```
Traders in Financial Futures - Futures Only Positions as of June 19, 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   131,671
Positions
    36,466     19,730      8,836     21,587     34,883        172     16,264     31,863      7,591     10,452      1,208        969     29,334     26,419
 
Changes from:       June 12, 2012                                    Total Change is:    -3,366
     3,170         44      2,658         16        558        -28     -4,929        -92     -4,567        633         -8        929     -1,248     -2,860
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       15.0        6.7       16.4       26.5        0.1       12.4       24.2        5.8        7.9        0.9        0.7       22.3       20.1
 
Number of Traders in Each Category                                    Total Traders:        86
        10          8         11          6          6          .         15         26          9         12          .          .
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Traders in Financial Futures - Futures Only Positions as of June 19, 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    55,756
Positions
    17,171      7,976          0      2,058      1,848        267     27,850     23,139          0      1,141          0          0      7,269     22,526
 
Changes from:       June 12, 2012                                    Total Change is:   -36,267
   -17,964       -821     -2,370        450        390         25      7,219     -8,783    -18,979     -3,910       -401        -76       -662     -5,252
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       14.3        0.0        3.7        3.3        0.5       49.9       41.5        0.0        2.0        0.0        0.0       13.0       40.4
 
Number of Traders in Each Category                                    Total Traders:        34
         4          .          0          .          4          .          6         12          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of June 19, 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   121,624
Positions
    20,785      3,499        592      9,786     34,677      9,272     52,178     39,600      1,384     11,108      4,024          0     16,519     28,576
 
Changes from:       June 12, 2012                                    Total Change is:   -57,024
   -25,994    -46,857     -5,134     -1,191     -1,082        884     -6,275       -148     -1,324    -18,181       -370         -5        196     -2,988
 
Percent of Open Interest Represented by Each Category of Trader
      17.1        2.9        0.5        8.0       28.5        7.6       42.9       32.6        1.1        9.1        3.3        0.0       13.6       23.5
 
Number of Traders in Each Category                                    Total Traders:        83
         8          5          4          5         16          5         12         30          5          .          5          0
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Traders in Financial Futures - Futures Only Positions as of June 19, 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   123,868
Positions
     2,192     28,348        231     61,007      8,122        699     41,708     35,047         50        500     19,427          0     17,481     31,944
 
Changes from:       June 12, 2012                                    Total Change is:   -50,410
   -34,068    -38,353     -8,194     -1,260       -141        -20      6,746    -13,297     -2,725     -8,998     16,333     -1,298       -593     -2,715
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       22.9        0.2       49.3        6.6        0.6       33.7       28.3        0.0        0.4       15.7        0.0       14.1       25.8
 
Number of Traders in Each Category                                    Total Traders:        74
         .         13          .          9          5          .         19         18          .          .          7          0
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Traders in Financial Futures - Futures Only Positions as of June 19, 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   311,933
Positions
   107,732     10,283        707     37,306     36,896      4,108     67,141    182,918        995     61,678      8,597        860     31,406     66,569
 
Changes from:       June 12, 2012                                    Total Change is:  -110,198
   -61,750     -8,486    -12,759      5,770     -4,495     -4,491    -10,187    -34,821    -35,489      9,964     -4,319     -1,009       -247     -4,329
 
Percent of Open Interest Represented by Each Category of Trader
      34.5        3.3        0.2       12.0       11.8        1.3       21.5       58.6        0.3       19.8        2.8        0.3       10.1       21.3
 
Number of Traders in Each Category                                    Total Traders:       178
        19         10          4         18         23         12         26         55          9          9         18          .
