```
Traders in Financial Futures - Futures Only Positions as of July 31, 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   101,082
Positions
    14,354     13,551        964     18,192     34,021        392     19,031     18,463      5,339      9,798      5,605        279     32,733     22,468
 
Changes from:       July 24, 2012                                    Total Change is:    -9,980
   -16,408      7,298       -592     -2,592       -430        220      4,440    -14,336       -858        352      3,615         96      5,362     -4,993
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       13.4        1.0       18.0       33.7        0.4       18.8       18.3        5.3        9.7        5.5        0.3       32.4       22.2
 
Number of Traders in Each Category                                    Total Traders:        84
         7          9          4          6          5          4         20         22          5         11          4          6
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Traders in Financial Futures - Futures Only Positions as of July 31, 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    59,536
Positions
    26,575     11,810         35      1,938      1,554        183     21,356     22,283         16      1,171          0          0      8,262     23,655
 
Changes from:       July 24, 2012                                    Total Change is:    -4,839
    -2,353      3,248        -38        -16          2          0     -1,893     -6,663        -11          0          0          0       -528     -1,377
 
Percent of Open Interest Represented by Each Category of Trader
      44.6       19.8        0.1        3.3        2.6        0.3       35.9       37.4        0.0        2.0        0.0        0.0       13.9       39.7
 
Number of Traders in Each Category                                    Total Traders:        40
         5          8          .          .          .          .          5         14          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of July 31, 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   110,770
Positions
    26,291      3,234      1,019     10,041     30,721     11,508     30,710     31,545      2,456     11,543      2,754        216     16,986     27,317
 
Changes from:       July 24, 2012                                    Total Change is:    -5,373
   -10,578        289        -58      1,197     -2,874        363      1,579         -5        720        545       -540       -565      1,424     -2,703
 
Percent of Open Interest Represented by Each Category of Trader
      23.7        2.9        0.9        9.1       27.7       10.4       27.7       28.5        2.2       10.4        2.5        0.2       15.3       24.7
 
Number of Traders in Each Category                                    Total Traders:        89
        12          .          4          8         15          4         19         27          8          .          .          .
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Traders in Financial Futures - Futures Only Positions as of July 31, 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   144,095
Positions
     3,921     54,035        245     62,761      7,430        708     51,404     29,278        779        601     18,331          2     23,674     33,287
 
Changes from:       July 24, 2012                                    Total Change is:     5,062
      -989      7,974         24        -94       -840          8      3,193     -2,216        366          0     -1,219       -240      2,794      1,205
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       37.5        0.2       43.6        5.2        0.5       35.7       20.3        0.5        0.4       12.7        0.0       16.4       23.1
 
Number of Traders in Each Category                                    Total Traders:        90
         .         15          .         10          6          .         24         24          4          .          6          .
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Traders in Financial Futures - Futures Only Positions as of July 31, 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   311,436
Positions
    97,695     14,994      1,431     30,822     37,342      9,022     74,744    167,704      1,596     60,388      9,891      3,025     32,713     66,431
 
Changes from:       July 24, 2012                                    Total Change is:   -13,007
   -13,314      5,644        738        762     -1,734         93      1,852    -13,671        -97     -2,267       -210       -369       -405     -3,401
 
Percent of Open Interest Represented by Each Category of Trader
      31.4        4.8        0.5        9.9       12.0        2.9       24.0       53.8        0.5       19.4        3.2        1.0       10.5       21.3
 
Number of Traders in Each Category                                    Total Traders:       199
        24         12          8         17         23         14         28         66         11         14         14          .
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Traders in Financial Futures - Futures Only Positions as of July 31, 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   144,498
Positions
    21,855     36,652        220      3,018     43,270      1,028     88,730     36,029        389      1,387      5,534        364     27,507     21,012
 
Changes from:       July 24, 2012                                    Total Change is:    13,203
    -3,192     12,794          1        154       -470         -3     12,709      1,602        269     -1,730        760        -88      5,083     -1,662
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       25.4        0.2        2.1       29.9        0.7       61.4       24.9        0.3        1.0        3.8        0.3       19.0       14.5
 
Number of Traders in Each Category                                    Total Traders:        98
         6         11          4          .          8          .         28         30          5          5          8          .
