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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   111,062
Positions
    30,762      6,253      1,556     20,784     34,451        172     14,591     32,799      6,197      9,446      1,990        183     27,371     27,461
 
Changes from:       July 17, 2012                                    Total Change is:     7,099
     2,123     -1,138       -236       -130         93        -42      5,825      7,070        608        359      1,026        129     -1,537       -411
 
Percent of Open Interest Represented by Each Category of Trader
      27.7        5.6        1.4       18.7       31.0        0.2       13.1       29.5        5.6        8.5        1.8        0.2       24.6       24.7
 
Number of Traders in Each Category                                    Total Traders:        82
        10          6          6          6          5          .         15         26          6         10          4          4
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    64,375
Positions
    28,928      8,562         73      1,954      1,552        183     23,249     28,946         27      1,171          0          0      8,790     25,032
 
Changes from:       July 17, 2012                                    Total Change is:     1,539
     2,169         12         73          0          9          0     -1,107      1,553          3          0          0          0        401       -111
 
Percent of Open Interest Represented by Each Category of Trader
      44.9       13.3        0.1        3.0        2.4        0.3       36.1       45.0        0.0        1.8        0.0        0.0       13.7       38.9
 
Number of Traders in Each Category                                    Total Traders:        38
         6          4          .          .          .          .          5         15          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   116,143
Positions
    36,869      2,945      1,077      8,844     33,595     11,145     29,131     31,550      1,736     10,998      3,294        781     15,562     30,020
 
Changes from:       July 17, 2012                                    Total Change is:      -833
     4,019     -1,240         13        -15         87        248     -4,613     -1,179        775       -823        537        781     -1,218       -855
 
Percent of Open Interest Represented by Each Category of Trader
      31.7        2.5        0.9        7.6       28.9        9.6       25.1       27.2        1.5        9.5        2.8        0.7       13.4       25.8
 
Number of Traders in Each Category                                    Total Traders:        86
        12          .          4          5         17          4         14         28          8          .          4          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   139,033
Positions
     4,910     46,061        221     62,855      8,270        700     48,211     31,494        413        601     19,550        242     20,880     32,082
 
Changes from:       July 17, 2012                                    Total Change is:    17,227
    -3,430     17,129        -26      1,548         65        -74     14,962        678        186          0      1,826        240      3,821     -2,797
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       33.1        0.2       45.2        5.9        0.5       34.7       22.7        0.3        0.4       14.1        0.2       15.0       23.1
 
Number of Traders in Each Category                                    Total Traders:        88
         .         15          .         10          7          .         24         20          .          .          8          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   324,443
Positions
   111,009      9,350        693     30,060     39,076      8,929     72,892    181,375      1,693     62,655     10,101      3,394     33,118     69,832
 
Changes from:       July 17, 2012                                    Total Change is:     1,215
    -8,707         43         71     -2,248        481      2,609      6,311     -3,701        441      3,118        894      1,175     -1,555       -798
 
Percent of Open Interest Represented by Each Category of Trader
      34.2        2.9        0.2        9.3       12.0        2.8       22.5       55.9        0.5       19.3        3.1        1.0       10.2       21.5
 
Number of Traders in Each Category                                    Total Traders:       204
        25         10          6         17         23         14         31         68         11         14         16          4
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   131,295
Positions
    25,047     23,858        219      2,864     43,740      1,031     76,021     34,427        120      3,117      4,774        452     22,424     22,674
 
Changes from:       July 17, 2012                                    Total Change is:     8,361
    -8,611      7,913       -543        266        -70          0     15,410        569         20        251      1,645         85      1,483     -1,258
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       18.2        0.2        2.2       33.3        0.8       57.9       26.2        0.1        2.4        3.6        0.3       17.1       17.3
 
Number of Traders in Each Category                                    Total Traders:        92
         6          9          4          .          9          .         24         30          .          5          7          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   102,474
Positions
    50,527     57,807     34,127      2,358          0          0      3,069      1,017      6,050      3,227          0      2,855        261        618
 
Changes from:       July 17, 2012                                    Total Change is:    -1,338
       -51        382     -1,245        -85          0          0          0       -368          0          0          0          0         43       -107
 
