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Traders in Financial Futures - Futures Only Positions as of June 5, 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   137,391
Positions
    32,760     18,424      1,473     22,362     34,461        178     31,139     42,858      7,800      8,674      1,616         89     32,916     30,492
 
Changes from:       May 29, 2012                                     Total Change is:    10,765
    11,896       -858       -139      1,509         40         -9     -9,628        413      5,637        280      1,472         -7      1,226      4,216
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       13.4        1.1       16.3       25.1        0.1       22.7       31.2        5.7        6.3        1.2        0.1       24.0       22.2
 
Number of Traders in Each Category                                    Total Traders:        86
        10          6          7          6          5          .         13         33         13          9          4          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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    71,967
Positions
    35,039      6,543         10      1,133      1,463        242     22,615     34,643        389      5,074        425         76      7,389     28,176
 
Changes from:       May 29, 2012                                     Total Change is:        72
     2,100         70          0        221          0          0     -2,841      1,501        164        130         -2          0        298     -1,661
 
Percent of Open Interest Represented by Each Category of Trader
      48.7        9.1        0.0        1.6        2.0        0.3       31.4       48.1        0.5        7.1        0.6        0.1       10.3       39.2
 
Number of Traders in Each Category                                    Total Traders:        45
         8          5          .          .          .          .          7         18          5          .          .          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   184,583
Positions
    37,064     65,295      3,814      9,349     36,913      7,879     78,194     29,033      2,957     28,902      6,045         20     16,404     32,627
 
Changes from:       May 29, 2012                                     Total Change is:     3,148
     8,592    -19,559      2,272       -348      1,125        623     -3,489      4,519      2,042      1,504      2,082        -52     -7,996     10,096
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       35.4        2.1        5.1       20.0        4.3       42.4       15.7        1.6       15.7        3.3        0.0        8.9       17.7
 
Number of Traders in Each Category                                    Total Traders:        96
         9         10          7          4         16          4         22         26         13          .          6          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   169,663
Positions
    31,069     66,944      6,854     61,841      8,715        670     33,970     47,536        961     10,132      2,497         36     24,130     35,450
 
Changes from:       May 29, 2012                                     Total Change is:    28,979
      -875     17,706      5,416       -956     -1,222       -105     16,052      8,999        765       -212         51          0      8,894     -2,631
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       39.5        4.0       36.4        5.1        0.4       20.0       28.0        0.6        6.0        1.5        0.0       14.2       20.9
 
Number of Traders in Each Category                                    Total Traders:        83
         6         14          5          9          6          .         21         19          7          .          5          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   401,812
Positions
   194,354     17,632      2,121     30,689     42,554      8,681     74,691    234,828      5,211     53,822     13,876      1,221     31,022     75,688
 
Changes from:       May 29, 2012                                     Total Change is:     7,652
     7,592       -496        826      3,253        286     -1,253       -670      7,141      2,040     -2,297       -236         -9     -1,830       -647
 
Percent of Open Interest Represented by Each Category of Trader
      48.4        4.4        0.5        7.6       10.6        2.2       18.6       58.4        1.3       13.4        3.5        0.3        7.7       18.8
 
Number of Traders in Each Category                                    Total Traders:       195
        25         12          6         17         24         12         24         65         20          9         18          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   158,833
Positions
   122,667      9,393        698      2,396     44,816        894     10,509     68,429      4,400      4,216      2,448         26     13,027     27,729
 
Changes from:       May 29, 2012                                     Total Change is:    16,217
    15,751        426        406        572       -179          7     -3,536     12,569      3,916        574        385         26     -1,499     -1,339
 
Percent of Open Interest Represented by Each Category of Trader
      77.2        5.9        0.4        1.5       28.2        0.6        6.6       43.1        2.8        2.7        1.5        0.0        8.2       17.5
 
Number of Traders in Each Category                                    Total Traders:        90
        13          5          5          .          9          .         17         37         12          .          5          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   108,216
Positions
    55,804     58,369     35,783      1,240          0          0      1,473      2,864      7,805      2,977          0      2,905        229        490
 
Changes from:       May 29, 2012                                     Total Change is:       439
      -207     -1,379      1,457       -199          0          0        -93        156         17       -510          0        -43         17        231
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       53.9       33.1        1.1        0.0        0.0        1.4        2.6        7.2        2.8        0.0        2.7        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        25
         8          9         12          .          0          0          .          4          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   192,370
Positions
    85,944     87,529     11,669     19,241      1,879      1,705     48,075     46,829     21,058      1,615     13,683        107      2,956      7,911
 