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Traders in Financial Futures - Futures Only Positions as of July 31, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   102,438
Positions
    50,222     58,195     34,117      2,758          0          0      3,069        734      6,061      3,095          0      2,855        261        476
 
Changes from:       July 24, 2012                                    Total Change is:       -36
      -305        388        -10        400          0          0          0       -283         11       -132          0          0          0       -142
 
Percent of Open Interest Represented by Each Category of Trader
      49.0       56.8       33.3        2.7        0.0        0.0        3.0        0.7        5.9        3.0        0.0        2.8        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        24
         7         11         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 31, 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   170,977
Positions
    64,443     66,694          5     25,742        355      1,558     72,557     78,851      1,368      1,110     18,316         91      4,103      3,739
 
Changes from:       July 24, 2012                                    Total Change is:     6,380
       285      2,228          0     -1,784        243          0      7,776     10,135        486       -696     -6,001         -8        321       -703
 
Percent of Open Interest Represented by Each Category of Trader
      37.7       39.0        0.0       15.1        0.2        0.9       42.4       46.1        0.8        0.6       10.7        0.1        2.4        2.2
 
Number of Traders in Each Category                                    Total Traders:        94
         5         10          .          9          .          .         29         27          9          5          6          .
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Traders in Financial Futures - Futures Only Positions as of July 31, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    16,507
Positions
    14,297      1,544        115        404        386        183        866      1,260         36        120     12,228          0        486        755
 
Changes from:       July 24, 2012                                    Total Change is:       114
      -121        158         50          0        -41          0        131        -14          6          0          0          0         48        -45
 
Percent of Open Interest Represented by Each Category of Trader
      86.6        9.4        0.7        2.4        2.3        1.1        5.2        7.6        0.2        0.7       74.1        0.0        2.9        4.6
 
Number of Traders in Each Category                                    Total Traders:        22
         6          4          .          .          .          .          4          4          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 31, 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    24,967
Positions
     4,485     18,763          0        115        101          0     15,913      3,408        186        297        724          0      3,971      1,785
 
Changes from:       July 24, 2012                                    Total Change is:     1,761
    -2,044      3,036          0        115          0          0      2,913        -65         52       -259       -938          0        984       -324
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       75.2        0.0        0.5        0.4        0.0       63.7       13.7        0.7        1.2        2.9        0.0       15.9        7.1
 
Number of Traders in Each Category                                    Total Traders:        47
         6          7          0          .          .          0         16         11          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 31, 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    49,096
Positions
    13,032     31,340         96      3,394        546        568     22,329     10,446         98      1,327        355          0      8,253      5,649
 
Changes from:       July 24, 2012                                    Total Change is:     9,516
      -864      6,103        -32        292       -125         51      8,994      1,934         56        -55        -66          0      1,074      1,594
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       63.8        0.2        6.9        1.1        1.2       45.5       21.3        0.2        2.7        0.7        0.0       16.8       11.5
 
Number of Traders in Each Category                                    Total Traders:        89
        13         18          .          5          .          .         32         13          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 31, 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    98,191
Positions
    26,064     62,679        191      6,787      1,092      1,136     44,658     20,891        195      2,654        710          0     16,506     11,297
 
Changes from:       July 24, 2012                                    Total Change is:    19,032
    -1,727     12,206        -63        583       -249        102     17,987      3,868        112       -110       -131          0      2,148      3,187
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       63.8        0.2        6.9        1.1        1.2       45.5       21.3        0.2        2.7        0.7        0.0       16.8       11.5
 
Number of Traders in Each Category                                    Total Traders:        89
        13         18          .          5          .          .         32         13          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 31, 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   781,796
Positions
    47,144    145,858     37,591    354,476    167,810     53,350     78,580    190,087     29,711     26,752     32,778      6,756    147,436    117,855
 
Changes from:       July 24, 2012                                    Total Change is:   -35,676
   -17,584     26,606    -12,381     -2,470    -23,942     -2,940     19,022     -5,391    -16,489       -764      4,285        974     -3,044     -6,397
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       18.7        4.8       45.3       21.5        6.8       10.1       24.3        3.8        3.4        4.2        0.9       18.9       15.1
 
Number of Traders in Each Category                                    Total Traders:       545
        34         53         28        123         52         62         90        114         66         32         44         13
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Traders in Financial Futures - Futures Only Positions as of July 31, 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   230,496
Positions
    27,309     64,236      4,030    101,945     30,489      8,176     14,526     40,081      1,631         82      6,428      4,380     68,417     71,045
 
Changes from:       July 24, 2012                                    Total Change is:   -14,948
   -10,269     10,421     -5,826      1,670       -465       -332     -2,280    -10,254        196          6        465       -632      2,519     -8,521
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       27.9        1.7       44.2       13.2        3.5        6.3       17.4        0.7        0.0        2.8        1.9       29.7       30.8
 
Number of Traders in Each Category                                    Total Traders:       101
        13         11          4         26          8         13         14         23          9          .          4          .
