 0, 31, 30, 53.0, 46.2, 64.1, 67.4, 45.4, 44.7, 53.7, 61.4,"(MSCI EAFE INDEX X $50)" ,"244041" ,"NYL" ,"244" ,"F20" ,"Combined"\r
25 "MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE" ,110712 ,2011-07-12,244042 ,NYL ,01 ,244 , 47100, 8530, 15515, 1114, 18268, 4042, 1833, 8704, 19571, 478, 1786, 642, 197, 40910, 43392, 6190, 3708, 2375, 301, 511, -27, 585, -300, 28, 229, 1088, -50, 630, -280, 10, 1706, 980, 669, 1395, 100.0, 18.1, 32.9, 2.4, 38.8, 8.6, 3.9, 18.5, 41.6, 1.0, 3.8, 1.4, 0.4, 86.9, 92.1, 13.1, 7.9, 61, 7, 6, ., 14, 7, 5, 12, 10, ., 4, ., ., 43, 28, 41.7, 64.6, 55.3, 73.7, 39.6, 62.4, 53.2, 71.0,"(MSCI EAFE INDEX X $50)" ,"244042" ,"NYL" ,"244" ,"F20" ,"Combined"\r
26 "U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,020601 ,CBT ,00 ,020 , 732836, 15800, 89934, 23886, 315105, 125395, 78915, 71587, 83909, 61208, 11420, 109232, 4103, 582024, 576582, 150812, 156254, 56655, 2528, 16342, 5312, 32464, -4117, 1112, 15528, 18122, 4208, -2180, 8107, 454, 59425, 49539, -2770, 7115, 100.0, 2.2, 12.3, 3.3, 43.0, 17.1, 10.8, 9.8, 11.4, 8.4, 1.6, 14.9, 0.6, 79.4, 78.7, 20.6, 21.3, 168, 10, 19, 16, 43, 20, 42, 25, 36, 36, ., 13, 7, 134, 135, 19.3, 17.7, 28.8, 26.2, 18.9, 16.8, 27.1, 24.9,"(CONTRACTS OF $100,000 FACE VALUE)" ,"020601" ,"CBT" ,"020" ,"F30" ,"Combined"\r
27 "LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,020604 ,CBT ,00 ,020 , 376710, 8058, 149125, 1919, 269530, 11336, 21099, 9858, 135498, 3205, 1500, 6402, 0, 315170, 328585, 61540, 48125, -10244, -487, -11522, 217, -10115, -1054, -124, 0, -1444, 432, 0, 867, 0, -10077, -12628, -167, 2384, 100.0, 2.1, 39.6, 0.5, 71.5, 3.0, 5.6, 2.6, 36.0, 0.9, 0.4, 1.7, 0.0, 83.7, 87.2, 16.3, 12.8, 72, ., 9, ., 35, 4, 15, ., 17, 5, ., ., 0, 50, 45, 27.2, 48.2, 46.6, 60.3, 24.1, 47.7, 42.2, 59.2,"(CONTRACTS OF $100,000 FACE VALUE)" ,"020604" ,"CBT" ,"020" ,"F30" ,"Combined"\r
28 "2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,042601 ,CBT ,00 ,042 , 1044149, 46633, 121030, 7568, 302836, 373882, 95178, 362281, 112689, 75733, 42431, 105051, 9423, 942083, 900552, 102066, 143597, 3567, -968, 4885, -267, 3277, 2014, -5940, 13897, 21661, -5651, 3886, -5665, 140, 8374, 11178, -4807, -7611, 100.0, 4.5, 11.6, 0.7, 29.0, 35.8, 9.1, 34.7, 10.8, 7.3, 4.1, 10.1, 0.9, 90.2, 86.2, 9.8, 13.8, 274, 15, 43, 19, 27, 60, 44, 54, 37, 30, 8, 30, 6, 165, 208, 24.8, 12.9, 39.9, 22.4, 23.0, 11.1, 36.9, 19.4,"(CONTRACTS OF $200,000 FACE VALUE)" ,"042601" ,"CBT" ,"042" ,"F30" ,"Combined"\r