Changes from:       May 29, 2012                                     Total Change is:     4,912
     3,075     -2,537       -219        533        100        154     -6,373      1,593      5,489       -710     -3,348        107      2,856      3,573
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       45.5        6.1       10.0        1.0        0.9       25.0       24.3       10.9        0.8        7.1        0.1        1.5        4.1
 
Number of Traders in Each Category                                    Total Traders:       120
        10          7          .          8          .          .         19         50          8          8         12          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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    19,747
Positions
    17,446      1,603         55        200      2,239          0      1,403      1,347        188        100     13,428          0        355        887
 
Changes from:       May 29, 2012                                     Total Change is:    -1,294
     3,317       -597     -2,619       -191      1,391        -78     -1,633        462        -36          0          0          0        -54        183
 
Percent of Open Interest Represented by Each Category of Trader
      88.3        8.1        0.3        1.0       11.3        0.0        7.1        6.8        1.0        0.5       68.0        0.0        1.8        4.5
 
Number of Traders in Each Category                                    Total Traders:        21
         6          .          .          .          .          0          4          5          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 5, 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    21,530
Positions
     8,903      5,377          0          0        277          0      6,979     11,712        152      3,900        763          0      1,596      3,249
 
Changes from:       May 29, 2012                                     Total Change is:        77
      -162        -10         -1          0        -21          0        198        101         -5        131         41          0        -84        -28
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       25.0        0.0        0.0        1.3        0.0       32.4       54.4        0.7       18.1        3.5        0.0        7.4       15.1
 
Number of Traders in Each Category                                    Total Traders:        45
         9          .          0          0          .          0          7         17          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of June 5, 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    72,252
Positions
    17,676     25,155     19,534      4,083      3,780        407     11,812      6,524      6,291      1,190      1,499      1,276      9,986      7,789
 
Changes from:       May 29, 2012                                     Total Change is:     3,519
    -2,087     -2,951      7,039       -426      1,405       -146       -603     -2,292        271       -560        167          0         29         26
 
Percent of Open Interest Represented by Each Category of Trader
      24.5       34.8       27.0        5.7        5.2        0.6       16.3        9.0        8.7        1.6        2.1        1.8       13.8       10.8
 
Number of Traders in Each Category                                    Total Traders:        95
        18         16         12          5          8          .         22         14         11          7          .          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    20,486
Positions
    13,884     12,947          0      1,070          0          0      4,156      1,614          0          0      2,174          0      1,376      3,751
 
Changes from:       May 29, 2012                                     Total Change is:     2,985
     3,038      2,972          0          0          0          0        -23         -9          0          0          0          0        -30         22
 
Percent of Open Interest Represented by Each Category of Trader
      67.8       63.2        0.0        5.2        0.0        0.0       20.3        7.9        0.0        0.0       10.6        0.0        6.7       18.3
 
Number of Traders in Each Category                                    Total Traders:        22
         6          7          0          .          0          0          4          .          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   103,532
Positions
    42,371     59,202      4,280      6,026      7,560        813     26,849     21,358      1,043      4,931      1,201          0     17,219      8,075
 
Changes from:       May 29, 2012                                     Total Change is:     1,067
     1,435       -161      2,393       -851      2,809       -291     -1,219     -4,626        601     -1,119        334          0        118          8
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       57.2        4.1        5.8        7.3        0.8       25.9       20.6        1.0        4.8        1.2        0.0       16.6        7.8
 
Number of Traders in Each Category                                    Total Traders:        93
        17         15          7          4          8          .         22         17          6          7          .          0
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   933,308
Positions
    60,587    128,868     87,174    357,833    197,795     50,751     84,497    202,297     69,593     29,514     29,399     13,817    179,542    153,615
 
Changes from:       May 29, 2012                                     Total Change is:    52,119
       397    -13,988     29,111     -2,758     15,384      3,236      3,181     -1,277      6,885     -3,623     -1,955      4,509     11,181     10,215
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       13.8        9.3       38.3       21.2        5.4        9.1       21.7        7.5        3.2        3.1        1.5       19.2       16.5
 
Number of Traders in Each Category                                    Total Traders:       555
        36         50         38        118         66         67         79        127         75         30         45         14
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   300,032
Positions
    45,410     59,591     17,228    108,380     31,836      8,291     31,148     57,862      3,281      8,442      7,026      9,496     68,356    105,421
 
Changes from:       May 29, 2012                                     Total Change is:    26,919
    14,338      1,781      7,796       -565      1,026       -188      1,943      3,723        372     -1,542        153      3,831        934      8,425
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       19.9        5.7       36.1       10.6        2.8       10.4       19.3        1.1        2.8        2.3        3.2       22.8       35.1
 