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Traders in Financial Futures - Futures Only Positions as of June 19, 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   130,234
Positions
    56,667     14,879        151      2,144     44,680        910     50,151     42,157        110      5,133      2,810          0     14,968     24,537
 
Changes from:       June 12, 2012                                    Total Change is:   -65,241
   -60,970      5,194    -15,736          0       -477          4     30,438    -28,560    -21,636      1,868        183         -9        800     -4,204
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       11.4        0.1        1.6       34.3        0.7       38.5       32.4        0.1        3.9        2.2        0.0       11.5       18.8
 
Number of Traders in Each Category                                    Total Traders:        79
        11          4          .          .          9          4         19         27          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of June 19, 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   101,291
Positions
    50,988     53,579     36,260          0         84        322      2,154      1,303      6,312      2,209          0      2,855        191        576
 
Changes from:       June 12, 2012                                    Total Change is:    -3,411
    -2,356     -4,123        561       -747         84        183        563        590       -806       -768          0        -50          9        150
 
Percent of Open Interest Represented by Each Category of Trader
      50.3       52.9       35.8        0.0        0.1        0.3        2.1        1.3        6.2        2.2        0.0        2.8        0.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        24
         8          9         11          0          .          .          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of June 19, 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   109,795
Positions
    64,007     34,426          0     17,260      2,121      1,973     21,981     46,716        618      1,364     16,939        105      2,487      6,897
 
Changes from:       June 12, 2012                                    Total Change is:   -88,821
   -25,587    -56,465    -10,202       -934        107          1    -35,922      1,004    -15,899        210     -6,206       -315       -173       -846
 
Percent of Open Interest Represented by Each Category of Trader
      58.3       31.4        0.0       15.7        1.9        1.8       20.0       42.5        0.6        1.2       15.4        0.1        2.3        6.3
 
Number of Traders in Each Category                                    Total Traders:        97
         4          8          0          8          4          4         16         41          4          7          9          .
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Traders in Financial Futures - Futures Only Positions as of June 19, 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    21,484
Positions
    18,073      2,525        248        404      3,137          0      2,170      1,237        154          0     13,428          0        435        755
 
Changes from:       June 12, 2012                                    Total Change is:       740
       -70        922        114        204         53          0        617       -325          3          0          0          0       -128        -27
 
Percent of Open Interest Represented by Each Category of Trader
      84.1       11.8        1.2        1.9       14.6        0.0       10.1        5.8        0.7        0.0       62.5        0.0        2.0        3.5
 
Number of Traders in Each Category                                    Total Traders:        21
         6          .          .          .          .          0          5          4          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of June 19, 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    12,612
Positions
     6,380      3,637          0        102        455          0      3,372      5,096        149        297        834          0      2,312      2,441
 
Changes from:       June 12, 2012                                    Total Change is:   -14,873
    -1,437     -1,876     -6,080        102         78          0     -3,423     -5,404       -856     -3,669        292          0        490     -1,027
 
Percent of Open Interest Represented by Each Category of Trader
      50.6       28.8        0.0        0.8        3.6        0.0       26.7       40.4        1.2        2.4        6.6        0.0       18.3       19.4
 
Number of Traders in Each Category                                    Total Traders:        34
         4          .          0          .          .          0          6         12          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 19, 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    38,715
Positions
    13,492     22,181          4      3,838        305        268     12,558     11,287        291      1,925        119          0      6,341      4,261
 
Changes from:       June 12, 2012                                    Total Change is:   -50,066
    -4,965     -4,383    -30,268       -500     -1,869        -72       -146      3,411     -7,989        991     -1,571     -1,510     -5,608     -5,816
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       57.3        0.0        9.9        0.8        0.7       32.4       29.2        0.8        5.0        0.3        0.0       16.4       11.0
 
Number of Traders in Each Category                                    Total Traders:        80
        16         15          .          6          .          .         22         14          6          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 19, 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    77,430
Positions
    26,983     44,362          7      7,676        610        535     25,116     22,574        582      3,849        238          0     12,682      8,522
 
Changes from:       June 12, 2012                                    Total Change is:   -52,291
   -15,487    -16,005    -24,202      1,160     -3,737       -143     -3,497     -1,680     -3,964       -571     -1,346       -468     -5,119       -746
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       57.3        0.0        9.9        0.8        0.7       32.4       29.2        0.8        5.0        0.3        0.0       16.4       11.0
 
Number of Traders in Each Category                                    Total Traders:        80
        16         15          .          6          .          .         22         14          6          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 19, 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   740,602
Positions
    44,749    137,155     25,735    364,100    177,275     51,967     65,277    180,663     12,766     28,545     30,816      7,419    140,045    116,807
 
Changes from:       June 12, 2012                                    Total Change is:  -275,653
    -7,222     -3,282   -110,047     -9,343     -4,404     -8,101    -15,527    -32,665    -69,167     -3,900        692     -9,495    -42,851    -39,185
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       18.5        3.5       49.2       23.9        7.0        8.8       24.4        1.7        3.9        4.2        1.0       18.9       15.8
 
Number of Traders in Each Category                                    Total Traders:       526
        32         47         26        123         58         62         75        120         60         33         36         12
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Traders in Financial Futures - Futures Only Positions as of June 19, 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   222,518
Positions
    15,382     61,297      6,248    105,450     29,944      7,724     11,129     28,393      1,284      3,426     10,334      7,133     64,742     70,161
 
Changes from:       June 12, 2012                                    Total Change is:  -109,684
   -28,031     -2,663    -31,353     -2,585       -630        -66    -22,917    -29,091     -8,514     -1,477      2,309     -3,397    -11,344    -36,279
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       27.5        2.8       47.4       13.5        3.5        5.0       12.8        0.6        1.5        4.6        3.2       29.1       31.5
 
Number of Traders in Each Category                                    Total Traders:        98
         7         13          6         25          8         14         16         18          8          .          6          .