29 "10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,043602 ,CBT ,00 ,043 , 2309229, 171070, 236710, 191000, 655776, 530011, 250972, 379451, 375102, 260798, 55749, 89946, 32297, 1997113, 1966836, 312116, 342393, 72410, -28796, 65904, -17054, 72493, 41409, -8695, 26615, 9427, 3909, 27597, -180, -1103, 74967, 93617, -2557, -21207, 100.0, 7.4, 10.3, 8.3, 28.4, 23.0, 10.9, 16.4, 16.2, 11.3, 2.4, 3.9, 1.4, 86.5, 85.2, 13.5, 14.8, 287, 33, 37, 57, 36, 57, 57, 51, 49, 73, 9, 15, 9, 226, 257, 20.6, 17.3, 28.6, 25.6, 19.6, 14.2, 26.1, 20.5,"(CONTRACTS OF $100,000 FACE VALUE)" ,"043602" ,"CBT" ,"043" ,"F30" ,"Combined"\r
30 "5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,044601 ,CBT ,00 ,044 , 1726068, 127147, 159349, 65179, 264649, 677757, 126808, 558912, 168792, 134581, 197925, 78578, 22801, 1498002, 1433845, 228065, 292222, 124654, -8355, -1960, 12891, -1681, 37245, -8495, 81552, 48384, 36049, 6427, 5745, 6726, 125114, 136585, -460, -11931, 100.0, 7.4, 9.2, 3.8, 15.3, 39.3, 7.3, 32.4, 9.8, 7.8, 11.5, 4.6, 1.3, 86.8, 83.1, 13.2, 16.9, 218, 19, 25, 22, 18, 51, 36, 48, 35, 46, 7, 15, 5, 148, 179, 34.7, 19.6, 43.9, 29.4, 34.5, 17.8, 43.4, 25.5,"(CONTRACTS OF $100,000 FACE VALUE)" ,"044601" ,"CBT" ,"044" ,"F30" ,"Combined"\r
31 "30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,045601 ,CBT ,00 ,045 , 1011619, 226151, 201603, 319606, 4041, 12874, 12196, 66423, 58331, 299729, 2153, 14709, 35963, 966263, 955011, 45356, 56608, 43480, 2146, 3948, 25724, 468, -4, -1793, -1955, 2323, 10491, -538, -261, -600, 33943, 39829, 9537, 3651, 100.0, 22.4, 19.9, 31.6, 0.4, 1.3, 1.2, 6.6, 5.8, 29.6, 0.2, 1.5, 3.6, 95.5, 94.4, 4.5, 5.6, 148, 25, 37, 53, 4, 8, 6, 26, 28, 44, ., 10, 6, 121, 136, 34.5, 23.7, 48.4, 36.5, 20.6, 10.1, 23.1, 13.9,"(CONTRACTS OF $5,000,000)" ,"045601" ,"CBT" ,"045" ,"F33" ,"Combined"\r
32 "3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE" ,110712 ,2011-07-12,132741 ,CME ,00 ,132 ,17009297, 820836, 3897021, 3383795, 3445510, 551030, 300196, 1297005, 532375, 5516207, 47657, 513478, 1175257,15986462,15869359, 1022835, 1139938, 963333, 9620, -38357, 270360, 26109, 11722, 20788, 41404, 11769, 432517, 786, 80028, 63752, 865338, 852579, 97995, 110754, 100.0, 4.8, 22.9, 19.9, 20.3, 3.2, 1.8, 7.6, 3.1, 32.4, 0.3, 3.0, 6.9, 94.0, 93.3, 6.0, 6.7, 309, 33, 64, 96, 10, 23, 25, 64, 72, 118, 12, 21, 28, 290, 286, 32.4, 21.2, 41.3, 34.3, 22.8, 12.5, 26.2, 18.5,"(CONTRACTS OF $1,000,000)" ,"132741" ,"CME" ,"132" ,"F33" ,"Combined"\r