Number of Traders in Each Category                                    Total Traders:       117
        14         11          8         29          9         15         19         25         11          4          .          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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 3,166,379
Positions
   309,541    580,037    116,076  1,274,343    856,876    185,219    486,819    942,245    111,486    117,084    123,588      9,881    555,930    240,971
 
Changes from:       May 29, 2012                                     Total Change is:   126,001
    22,909     13,768     13,959     -8,376     74,380     14,530      4,814    -26,377     33,943    -10,659    -10,795      3,645     51,236      8,948
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       18.3        3.7       40.2       27.1        5.8       15.4       29.8        3.5        3.7        3.9        0.3       17.6        7.6
 
Number of Traders in Each Category                                    Total Traders:       529
        38         47         33        105         63         59         82        121         64         28         43         11
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   107,175
Positions
    24,387     16,980        383     58,394     67,176      2,526     10,075     11,486      1,711      1,706      3,201          0      7,993      3,712
 
Changes from:       May 29, 2012                                     Total Change is:     3,322
       -38        752        -56      2,982      3,864        139        226     -1,594      1,065       -245         20          0       -751       -868
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       15.8        0.4       54.5       62.7        2.4        9.4       10.7        1.6        1.6        3.0        0.0        7.5        3.5
 
Number of Traders in Each Category                                    Total Traders:        93
        12          9          .         33         13         12         12         10          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 5, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    99,322
Positions
     7,879     31,865     15,957     26,731      8,804      1,417     22,610     13,244     15,932      1,233      7,034         28      7,536      5,043
 
Changes from:       May 29, 2012                                     Total Change is:       611
       676       -534       -460        284       -128        118        699      1,275        270        162        718       -430       -708       -218
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       32.1       16.1       26.9        8.9        1.4       22.8       13.3       16.0        1.2        7.1        0.0        7.6        5.1
 
Number of Traders in Each Category                                    Total Traders:       217
        17         34         16         29         22         10         47         46         14          8         12          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,740
Positions
    10,003     12,921        745      1,036          0          0      7,796      8,007          0          0          0          0      3,160      1,067
 
Changes from:       May 29, 2012                                     Total Change is:       -58
      -255         -4         79          0          0          0        509       -369          0       -329          0          0        -62        236
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       56.8        3.3        4.6        0.0        0.0       34.3       35.2        0.0        0.0        0.0        0.0       13.9        4.7
 
Number of Traders in Each Category                                    Total Traders:        24
        10          6          .          .          0          0          .          .          0          0          0          0
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Traders in Financial Futures - Futures Only Positions as of June 5, 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   382,912
Positions
    62,777    168,116      2,661    128,475     44,020      7,084    149,781    101,894      3,947      6,166     35,169        139     21,882     19,882
 
Changes from:       May 29, 2012                                     Total Change is:     3,343
     1,038     -6,268        920      1,419       -641        590      2,303      9,573         -3        810      1,946       -503     -3,231     -2,271
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       43.9        0.7       33.6       11.5        1.9       39.1       26.6        1.0        1.6        9.2        0.0        5.7        5.2
 
Number of Traders in Each Category                                    Total Traders:       216
        19         32          7         29         22         10         46         46         10          8         12          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   457,455
Positions
   212,127     37,469     19,422    132,247    224,495     18,034     52,537    123,092      3,652      4,601     12,470        460     14,375     18,361
 
Changes from:       May 29, 2012                                     Total Change is:    15,855
     8,706      5,534      4,431      1,328      2,178     -1,291      1,615      2,424       -113      1,654      1,159        210       -685      1,323
 
Percent of Open Interest Represented by Each Category of Trader
      46.4        8.2        4.2       28.9       49.1        3.9       11.5       26.9        0.8        1.0        2.7        0.1        3.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       240
        20         15          4         50         46         23         32         59         12          4         14          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    41,501
Positions
    11,861        559      1,153      8,879      1,450        432      4,637      2,900      4,371      1,862      7,219         31      8,275     23,386
 
Changes from:       May 29, 2012                                     Total Change is:     6,553
      -631        124      1,153       -165        206        250      1,043       -351      4,304        -18         81         31        586        755
 
Percent of Open Interest Represented by Each Category of Trader
      28.6        1.3        2.8       21.4        3.5        1.0       11.2        7.0       10.5        4.5       17.4        0.1       19.9       56.4
 
Number of Traders in Each Category                                    Total Traders:        44
         7          .          .         11          .          .          9          5          .          .          4          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    68,827
Positions
    26,906      6,993      3,701      2,933      5,905      3,730      6,812      3,264      8,098      8,952        248          0      7,695     36,888
 