Percent of Open Interest Represented by Each Category of Trader
      49.3       56.4       33.3        2.3        0.0        0.0        3.0        1.0        5.9        3.1        0.0        2.8        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        23
         7         11         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   164,597
Positions
    64,158     64,466          5     27,526        112      1,558     64,781     68,716        882      1,806     24,317         99      3,782      4,442
 
Changes from:       July 17, 2012                                    Total Change is:     4,626
     1,179      2,800          0      2,380       -448          0        805     -4,809        179        627      6,661          0       -544        243
 
Percent of Open Interest Represented by Each Category of Trader
      39.0       39.2        0.0       16.7        0.1        0.9       39.4       41.7        0.5        1.1       14.8        0.1        2.3        2.7
 
Number of Traders in Each Category                                    Total Traders:        90
         4         11          .          9          .          .         29         21          7          7          7          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    16,393
Positions
    14,418      1,386         65        404        427        183        735      1,274         30        120     12,228          0        438        800
 
Changes from:       July 17, 2012                                    Total Change is:        63
        -1         -8          0          0          0          0          0         77          4         20          0          0         40        -10
 
Percent of Open Interest Represented by Each Category of Trader
      88.0        8.5        0.4        2.5        2.6        1.1        4.5        7.8        0.2        0.7       74.6        0.0        2.7        4.9
 
Number of Traders in Each Category                                    Total Traders:        21
         6          4          .          .          .          .          .          4          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    23,206
Positions
     6,529     15,727          0          0        101          0     13,000      3,473        134        556      1,662          0      2,987      2,109
 
Changes from:       July 17, 2012                                    Total Change is:      -122
       153       -539          0       -100       -104          0         38       -315          0        259        822          0       -472         14
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       67.8        0.0        0.0        0.4        0.0       56.0       15.0        0.6        2.4        7.2        0.0       12.9        9.1
 
Number of Traders in Each Category                                    Total Traders:        45
         5          7          0          0          .          0         12         13          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    39,580
Positions
    13,896     25,237        127      3,102        671        517     13,336      8,512         42      1,382        421          0      7,179      4,055
 
Changes from:       July 17, 2012                                    Total Change is:    -2,026
      -894     -2,335         18       -140        160        -61       -333       -456        -43       -578        212          0          4        480
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       63.8        0.3        7.8        1.7        1.3       33.7       21.5        0.1        3.5        1.1        0.0       18.1       10.2
 
Number of Traders in Each Category                                    Total Traders:        82
        17         15          .          4          .          .         23         15          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    79,159
Positions
    27,791     50,473        254      6,204      1,341      1,034     26,671     17,023         83      2,764        841          0     14,358      8,110
 
Changes from:       July 17, 2012                                    Total Change is:    -4,052
    -1,788     -4,669         35       -279        319       -122       -665       -912        -86     -1,155        424          0          8        959
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       63.8        0.3        7.8        1.7        1.3       33.7       21.5        0.1        3.5        1.1        0.0       18.1       10.2
 
Number of Traders in Each Category                                    Total Traders:        82
        17         15          .          4          .          .         23         15          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   817,472
Positions
    64,728    119,253     49,972    356,946    191,751     56,290     59,558    195,478     46,200     27,516     28,494      5,782    150,480    124,252
 
Changes from:       July 17, 2012                                    Total Change is:    15,990
    12,886     -8,068      4,088     -3,977      5,979        821     -9,360      1,414     15,605      1,090     -1,208     -1,274     -3,888     -1,367
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       14.6        6.1       43.7       23.5        6.9        7.3       23.9        5.7        3.4        3.5        0.7       18.4       15.2
 
Number of Traders in Each Category                                    Total Traders:       542
        37         48         30        120         56         60         74        128         70         35         42         11
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   245,444
Positions
    37,578     53,815      9,856    100,275     30,954      8,508     16,806     50,335      1,435         76      5,963      5,012     65,898     79,566
 
Changes from:       July 17, 2012                                    Total Change is:     5,665
     7,609     -6,127      2,175     -3,262        392        608      1,187     11,072       -184          1     -1,241       -267     -2,202       -763
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       21.9        4.0       40.9       12.6        3.5        6.8       20.5        0.6        0.0        2.4        2.0       26.8       32.4
 