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Traders in Financial Futures - Futures Only Positions as of July 31, 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 2,756,499
Positions
   232,554    541,490     34,425  1,290,334    714,285    198,191    407,933    837,690     52,737    139,850    138,250      5,380    395,095    234,051
 
Changes from:       July 24, 2012                                    Total Change is:  -103,642
   -72,408     45,089      3,058    -23,502   -120,185    -10,237     32,248    -49,949     -9,164      2,649     25,597      1,529    -27,815     10,620
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       19.6        1.2       46.8       25.9        7.2       14.8       30.4        1.9        5.1        5.0        0.2       14.3        8.5
 
Number of Traders in Each Category                                    Total Traders:       519
        34         49         20        107         49         53         93        111         55         33         42         12
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Traders in Financial Futures - Futures Only Positions as of July 31, 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   104,090
Positions
    17,648     23,071          0     58,402     60,868      2,209     14,270     10,861          0      1,922      2,821          0      9,639      4,260
 
Changes from:       July 24, 2012                                    Total Change is:    -1,576
      -721      2,001          0     -2,203     -2,192        126      1,196        171       -789       -589        -30          0      1,404       -863
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       22.2        0.0       56.1       58.5        2.1       13.7       10.4        0.0        1.8        2.7        0.0        9.3        4.1
 
Number of Traders in Each Category                                    Total Traders:        86
        10          8          0         35         12         11         10          7          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 31, 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    73,700
Positions
     5,807     47,427        173     34,456      8,763      1,063     24,666     10,187        166      1,797      3,037          0      5,572      2,885
 
Changes from:       July 24, 2012                                    Total Change is:    -7,309
    -1,178     -1,081     -2,980     -1,617       -293        -15      4,896      2,325     -3,226        691         73       -554     -3,326     -1,557
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       64.4        0.2       46.8       11.9        1.4       33.5       13.8        0.2        2.4        4.1        0.0        7.6        3.9
 
Number of Traders in Each Category                                    Total Traders:       220
        15         32          4         31         21         11         66         34          7         12          9          .
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Traders in Financial Futures - Futures Only Positions as of July 31, 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 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   368,502
Positions
    29,037    237,134        863    172,282     43,814      5,313    123,329     50,935        832      8,987     15,186          1     27,858     14,424
 
Changes from:       July 24, 2012                                    Total Change is:    15,896
       956     16,719        306     -6,584     -1,465        -75     21,013      5,003     -1,273        683        363          0        870     -3,682
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       64.4        0.2       46.8       11.9        1.4       33.5       13.8        0.2        2.4        4.1        0.0        7.6        3.9
 
Number of Traders in Each Category                                    Total Traders:       220
        15         32          4         31         21         11         66         34          7         12          9          .
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Traders in Financial Futures - Futures Only Positions as of July 31, 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   437,406
Positions
   182,740     36,646     13,895    132,287    222,869     26,197     60,137    105,965      2,106      1,520     16,037          0     18,524     13,691
 
Changes from:       July 24, 2012                                    Total Change is:    -4,840
     1,678      1,846      1,340     -4,784     -6,285        274     -1,448        669     -2,049       -981       -691          0      1,130         56
 
Percent of Open Interest Represented by Each Category of Trader
      41.8        8.4        3.2       30.2       51.0        6.0       13.7       24.2        0.5        0.3        3.7        0.0        4.2        3.1
 
Number of Traders in Each Category                                    Total Traders:       244
        19         16          4         56         40         30         48         48         10          .         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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    31,261
Positions
     9,105        267          0      9,922      1,199        434      3,409      8,403          2      1,659      6,248          0      6,730     14,708
 
Changes from:       July 24, 2012                                    Total Change is:     2,226
       973         47          0        881        145        -10         34      1,555          1         -3         -4          0        350        492
 
Percent of Open Interest Represented by Each Category of Trader
      29.1        0.9        0.0       31.7        3.8        1.4       10.9       26.9        0.0        5.3       20.0        0.0       21.5       47.0
 
Number of Traders in Each Category                                    Total Traders:        37
         6          .          0         13          .          .          6          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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    50,766
Positions
    22,699      8,691      1,671      5,272      2,890      1,089      8,024      2,815        360      6,130      3,017          0      5,521     30,233
 
Changes from:       July 24, 2012                                    Total Change is:     5,352
     3,564       -184         25        269        -79        -85        628        934         44       -361       -717          0      1,268      5,414