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Traders in Financial Futures - Futures Only Positions as of June 19, 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 2,590,421
Positions
   214,985    447,444     29,281  1,317,243    760,650    197,221    290,820    781,426     37,332    125,594    102,410      1,428    376,517    233,229
 
Changes from:       June 12, 2012                                    Total Change is:  -829,846
   -56,240   -163,380   -233,184    -36,589    -21,665    -37,378   -168,336   -223,155    -97,980    -29,417    -25,384    -13,188   -157,534    -14,532
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       17.3        1.1       50.9       29.4        7.6       11.2       30.2        1.4        4.8        4.0        0.1       14.5        9.0
 
Number of Traders in Each Category                                    Total Traders:       496
        31         45         21        108         55         52         76        118         44         31         32          9
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Traders in Financial Futures - Futures Only Positions as of June 19, 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    95,423
Positions
    17,290     14,833         21     56,250     62,483      1,580      9,558      9,511        234      2,126      2,823          0      8,364      3,938
 
Changes from:       June 12, 2012                                    Total Change is:   -19,241
    -1,663     -2,897    -10,490     -5,106     -1,516     -1,489       -574     -1,913       -530        420       -363          0        191        -43
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       15.5        0.0       58.9       65.5        1.7       10.0       10.0        0.2        2.2        3.0        0.0        8.8        4.1
 
Number of Traders in Each Category                                    Total Traders:        88
        10          9          .         35         12         10          9          8          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 19, 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    65,970
Positions
     3,967     40,836        100     34,092      8,796        755     18,490      9,627         30      2,928      2,961          0      5,607      2,866
 
Changes from:       June 12, 2012                                    Total Change is:   -49,557
    -1,660      6,475    -24,236      2,641       -221       -191     -1,777     -2,239    -18,360      1,974     -4,025     -1,245     -6,704     -5,516
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       61.9        0.2       51.7       13.3        1.1       28.0       14.6        0.0        4.4        4.5        0.0        8.5        4.3
 
Number of Traders in Each Category                                    Total Traders:       202
        14         31          .         27         21         13         49         38          7         12         10          .
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Traders in Financial Futures - Futures Only Positions as of June 19, 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   329,850
Positions
    19,837    204,178        500    170,459     43,978      3,777     92,450     48,133        150     14,642     14,805          1     28,034     14,328
 
Changes from:       June 12, 2012                                    Total Change is:  -132,857
   -28,161     33,565    -55,365     18,386     -1,103       -955    -42,356    -45,337    -17,625      9,868    -20,540     -2,119    -14,530    -23,378
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       61.9        0.2       51.7       13.3        1.1       28.0       14.6        0.0        4.4        4.5        0.0        8.5        4.3
 
Number of Traders in Each Category                                    Total Traders:       202
        14         31          .         27         21         13         49         38          7         12         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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   433,255
Positions
   184,863     42,534     15,670    138,124    220,672     18,278     57,593    104,571      1,806      2,834     16,225          0     14,087     13,499
 
Changes from:       June 12, 2012                                    Total Change is:   -49,022
   -14,704      1,760    -21,439      8,082     -2,337     -5,908     -3,217    -16,171     -7,277     -2,303      2,753     -1,796       -460      1,393
 
Percent of Open Interest Represented by Each Category of Trader
      42.7        9.8        3.6       31.9       50.9        4.2       13.3       24.1        0.4        0.7        3.7        0.0        3.3        3.1
 
Number of Traders in Each Category                                    Total Traders:       240
        18         16          .         50         46         27         39         52          8          4         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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    28,364
Positions
     7,607          0          0      8,666      1,447        432      3,073      7,742          0      1,577      6,040          0      7,009     12,703
 
Changes from:       June 12, 2012                                    Total Change is:       560
       377          0          0         68        -34         55       -101     -1,527          0        115      1,467          0         46        599
 
Percent of Open Interest Represented by Each Category of Trader
      26.8        0.0        0.0       30.6        5.1        1.5       10.8       27.3        0.0        5.6       21.3        0.0       24.7       44.8
 
Number of Traders in Each Category                                    Total Traders:        34
         5          0          0         11          4          .          6          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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    39,398
Positions
    13,530      7,390      1,949      6,647      3,130        717      7,397      4,965        429      4,338      1,855          0      4,391     18,963
 
Changes from:       June 12, 2012                                    Total Change is:     1,699
       339      3,323      1,810       -413       -401       -166     -1,041     -1,587        245      1,224        886          0       -299     -2,411