Number of Traders in Each Category                                    Total Traders:        98
        13         10          6         26          8         13         13         23          9          .          .          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,860,141
Positions
   304,962    496,401     31,367  1,313,836    834,470    208,428    375,685    887,639     61,901    137,201    112,653      3,851    422,910    223,431
 
Changes from:       July 17, 2012                                    Total Change is:    51,627
    38,161      2,072     -2,210       -836     30,677     -1,676     21,490     25,939      4,718      4,986       -296     -4,577     -8,429     -3,020
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       17.4        1.1       45.9       29.2        7.3       13.1       31.0        2.2        4.8        3.9        0.1       14.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       519
        35         48         22        104         54         52         79        124         57         34         41         10
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   105,666
Positions
    18,369     21,070          0     60,605     63,060      2,083     13,074     10,690        789      2,511      2,851          0      8,235      5,123
 
Changes from:       July 17, 2012                                    Total Change is:    -2,082
     1,305     -3,322          0       -976      2,273        -24     -1,880     -2,483        696         -6         20          0     -1,197        758
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       19.9        0.0       57.4       59.7        2.0       12.4       10.1        0.7        2.4        2.7        0.0        7.8        4.8
 
Number of Traders in Each Category                                    Total Traders:        93
        10          9          0         34         12         10         14          9          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    81,009
Positions
     6,985     48,508      3,152     36,073      9,056      1,078     19,770      7,862      3,393      1,107      2,965        554      8,898      4,442
 
Changes from:       July 17, 2012                                    Total Change is:    13,117
     1,369      4,528      2,995      1,238        157       -211      1,908        159      2,905       -645        113        490      3,069      1,981
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       59.9        3.9       44.5       11.2        1.3       24.4        9.7        4.2        1.4        3.7        0.7       11.0        5.5
 
Number of Traders in Each Category                                    Total Traders:       215
        17         32         10         30         24         14         56         37         24          9          9          .
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    10,488
Positions
     4,410      7,466          0        300          0          0      2,278      1,647          0          0        554          0      3,500        821
 
Changes from:       July 17, 2012                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      42.0       71.2        0.0        2.9        0.0        0.0       21.7       15.7        0.0        0.0        5.3        0.0       33.4        7.8
 
Number of Traders in Each Category                                    Total Traders:        20
         7          4          0          .          0          0          4          .          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   352,606
Positions
    28,081    220,415        557    178,866     45,279      5,388    102,316     45,932      2,105      8,304     14,823          1     26,988     18,106
 
Changes from:       July 17, 2012                                    Total Change is:    13,146
        -2        516       -229      4,690        783     -1,054     13,006      7,420       -334       -456        566       -321     -2,154      5,799
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       62.5        0.2       50.7       12.8        1.5       29.0       13.0        0.6        2.4        4.2        0.0        7.7        5.1
 
Number of Traders in Each Category                                    Total Traders:       215
        17         32          4         30         24         14         56         38         18          9          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   442,246
Positions
   181,062     34,800     12,555    137,071    229,154     25,923     61,585    105,296      4,155      2,501     16,728          0     17,394     13,635
 
Changes from:       July 17, 2012                                    Total Change is:     8,731
     7,421      2,065       -231       -226      2,196        712      2,086      1,611      1,409       -522      1,149          0     -1,918       -180
 
Percent of Open Interest Represented by Each Category of Trader
      40.9        7.9        2.8       31.0       51.8        5.9       13.9       23.8        0.9        0.6        3.8        0.0        3.9        3.1
 
Number of Traders in Each Category                                    Total Traders:       242
        19         16          4         53         43         30         42         49         11          5         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    29,035
Positions
     8,132        220          0      9,041      1,054        444      3,375      6,848          1      1,662      6,252          0      6,380     14,216
 
Changes from:       July 17, 2012                                    Total Change is:      -496
    -1,101          0          0         54        200         -3        421       -620          1          0         -3          0        132        -71
 
Percent of Open Interest Represented by Each Category of Trader
      28.0        0.8        0.0       31.1        3.6        1.5       11.6       23.6        0.0        5.7       21.5        0.0       22.0       49.0
 
Number of Traders in Each Category                                    Total Traders:        35
         6          .          0         12          .          .          6          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    45,414
Positions
    19,135      8,875      1,646      5,003      2,969      1,174      7,396      1,881        316      6,491      3,734          0      4,253     24,819
 