Changes from:       May 29, 2012                                     Total Change is:    -2,408
       672       -833      1,759     -3,128      2,685      2,863     -1,782      1,247      1,789         55         25          0     -4,636    -11,943
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       10.2        5.4        4.3        8.6        5.4        9.9        4.7       11.8       13.0        0.4        0.0       11.2       53.6
 
Number of Traders in Each Category                                    Total Traders:        61
        18         11          8          4          4          .         11          7          4          5          .          0
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Traders in Financial Futures - Futures Only Positions as of June 5, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    67,249
Positions
     1,337     14,847      1,741     47,901     31,237      3,647      7,576     12,779        348        236          0          0      4,463      2,650
 
Changes from:       May 29, 2012                                     Total Change is:     5,286
     1,115       -641        855      2,883      4,545       -163        -27        332        343         -8          0          0        288         15
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       22.1        2.6       71.2       46.4        5.4       11.3       19.0        0.5        0.4        0.0        0.0        6.6        3.9
 
Number of Traders in Each Category                                    Total Traders:        64
         .          4          .         20         20          8         10          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   107,172
Positions
    14,525     34,508      2,862     56,587      8,267      3,730     11,875     42,166      3,155      3,971      4,371        223     10,244      7,890
 
Changes from:       May 29, 2012                                     Total Change is:     9,915
     2,653      2,008     -1,267      6,908      1,683       -973        270      1,952      3,090     -1,295      1,472        -18        547      1,968
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       32.2        2.7       52.8        7.7        3.5       11.1       39.3        2.9        3.7        4.1        0.2        9.6        7.4
 
Number of Traders in Each Category                                    Total Traders:        88
         7         19          6         20         10          4         13          8          6          6          5          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   705,472
Positions
    11,226    189,397     10,355    307,241    136,847     83,357     81,153     73,765     29,086     24,952     43,008      1,255    156,847    138,402
 
Changes from:       May 29, 2012                                     Total Change is:   -84,648
     2,226     -3,285    -34,015     16,158    -10,548     10,313    -17,808     -3,506    -29,171      2,562      4,330       -530    -34,383    -18,236
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       26.8        1.5       43.6       19.4       11.8       11.5       10.5        4.1        3.5        6.1        0.2       22.2       19.6
 
Number of Traders in Each Category                                    Total Traders:       161
         7         20         12         38         23         31         32         23         17          5         13          .
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Traders in Financial Futures - Futures Only Positions as of June 5, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   371,441
Positions
     2,478    147,920      3,423    231,922      7,710     35,514      7,049     87,428     17,520      9,335     17,352          0     64,200     54,574
 
Changes from:       May 29, 2012                                     Total Change is:   -31,640
         0     11,867    -13,132     -3,347     -2,715      6,074       -564    -13,290      1,294        146     -3,171          0    -22,111    -18,567
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       39.8        0.9       62.4        2.1        9.6        1.9       23.5        4.7        2.5        4.7        0.0       17.3       14.7
 
Number of Traders in Each Category                                    Total Traders:        66
         .         10          5         31          4         19          4         10          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   974,385
Positions
    69,114    165,420     12,665    189,419     83,096     63,740    237,102    415,323     89,099    172,372     45,427        890    139,984     98,725
 
Changes from:       May 29, 2012                                     Total Change is:    25,826
   -21,692     21,731     -2,074     -1,183    -35,286        998        510     -9,761     57,026    -12,141      4,670     -5,101      9,483     -6,377
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       17.0        1.3       19.4        8.5        6.5       24.3       42.6        9.1       17.7        4.7        0.1       14.4       10.1
 
Number of Traders in Each Category                                    Total Traders:       222
        20         18         10         44         26         35         40         34         24         23         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,875,549
Positions
   107,796    210,831     46,886    761,076    577,289    168,479    334,546    398,720     48,631     88,474    107,816     20,737    298,924    296,160
 
Changes from:       May 29, 2012                                     Total Change is:  -272,217
    28,336     -8,646    -65,366    -75,142     18,344    -23,990     38,671      9,012   -101,135    -16,047    -27,716    -31,567    -25,977    -41,153
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       11.2        2.5       40.6       30.8        9.0       17.8       21.3        2.6        4.7        5.7        1.1       15.9       15.8
 
Number of Traders in Each Category                                    Total Traders:       263
        20         35         17         25         55         48         38         64         33          7         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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 1,229,067
Positions
   108,457    140,164     14,892    198,895    469,954    127,181    282,439    135,282     28,488    216,816     66,431      3,994    247,905    242,681
 