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       18.8        4.9       16.9        7.9        1.8       18.8       12.6        1.1       11.0        4.7        0.0       11.1       48.1
 
Number of Traders in Each Category                                    Total Traders:        51
        16         11          .          5          .          .          7          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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    66,672
Positions
     1,031     16,696        473     51,393     31,928      3,152      5,893     11,745          4          0          0          0      4,726      2,674
 
Changes from:       June 12, 2012                                    Total Change is:    -5,769
       573        252     -3,615      1,391      1,673       -393       -804       -836     -1,781          0          0          0     -1,140     -1,069
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       25.0        0.7       77.1       47.9        4.7        8.8       17.6        0.0        0.0        0.0        0.0        7.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        59
         .          .          .         21         20          8          7          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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   110,487
Positions
    15,122     50,304      1,472     64,138      7,976      3,914      8,262     36,292        243      6,011      1,656        223     11,102      8,407
 
Changes from:       June 12, 2012                                    Total Change is:   -25,650
       173      7,779    -15,103      2,599       -137       -502     -2,222     -1,778     -7,772      1,821     -2,111       -384     -4,260     -5,642
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       45.5        1.3       58.1        7.2        3.5        7.5       32.8        0.2        5.4        1.5        0.2       10.0        7.6
 
Number of Traders in Each Category                                    Total Traders:        88
        12         18          5         23          9          7         10          6          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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   649,558
Positions
    16,852    174,473      4,659    279,649    144,068     78,057     83,670     71,191     11,557     23,586     38,796         12    151,516    126,745
 
Changes from:       June 12, 2012                                    Total Change is:   -27,293
     7,396     -4,542     -4,960     -9,103      3,979     -1,561    -17,071    -16,531     -6,257     -1,091        828       -401      5,755      2,152
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       26.9        0.7       43.1       22.2       12.0       12.9       11.0        1.8        3.6        6.0        0.0       23.3       19.5
 
Number of Traders in Each Category                                    Total Traders:       163
         9         22         10         40         23         33         30         20         12          7         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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   345,539
Positions
     7,878    139,858      1,239    226,005      7,359     32,421      4,843     90,500      1,217      8,535     19,054          0     63,401     53,891
 
Changes from:       June 12, 2012                                    Total Change is:   -11,296
     3,142     -3,948     -2,435        -32     -1,914     -1,270      1,652      1,221     -6,764          0      1,554          0     -5,589      2,260
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       40.5        0.4       65.4        2.1        9.4        1.4       26.2        0.4        2.5        5.5        0.0       18.3       15.6
 
Number of Traders in Each Category                                    Total Traders:        67
         .         10          6         30          4         18          .         11          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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   912,151
Positions
    61,831    132,902     11,366    175,030     91,863     74,178    236,956    413,335     73,076    147,112     36,250        528    132,074     78,653
 
Changes from:       June 12, 2012                                    Total Change is:   -68,607
    -9,218    -21,633        454    -24,824      4,769      6,212    -26,220    -39,386    -15,646      1,719     -4,028         64     -1,148        587
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       14.6        1.2       19.2       10.1        8.1       26.0       45.3        8.0       16.1        4.0        0.1       14.5        8.6
 
Number of Traders in Each Category                                    Total Traders:       213
        22         17         13         41         27         36         36         34         23         20         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 1,759,586
Positions
   121,581    181,719     25,078    667,855    548,692    211,563    324,092    343,357     42,856     86,889    109,926      3,172    276,500    293,223
 
Changes from:       June 12, 2012                                    Total Change is:   -44,524
     2,686      5,189     -7,486    -48,763      6,223      4,473     51,309    -47,936     -3,352    -23,273     -4,040     -3,406    -16,712      5,811
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       10.3        1.4       38.0       31.2       12.0       18.4       19.5        2.4        4.9        6.2        0.2       15.7       16.7
 
Number of Traders in Each Category                                    Total Traders:       262
        25         36         13         24         55         47         34         61         28          8         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 1,115,987
Positions
   137,932    110,702      7,362    244,666    467,118    107,622    324,077    110,564      9,905     62,930     66,073      1,374    220,119    235,267
 
Changes from:       June 12, 2012                                    Total Change is:   -18,257
    27,010      2,390         -8      3,722      5,271     -5,830      3,478      3,997    -10,504    -27,826        990     -2,385     -5,914    -12,178
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        9.9        0.7       21.9       41.9        9.6       29.0        9.9        0.9        5.6        5.9        0.1       19.7       21.1
 