Changes from:       July 17, 2012                                    Total Change is:       469
     1,840        560       -225     -1,104        399        487       -441         33       -335      1,039       -300          0       -792       -150
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       19.5        3.6       11.0        6.5        2.6       16.3        4.1        0.7       14.3        8.2        0.0        9.4       54.7
 
Number of Traders in Each Category                                    Total Traders:        56
        17         12          4          4          .          .          8          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    69,679
Positions
     1,204     13,663      2,157     48,842     31,650      5,890      6,022     13,197        238        208          0          0      5,118      2,884
 
Changes from:       July 17, 2012                                    Total Change is:     2,552
        70        425         52      1,324      1,724        168          1        -66        234          0          0          0        703         15
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       19.6        3.1       70.1       45.4        8.5        8.6       18.9        0.3        0.3        0.0        0.0        7.3        4.1
 
Number of Traders in Each Category                                    Total Traders:        62
         .          .          .         23         21          8          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   117,861
Positions
    12,631     59,494      1,939     69,263     12,255      4,830     12,022     29,733        411      5,464      1,884        197     11,104      7,118
 
Changes from:       July 17, 2012                                    Total Change is:       970
      -673      1,669         80        243         92         81      1,206     -1,444          0        514        453        -70       -411        109
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       50.5        1.6       58.8       10.4        4.1       10.2       25.2        0.3        4.6        1.6        0.2        9.4        6.0
 
Number of Traders in Each Category                                    Total Traders:       101
         9         19          5         25         11         11         16          7          .         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   644,706
Positions
    15,269    160,850      6,133    281,308    146,861     69,331     76,973     79,229      9,622     23,874     40,618          0    162,196    132,062
 
Changes from:       July 17, 2012                                    Total Change is:    18,453
     7,657     23,733        -30      9,696     -2,786      1,036      4,161    -10,042     -1,625      1,090      2,501       -644     -2,888      6,310
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       24.9        1.0       43.6       22.8       10.8       11.9       12.3        1.5        3.7        6.3        0.0       25.2       20.5
 
Number of Traders in Each Category                                    Total Traders:       163
         7         21          5         42         22         30         27         25         15          7         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   349,099
Positions
     2,484    130,856        116    225,368     15,820     34,199      2,006     93,367      3,049      9,574     20,116          0     72,303     51,576
 
Changes from:       July 17, 2012                                    Total Change is:       447
         0        410       -207     -5,992      1,591     -1,275     -2,090     -4,610      1,877        980          0          0      7,154      2,661
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       37.5        0.0       64.6        4.5        9.8        0.6       26.7        0.9        2.7        5.8        0.0       20.7       14.8
 
Number of Traders in Each Category                                    Total Traders:        64
         .         10          .         29          7         18          .         10          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,017,880
Positions
    64,174    182,834     18,683    183,725     79,846     66,238    329,565    498,901     44,506    168,356     41,810     10,696    131,937     74,366
 
Changes from:       July 17, 2012                                    Total Change is:    26,378
    -4,335     33,565      8,268      6,799     -6,391     -3,511     11,434    -17,877     11,058     -4,071      3,711       -530      1,266     -1,915
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       18.0        1.8       18.0        7.8        6.5       32.4       49.0        4.4       16.5        4.1        1.1       13.0        7.3
 
Number of Traders in Each Category                                    Total Traders:       239
        20         25          8         43         25         36         51         36         23         24         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,810,150
Positions
   158,952    213,410     24,299    666,997    540,949    181,308    326,276    358,575     73,699     67,665    123,228      2,610    308,344    292,072
 
Changes from:       July 17, 2012                                    Total Change is:     6,507
    20,274     22,621      1,101    -23,486     34,433    -13,437     14,325    -43,936     -1,757      3,171        910     -3,620      9,936     10,192
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       11.8        1.3       36.8       29.9       10.0       18.0       19.8        4.1        3.7        6.8        0.1       17.0       16.1
 
Number of Traders in Each Category                                    Total Traders:       266
        25         31         18         24         56         45         38         62         39          7         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,135,700
Positions
   128,438     78,257      5,048    266,572    509,997     79,466    322,825    143,752     19,705     64,746     66,271      1,409    247,491    231,795
 