Changes from:       May 29, 2012                                     Total Change is:   -82,692
    17,087     -2,016        416    -32,586    -52,908      6,291     -6,032    -10,591     -6,621    -48,501     -2,946    -11,069     -1,677     -3,248
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       11.4        1.2       16.2       38.2       10.3       23.0       11.0        2.3       17.6        5.4        0.3       20.2       19.7
 
Number of Traders in Each Category                                    Total Traders:       186
         8         23         11         27         36         31         43         25         19          8         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   494,175
Positions
   189,604    122,836    173,987        960      7,274      4,065     37,357     55,420     60,979      1,079     11,783      6,099     20,045     51,732
 
Changes from:       May 29, 2012                                     Total Change is:   -45,682
    -2,862     -6,667    -25,080         75       -478          0    -11,322    -11,365     -2,364     -2,886       -573        555     -1,798        290
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       24.9       35.2        0.2        1.5        0.8        7.6       11.2       12.3        0.2        2.4        1.2        4.1       10.5
 
Number of Traders in Each Category                                    Total Traders:        87
        21         25         43          .          .          .         16         14         23          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,593,930
Positions
 2,299,734  2,319,940  1,876,268    391,466     43,663    217,560    933,648    660,056  1,613,070    185,834    598,792    291,509    784,841    973,072
 
Changes from:       May 29, 2012                                     Total Change is:    23,069
    45,777    178,108    -64,616     98,798    -24,383     -1,598    -27,261     44,522    -37,016    -16,106    -61,435     -3,485     28,576     -7,028
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       27.0       21.8        4.6        0.5        2.5       10.9        7.7       18.8        2.2        7.0        3.4        9.1       11.3
 
Number of Traders in Each Category                                    Total Traders:       256
        30         57         81         14          5         15         44         68         88         10         18         19
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Traders in Financial Futures - Futures Only Positions as of June 5, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,713
Positions
     5,347        483          0        604        973          6      1,066      6,680         88      1,337        410          0        265         73
 
Changes from:       May 29, 2012                                     Total Change is:       284
     1,290         68          0        -28          0          0       -822        269       -129         -3        125          0        -24        -49
 
Percent of Open Interest Represented by Each Category of Trader
      61.4        5.5        0.0        6.9       11.2        0.1       12.2       76.7        1.0       15.3        4.7        0.0        3.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        32
         4          .          0          .          5          .          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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    12,076
Positions
     6,724      4,656          0      1,058      1,918         47      2,683      4,063      1,181         71        186          0        312         25
 
Changes from:       May 29, 2012                                     Total Change is:     2,436
       727        716          0        -89         -2          2        585        730      1,174         31       -180          0          6         -4
 
Percent of Open Interest Represented by Each Category of Trader
      55.7       38.6        0.0        8.8       15.9        0.4       22.2       33.6        9.8        0.6        1.5        0.0        2.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        36
         .          5          0          .          6          .          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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    80,104
Positions
    15,264     45,953          0      6,175        153        225     46,969     30,550        731      3,671        785        145      6,924      1,562
 
Changes from:       May 29, 2012                                     Total Change is:     3,360
     1,044        119          0        224        153          0      3,739      2,592        128     -1,875        317         77         23        -26
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       57.4        0.0        7.7        0.2        0.3       58.6       38.1        0.9        4.6        1.0        0.2        8.6        1.9
 
Number of Traders in Each Category                                    Total Traders:       109
         8          4          0          7          .          .         52         13          4         16          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 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   277,015
Positions
   114,695     54,134     37,223     25,671      4,142      6,602     18,458     82,735     28,854      1,108     18,388     23,202     21,202     21,735
 
Changes from:       May 29, 2012                                     Total Change is:     4,427
     9,100        946      6,443     -8,275        792        105      1,375     -4,813      2,564       -201      3,831     -6,738         54      1,297
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       19.5       13.4        9.3        1.5        2.4        6.7       29.9       10.4        0.4        6.6        8.4        7.7        7.8
 
Number of Traders in Each Category                                    Total Traders:       126
        14         12         19         10          9         10         17         39         39          6         12         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,978
Positions
     2,029        782          0      2,063        971          0      4,072      4,220        704          0      2,288          0        110         13
 
Changes from:       May 29, 2012                                     Total Change is:       971
       224        -26       -307        -23          0          0        947        542        110          0        650          0         20          2
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        8.7        0.0       23.0       10.8        0.0       45.4       47.0        7.8        0.0       25.5        0.0        1.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          4          .          0          5          5          .          0          .          0
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Updated June 8, 2012