Number of Traders in Each Category                                    Total Traders:       187
        15         20          6         26         39         31         38         24         17         10         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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   515,363
Positions
   206,807    138,349    170,870        554      2,912      4,065     34,671     63,949     67,097        940     12,296      7,244     23,115     48,581
 
Changes from:       June 12, 2012                                    Total Change is:    17,701
    13,110      9,426        -32       -646     -4,362          0       -627      9,895      4,082        168      1,286        -70      1,716     -2,524
 
Percent of Open Interest Represented by Each Category of Trader
      40.1       26.8       33.2        0.1        0.6        0.8        6.7       12.4       13.0        0.2        2.4        1.4        4.5        9.4
 
Number of Traders in Each Category                                    Total Traders:        95
        23         26         45          .          .          .         18         15         26          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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 7,827,521
Positions
 1,774,487  2,472,410  1,710,419    480,500     50,867    151,913  1,177,479    526,979  1,236,163    198,486    482,734    269,922    828,152    926,114
 
Changes from:       June 12, 2012                                    Total Change is:  -765,801
  -390,913     78,670   -197,133     31,292      3,186    -14,376     87,955   -208,924   -301,503      2,827    -92,432      3,981     12,069    -37,270
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       31.6       21.9        6.1        0.6        1.9       15.0        6.7       15.8        2.5        6.2        3.4       10.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       233
        27         52         74         11          7         16         42         56         79         13         14         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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     9,430
Positions
     6,092        530          0        605        866          6      1,134      7,661         45      1,347        255          0        201         67
 
Changes from:       June 12, 2012                                    Total Change is:    -3,089
      -742         47          0          7       -107          0        -54       -697     -2,104         10        -40          0       -206       -188
 
Percent of Open Interest Represented by Each Category of Trader
      64.6        5.6        0.0        6.4        9.2        0.1       12.0       81.2        0.5       14.3        2.7        0.0        2.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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     9,308
Positions
     6,226      4,905          0      1,058      1,036         46      1,691      3,204          0          0         70          0        287         47
 
Changes from:       June 12, 2012                                    Total Change is:    -2,065
    -1,904       -303          0          0       -973          0        307       -203       -461        -40        -40          0         33        -85
 
Percent of Open Interest Represented by Each Category of Trader
      66.9       52.7        0.0       11.4       11.1        0.5       18.2       34.4        0.0        0.0        0.8        0.0        3.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          0          .          5          .          6          9          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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    69,963
Positions
    14,573     29,789        500      6,731          0        381     36,894     37,015        532      4,597        502         67      5,688      1,177
 
Changes from:       June 12, 2012                                    Total Change is:   -11,347
      -280    -18,514        -60       -241          0        135     -9,822      7,836       -493        188         58        -63       -711       -246
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       42.6        0.7        9.6        0.0        0.5       52.7       52.9        0.8        6.6        0.7        0.1        8.1        1.7
 
Number of Traders in Each Category                                    Total Traders:        97
         5          4          .          8          0          .         44         11          4         18          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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   343,374
Positions
   122,283     54,879     46,395     43,602      5,489      4,845     25,035    107,323     30,976      5,312     26,766     38,687     26,239     28,014
 
Changes from:       June 12, 2012                                    Total Change is:    35,870
      -484     -2,537      5,959      7,604      1,571       -939      8,201     15,850       -389      4,239      4,986      8,368      3,311      3,001
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       16.0       13.5       12.7        1.6        1.4        7.3       31.3        9.0        1.5        7.8       11.3        7.6        8.2
 
Number of Traders in Each Category                                    Total Traders:       141
        18         12         24          9          7          8         21         44         45          7         14         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 19, 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    10,591
Positions
     1,186        735      2,729      2,111        898          0      3,730      3,989        723          0      1,410          0        112        107
 
Changes from:       June 12, 2012                                    Total Change is:     2,368
      -172        -41      2,729        100         19          0       -227        -35         19          0       -328          0        -81          5
 
Percent of Open Interest Represented by Each Category of Trader
      11.2        6.9       25.8       19.9        8.5        0.0       35.2       37.7        6.8        0.0       13.3        0.0        1.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          4          4          .          0          4          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated June 22, 2012