Changes from:       July 17, 2012                                    Total Change is:     2,062
    -1,595      4,698      4,292      7,078     12,535     -4,881    -33,252     -1,040      4,650      2,827    -17,629          0     22,943       -563
 
Percent of Open Interest Represented by Each Category of Trader
      11.3        6.9        0.4       23.5       44.9        7.0       28.4       12.7        1.7        5.7        5.8        0.1       21.8       20.4
 
Number of Traders in Each Category                                    Total Traders:       191
        12         19          6         29         38         37         42         28         20          6         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   493,089
Positions
   209,572    173,213    156,479          0      1,663      4,091     25,703     39,005     63,914        255     12,059      6,111     26,964     36,554
 
Changes from:       July 17, 2012                                    Total Change is:     6,628
     6,569     18,439     -1,667       -530          0         92     -3,949     -8,376      3,422         40       -724        325      2,326     -4,883
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       35.1       31.7        0.0        0.3        0.8        5.2        7.9       13.0        0.1        2.4        1.2        5.5        7.4
 
Number of Traders in Each Category                                    Total Traders:        91
        22         26         42          0          .          .         15         16         25          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,936,511
Positions
 1,509,965  2,645,897  1,771,303    562,953     55,449    140,224  1,476,235    503,569  1,198,501    133,305    428,352    257,577    886,448    935,639
 
Changes from:       July 17, 2012                                    Total Change is:    69,250
    -3,479     29,392     42,498      9,500      3,309     -6,538     48,359        447     29,467      5,603     34,493    -16,069    -40,091    -47,749
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       33.3       22.3        7.1        0.7        1.8       18.6        6.3       15.1        1.7        5.4        3.2       11.2       11.8
 
Number of Traders in Each Category                                    Total Traders:       243
        27         54         75         10          8         16         54         48         77         13         18         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    10,370
Positions
     6,879        336          0        588        802          6      1,207      7,374         26      1,339        295          0        325      1,531
 
Changes from:       July 17, 2012                                    Total Change is:       365
       360         89          0          1          0          0        -14     -1,253          1          0         40          0         17      1,488
 
Percent of Open Interest Represented by Each Category of Trader
      66.3        3.2        0.0        5.7        7.7        0.1       11.6       71.1        0.3       12.9        2.8        0.0        3.1       14.8
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    14,214
Positions
    11,279      6,401          0      1,025        695         48      1,544      6,899          0          0        146          0        318         25
 
Changes from:       July 17, 2012                                    Total Change is:     2,116
     2,048        105          0         -3          0          0        111      2,011          0          0          0          0        -40          0
 
Percent of Open Interest Represented by Each Category of Trader
      79.4       45.0        0.0        7.2        4.9        0.3       10.9       48.5        0.0        0.0        1.0        0.0        2.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         4          6          0          .          4          .          4         13          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    69,554
Positions
    13,982     37,970      1,412      6,695         84        210     34,675     27,954        653      4,830        191          0      7,097      1,080
 
Changes from:       July 17, 2012                                    Total Change is:       879
       -11        193          0         69         15         -7      1,757        823        100     -1,386       -201          0        357        -44
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       54.6        2.0        9.6        0.1        0.3       49.9       40.2        0.9        6.9        0.3        0.0       10.2        1.6
 
Number of Traders in Each Category                                    Total Traders:       114
         4          4          .          8          .          .         57          9          4         27          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   324,056
Positions
   127,515     34,917     25,974     40,138      8,376      5,311     18,789    121,314     39,471      2,366     25,711     38,861     25,631     24,121
 
Changes from:       July 17, 2012                                    Total Change is:   -26,712
     3,247     -3,055    -10,103        294       -343     -1,023    -10,330      3,811      3,518       -101     -6,188    -12,468        254       -861
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       10.8        8.0       12.4        2.6        1.6        5.8       37.4       12.2        0.7        7.9       12.0        7.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       138
        16         14         20          9         10          9         21         37         40          8         17         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,339
Positions
     2,842      1,314          0      2,428        367          0      2,059      5,720        900          0         30          0        110          8
 
Changes from:       July 17, 2012                                    Total Change is:        -4
         0         90          0        -44       -355          0         30        260          0          0          0          0         10          1
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       15.8        0.0       29.1        4.4        0.0       24.7       68.6       10.8        0.0        0.4        0.0        1.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          5          .          0          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated July 27, 2012