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       17.1        3.3       10.4        5.7        2.1       15.8        5.5        0.7       12.1        5.9        0.0       10.9       59.6
 
Number of Traders in Each Category                                    Total Traders:        49
        15         10          4          4          .          .          8          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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    66,651
Positions
     1,234     12,719      2,319     46,670     29,224      5,558      6,006     13,793        238        208          0          0      4,418      2,800
 
Changes from:       July 24, 2012                                    Total Change is:    -3,028
        30       -944        162     -2,172     -2,426       -332        -16        596          0          0          0          0       -700        -84
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       19.1        3.5       70.0       43.8        8.3        9.0       20.7        0.4        0.3        0.0        0.0        6.6        4.2
 
Number of Traders in Each Category                                    Total Traders:        65
         .          .          .         24         22          8          7          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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   116,446
Positions
    12,887     59,900      2,025     67,035     12,799      4,614     13,458     28,330        783      3,868      2,204         73     11,703      5,718
 
Changes from:       July 24, 2012                                    Total Change is:    -1,415
       256        406         86     -2,228        544       -216      1,436     -1,403        372     -1,596        320       -124        599     -1,400
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       51.4        1.7       57.6       11.0        4.0       11.6       24.3        0.7        3.3        1.9        0.1       10.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       100
         9         19          5         23         12         10         16          8          .          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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   616,688
Positions
    18,372    133,375      7,130    249,511    145,462     80,453     70,883     70,187      9,234     23,976     41,081         27    157,102    129,739
 
Changes from:       July 24, 2012                                    Total Change is:   -28,018
     3,103    -27,475        997    -31,797     -1,399     11,122     -6,090     -9,042       -388        102        463         27     -5,094     -2,323
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       21.6        1.2       40.5       23.6       13.0       11.5       11.4        1.5        3.9        6.7        0.0       25.5       21.0
 
Number of Traders in Each Category                                    Total Traders:       155
         6         19          9         40         23         31         29         22         14          5         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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   355,526
Positions
     4,417    136,021        303    236,216     13,712     35,772      4,062     92,070      3,845      9,152     20,016          0     61,759     53,787
 
Changes from:       July 24, 2012                                    Total Change is:     6,427
     1,933      5,165        187     10,848     -2,108      1,573      2,056     -1,297        796       -422       -100          0    -10,544      2,211
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       38.3        0.1       66.4        3.9       10.1        1.1       25.9        1.1        2.6        5.6        0.0       17.4       15.1
 
Number of Traders in Each Category                                    Total Traders:        70
         .         11          .         32          6         15          .         11          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,062,819
Positions
    55,438    153,374     26,839    190,120     96,759     77,855    374,297    542,708     38,139    152,588     33,760     10,951    136,592     82,434
 
Changes from:       July 24, 2012                                    Total Change is:    44,939
    -8,736    -29,460      8,156      6,395     16,913     11,617     44,732     43,807     -6,367    -15,768     -8,050        255      4,655      8,068
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       14.4        2.5       17.9        9.1        7.3       35.2       51.1        3.6       14.4        3.2        1.0       12.9        7.8
 
Number of Traders in Each Category                                    Total Traders:       239
        15         26          6         43         26         38         54         35         22         25         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 1,757,686
Positions
   151,548    187,560     27,560    627,226    553,625    173,633    347,668    290,338     67,342     67,796    131,163      3,882    291,031    322,583
 
Changes from:       July 24, 2012                                    Total Change is:   -52,464
    -7,404    -25,850      3,261    -39,771     12,676     -7,675     21,392    -68,237     -6,357        131      7,935      1,272    -17,313     30,511
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       10.7        1.6       35.7       31.5        9.9       19.8       16.5        3.8        3.9        7.5        0.2       16.6       18.4
 
Number of Traders in Each Category                                    Total Traders:       254
        23         30         18         24         57         44         37         56         39          6         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 1,174,916
Positions
   127,996     83,071     10,445    269,143    528,197     82,109    342,331    139,059     20,491     75,261     62,652      2,682    244,458    246,210
 
Changes from:       July 24, 2012                                    Total Change is:    39,216
      -442      4,814      5,397      2,571     18,200      2,643     19,506     -4,693        786     10,515     -3,619      1,273     -3,033     14,415
 
Percent of Open Interest Represented by Each Category of Trader
