```
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        4,906
COMMITMENTS
      35      133       47    4,277    4,362    4,359    4,542      547      364

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:         19)
       0        0        2       25       17       27       19       -8        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.7      1.0     87.2     88.9     88.9     92.6     11.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       14       12       17       15
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,492
COMMITMENTS
   5,199    5,122    1,146   15,877   16,048   22,222   22,316    4,270    4,176

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        620)
     241     -330      115      116      809      472      594      148       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     19.3      4.3     59.9     60.6     83.9     84.2     16.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       16       17       30       26       55       50
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      253,306
COMMITMENTS
  77,529   46,025   45,929  101,744  122,856  225,202  214,810   28,104   38,496

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        974)
   8,227   -4,769   -4,899   -1,283   13,091    2,045    3,423   -1,071   -2,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     18.2     18.1     40.2     48.5     88.9     84.8     11.1     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
     110       76      114       70       84      242      228
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      314,169
COMMITMENTS
  97,676   74,613   48,017  142,163  145,329  287,856  267,959   26,313   46,210

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,120)
  -5,197   -3,041    4,844    1,143   -1,440      790      363   -1,910   -1,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     23.7     15.3     45.3     46.3     91.6     85.3      8.4     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     102      103      123       79      141      245      325
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,734
COMMITMENTS
   2,811    3,471      476    2,122    1,372    5,409    5,319    1,325    1,415

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -583)
     124       20     -158     -466     -326     -500     -464      -83     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     51.5      7.1     31.5     20.4     80.3     79.0     19.7     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      23       22        9       18       17       47       44
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       36,145
COMMITMENTS
   9,681    8,941    5,238   12,840    6,525   27,759   20,704    8,386   15,441

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        105)
    -662      811     -161    1,000     -836      177     -186      -72      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     24.7     14.5     35.5     18.1     76.8     57.3     23.2     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      31       52       41       44       52       98      129
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        9,268
COMMITMENTS
     143    4,060       69    8,283    4,942    8,495    9,071      773      197

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        -35)
      13      -36       14      -68      -41      -41      -63        6       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     43.8      0.7     89.4     53.3     91.7     97.9      8.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        9        7       14       12       21       25
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:      104,539
COMMITMENTS
   4,712    6,325    4,874   94,731   92,724  104,317  103,923      222      616

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,298)
     100      186        0    2,183    2,339    2,283    2,525       15     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      6.1      4.7     90.6     88.7     99.8     99.4      0.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       15       16       18       20
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:       93,160
COMMITMENTS
  22,923   14,225      984   40,158   49,308   64,065   64,517   29,095   28,643

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,661)
  -4,855   -4,276     -272      631    2,556   -4,496   -1,992    1,835     -669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     15.3      1.1     43.1     52.9     68.8     69.3     31.2     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      20       21        6       12       20       36       43
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       53,322
COMMITMENTS
   5,263   24,323        0   40,821    8,245   46,084   32,568    7,238   20,754

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        875)
     626   -4,150        0      373    6,080      999    1,930     -124   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     45.6      0.0     76.6     15.5     86.4     61.1     13.6     38.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       17        0       12        9       18       26
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      132,669
COMMITMENTS
  40,604   23,129      711   87,610  104,402  128,925  128,242    3,744    4,427

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     11,145)
   8,414  -16,708       94    1,678   29,405   10,186   12,791      959   -1,646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     17.4      0.5     66.0     78.7     97.2     96.7      2.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      27       33        6       14       21       43       59
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      108,208
COMMITMENTS
  32,208   37,561      557   58,748   42,419   91,513   80,537   16,695   27,671

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -6,353)
  -3,088    1,507     -389   -3,423   -6,358   -6,900   -5,240      547   -1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     34.7      0.5     54.3     39.2     84.6     74.4     15.4     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      17       35        3       20       23       39       59
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      117,403
COMMITMENTS
  36,950   32,775      113   66,299   48,531  103,362   81,419   14,041   35,984

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -5,844)
  -6,960   -6,593       62      188    1,621   -6,710   -4,910      866     -934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     27.9      0.1     56.5     41.3     88.0     69.4     12.0     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       28        3       17       18       40       47
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      302,289