33 "INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,246602 ,CBT ,00 ,246 , 14369, 7239, 6377, 0, 1632, 859, 12, 1627, 6510, 17, 3528, 537, 0, 14055, 14312, 314, 57, 458, -222, 473, 0, 394, -2, 0, 225, -8, 1, 28, -13, 0, 426, 451, 32, 7, 100.0, 50.4, 44.4, 0.0, 11.4, 6.0, 0.1, 11.3, 45.3, 0.1, 24.6, 3.7, 0.0, 97.8, 99.6, 2.2, 0.4, 30, 4, ., 0, ., 4, ., 5, 7, ., ., ., 0, 14, 19, 75.8, 83.8, 94.0, 94.3, 75.8, 83.8, 93.9, 94.3,"(CONTRACTS OF $100,000)" ,"246602" ,"CBT" ,"246" ,"F33" ,"Combined"\r
34 "INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,247602 ,CBT ,00 ,246 , 22659, 15187, 8965, 0, 1244, 2041, 58, 5860, 6079, 3, 40, 5446, 0, 22392, 22592, 267, 67, -2749, -3825, -1600, 0, 0, -618, 0, 1064, -531, 3, 0, 0, 0, -2758, -2746, 9, -3, 100.0, 67.0, 39.6, 0.0, 5.5, 9.0, 0.3, 25.9, 26.8, 0.0, 0.2, 24.0, 0.0, 98.8, 99.7, 1.2, 0.3, 34, 5, 5, 0, ., 5, ., 9, 5, ., ., ., 0, 17, 19, 85.0, 72.3, 93.1, 89.6, 85.0, 72.3, 93.1, 89.6,"(CONTRACTS OF $100,000)" ,"247602" ,"CBT" ,"246" ,"F33" ,"Combined"\r
35 "U.S. DOLLAR INDEX - ICE FUTURES U.S." ,110712 ,2011-07-12,098662 ,ICUS ,01 ,098 , 50441, 13161, 18685, 217, 868, 158, 882, 22889, 24866, 1696, 2430, 1281, 0, 42143, 47785, 8298, 2656, 2334, 762, 3856, -129, 554, -764, -36, 1321, 35, 13, -1428, 18, 0, 1057, 2993, 1276, -660, 100.0, 26.1, 37.0, 0.4, 1.7, 0.3, 1.7, 45.4, 49.3, 3.4, 4.8, 2.5, 0.0, 83.5, 94.7, 16.5, 5.3, 104, 6, 5, ., ., ., ., 34, 26, 10, 20, 7, ., 73, 45, 52.0, 54.9, 60.8, 73.0, 51.9, 54.9, 59.5, 72.5,"(U.S. DOLLAR INDEX X $1000)" ,"098662" ,"ICUS" ,"098" ,"F90" ,"Combined"\r
36 "VIX FUTURES - CBOE FUTURES EXCHANGE" ,110712 ,2011-07-12,1170E1 ,E ,00 ,117 , 230154, 81409, 56919, 37301, 8579, 3007, 5344, 10236, 49003, 27917, 9245, 2968, 20302, 200333, 202761, 29821, 27394, 17750, 10144, 711, 6227, -4652, -22, -1062, -4503, 800, 4543, 1177, -823, 547, 12421, 10921, 5330, 6829, 100.0, 35.4, 24.7, 16.2, 3.7, 1.3, 2.3, 4.4, 21.3, 12.1, 4.0, 1.3, 8.8, 87.0, 88.1, 13.0, 11.9, 125, 10, 12, 20, 12, ., 6, 22, 26, 32, 15, 4, 23, 107, 99, 39.5, 27.6, 48.5, 40.2, 32.9, 22.5, 38.0, 30.4,"($1000 X INDEX)" ,"1170E1" ,"E" ,"117" ,"F90" ,"Combined"\r
37 "DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE" ,110712 ,2011-07-12,221602 ,CBT ,00 ,221 , 6757, 43, 4887, 0, 2386, 363, 0, 2313, 998, 486, 640, 0, 0, 5868, 6734, 889, 23, 538, -55, 567, 0, 34, 0, 0, 591, 85, 0, 0, 0, 0, 570, 652, -32, -114, 100.0, 0.6, 72.3, 0.0, 35.3, 5.4, 0.0, 34.2, 14.8, 7.2, 9.5, 0.0, 0.0, 86.8, 99.7, 13.2, 0.3, 21, ., ., 0, 4, ., 0, 7, ., ., ., 0, 0, 15, 7, 52.4, 85.4, 76.6, 99.7, 52.4, 78.2, 71.9, 92.5,"($100 X INDEX)" ,"221602" ,"CBT" ,"221" ,"F90" ,"Combined"\r