      10.9        7.1        0.9       22.9       45.0        7.0       29.1       11.8        1.7        6.4        5.3        0.2       20.8       21.0
 
Number of Traders in Each Category                                    Total Traders:       195
        12         20          7         28         41         38         45         25         24          8         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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   503,514
Positions
   215,227    189,423    155,031        991      1,450      4,109     26,911     32,483     63,399      3,369     12,514      7,510     26,967     37,595
 
Changes from:       July 24, 2012                                    Total Change is:    10,425
     5,655     16,210     -1,448        991       -213         18      1,208     -6,522       -515      3,114        455      1,399          3      1,041
 
Percent of Open Interest Represented by Each Category of Trader
      42.7       37.6       30.8        0.2        0.3        0.8        5.3        6.5       12.6        0.7        2.5        1.5        5.4        7.5
 
Number of Traders in Each Category                                    Total Traders:        92
        22         26         39          .          .          .         14         15         25          4          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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 7,934,103
Positions
 1,407,171  2,632,718  1,830,304    544,830     67,471    154,866  1,552,837    494,065  1,199,563    104,431    398,737    280,959    859,142    875,420
 
Changes from:       July 24, 2012                                    Total Change is:    -2,408
  -102,794    -13,179     59,001    -18,123     12,022     14,642     76,602     -9,504      1,062    -28,874    -29,615     23,382    -27,306    -60,219
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       33.2       23.1        6.9        0.9        2.0       19.6        6.2       15.1        1.3        5.0        3.5       10.8       11.0
 
Number of Traders in Each Category                                    Total Traders:       250
        29         54         76         11          8         17         60         50         77         11         17         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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     9,951
Positions
     6,728        381          0        572        757          6        915      8,484         70      1,339        215          0        321         38
 
Changes from:       July 24, 2012                                    Total Change is:      -419
      -151         45          0        -16        -45          0       -292      1,110         44          0        -80          0         -4     -1,493
 
Percent of Open Interest Represented by Each Category of Trader
      67.6        3.8        0.0        5.7        7.6        0.1        9.2       85.3        0.7       13.5        2.2        0.0        3.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    14,378
Positions
    11,340      6,906          0        921        685         46      1,759      6,641          0          0         56          0        312         44
 
Changes from:       July 24, 2012                                    Total Change is:       164
        61        505          0       -104        -10         -2        215       -258          0          0        -90          0         -6         19
 
Percent of Open Interest Represented by Each Category of Trader
      78.9       48.0        0.0        6.4        4.8        0.3       12.2       46.2        0.0        0.0        0.4        0.0        2.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        33
         4          7          0          .          4          .          6         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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    66,186
Positions
    14,469     37,198      1,411      5,833         70        253     32,870     25,209        625      4,746        241          4      5,975      1,175
 
Changes from:       July 24, 2012                                    Total Change is:    -3,368
       487       -772         -1       -862        -14         43     -1,805     -2,745        -28        -84         50          4     -1,122         95
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       56.2        2.1        8.8        0.1        0.4       49.7       38.1        0.9        7.2        0.4        0.0        9.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       106
         5          .          .          7          .          .         52         11          5         22          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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   312,880
Positions
   121,200     35,157     28,086     41,178      8,050      4,978     20,973    114,871     36,613      2,173     26,471     36,166     21,513     22,488
 
Changes from:       July 24, 2012                                    Total Change is:   -11,176
    -6,315        240      2,112      1,040       -326       -333      2,184     -6,443     -2,858       -193        760     -2,695     -4,118     -1,633
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       11.2        9.0       13.2        2.6        1.6        6.7       36.7       11.7        0.7        8.5       11.6        6.9        7.2
 
Number of Traders in Each Category                                    Total Traders:       128
        17         12         19          8          8          7         15         37         34          8         17         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 31, 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     8,525
Positions
     2,915      1,151          0      2,694        389          0      1,908      6,050        900          0         30          0        108          5
 
Changes from:       July 24, 2012                                    Total Change is:       186
        73       -163          0        266         22          0       -151        330          0          0          0          0         -2         -3
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       13.5        0.0       31.6        4.6        0.0       22.4       71.0       10.6        0.0        0.4        0.0        1.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          0          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 3, 2012