COMMITMENTS
  32,236  178,413    2,194  235,912   54,541  270,342  235,148   31,947   67,141

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -13,496)
  -4,697  -18,400      238   -9,030    7,019  -13,489  -11,143       -7   -2,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     59.0      0.7     78.0     18.0     89.4     77.8     10.6     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      32       92       14       48       46       91      141
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       17,905
COMMITMENTS
  14,821   14,965       65    2,711    1,970   17,597   17,000      308      905

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -1,220)
     -99       69     -278     -805   -1,151   -1,182   -1,360      -38      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.8     83.6      0.4     15.1     11.0     98.3     94.9      1.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        1        5        6       11       11
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       20,483
COMMITMENTS
   9,862    5,542      134    7,158   12,967   17,154   18,643    3,329    1,840

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      3,882)
   3,754       10      -15     -493    4,230    3,246    4,225      636     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1     27.1      0.7     34.9     63.3     83.7     91.0     16.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      12       12        1        6       11       19       23
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    7,827,764
COMMITMENTS
 1197854  781,881  1120829  4606635  4935345  6925318  6838055  902,446  989,709

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     27,837)
  18,282   71,591 -114,654   46,451   -3,622  -49,921  -46,685   77,758   74,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     10.0     14.3     58.8     63.0     88.5     87.4     11.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      51       45       71      119      126      210      209
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      773,321
COMMITMENTS
  71,090   89,242   20,668  534,277  541,827  626,035  651,738  147,286  121,583

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:       -753)
  -3,194   -2,474    1,616   -3,600   -3,233   -5,178   -4,091    4,425    3,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     11.5      2.7     69.1     70.1     81.0     84.3     19.0     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
      94      100       45      229      224      349      344
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      227,230
COMMITMENTS
  10,370    4,382    5,787  145,374  140,277  161,531  150,446   65,699   76,784

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      1,552)
   3,432   -4,348   -1,694   -2,136    4,054     -398   -1,988    1,950    3,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      1.9      2.5     64.0     61.7     71.1     66.2     28.9     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      10        8        5       57       46       70       57
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,730,453
COMMITMENTS
 330,128  450,827   47,879  1944513  2007752  2322520  2506458  407,933  223,995

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:    -11,526)
 -27,388   15,114   10,809   -7,321  -36,436  -23,900  -10,513   12,374   -1,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     16.5      1.8     71.2     73.5     85.1     91.8     14.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
      94       98       39      200      207      315      323
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:      102,601
COMMITMENTS
  11,831    6,219      101   82,878   92,831   94,810   99,151    7,791    3,450

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      3,646)
   4,655    1,387   -1,139      369    4,024    3,885    4,272     -239     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      6.1      0.1     80.8     90.5     92.4     96.6      7.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      12        6        2       54       37       67       44
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       70,759
COMMITMENTS
  17,593    4,842      200   47,235   63,030   65,028   68,072    5,731    2,687

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,902)
     475     -552      -12    1,516    3,653    1,979    3,090      923     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      6.8      0.3     66.8     89.1     91.9     96.2      8.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      60       28        8       59       81      121      115
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      353,795
COMMITMENTS
  87,963   24,211    1,001  236,174  315,149  325,138  340,361   28,657   13,434

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     14,512)
   2,374   -2,760      -58    7,579   18,266    9,895   15,448    4,617     -936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      6.8      0.3     66.8     89.1     91.9     96.2      8.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      60       28        8       59       81      121      115
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      125,706
COMMITMENTS
  50,125   40,777      176   58,014   62,192  108,315  103,145   17,391   22,561

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      3,322)
  10,102   -1,405      143   -6,493    3,255    3,752    1,993     -430    1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     32.4      0.1     46.2     49.5     86.2     82.1     13.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      22       28        2       18       21       42       49
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       28,497
COMMITMENTS
   1,939    9,507        0   20,384    5,567   22,323   15,074    6,174   13,423

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      1,088)
    -842     -200        0    2,518      240    1,676       40     -588    1,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     33.4      0.0     71.5     19.5     78.3     52.9     21.7     47.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        7        0       19        7       24       14
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       36,247
COMMITMENTS
  10,661    9,662    1,057   20,456   12,156   32,174   22,875    4,073   13,372

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        890)
      53    1,224      616      222   -1,049      891      791       -1       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     26.7      2.9     56.4     33.5     88.8     63.1     11.2     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       10        2       22       14       37       25
```

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Updated July 3, 2012