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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   107,350
Positions
    20,114      8,332      7,420     20,510     34,324        281      7,966     13,167      9,958      7,144        131      2,726     31,231     31,012
 
Changes from:       June 26, 2012                                    Total Change is:      -927
     1,350        805      1,313       -504        -41         62     -3,898     -3,809        463     -1,882       -381        803      1,366       -142
 
Percent of Open Interest Represented by Each Category of Trader
      18.7        7.8        6.9       19.1       32.0        0.3        7.4       12.3        9.3        6.7        0.1        2.5       29.1       28.9
 
Number of Traders in Each Category                                    Total Traders:        67
         4          7          7          6          5          4         15         20         15          7          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    54,548
Positions
    19,171      8,072        505      1,954      1,464        247     23,421     22,605        234      1,171          0          0      7,845     21,421
 
Changes from:       June 26, 2012                                    Total Change is:       984
       449         84         41        -99         -1          0        577      1,779        172          0          0          0       -155     -1,091
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       14.8        0.9        3.6        2.7        0.5       42.9       41.4        0.4        2.1        0.0        0.0       14.4       39.3
 
Number of Traders in Each Category                                    Total Traders:        39
         6          4          .          .          .          .          6         15          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   115,429
Positions
    16,136      5,350      3,299      9,792     33,624     10,204     43,650     26,701      2,978     10,844      3,546        758     17,767     28,968
 
Changes from:       June 26, 2012                                    Total Change is:    -6,238
     2,751     -4,797       -248       -219       -842        605     -9,717        215       -237        418         12         22        386       -968
 
Percent of Open Interest Represented by Each Category of Trader
      14.0        4.6        2.9        8.5       29.1        8.8       37.8       23.1        2.6        9.4        3.1        0.7       15.4       25.1
 
Number of Traders in Each Category                                    Total Traders:        90
         8          5          6          7         17          7         16         29         10          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   127,059
Positions
     9,436     16,193      3,135     58,798      8,052        760     33,045     37,712      3,693      1,163     17,675      1,127     15,902     38,713
 
Changes from:       June 26, 2012                                    Total Change is:    -6,430
       422      1,407         39       -588       -662        -80     -7,369     -5,069       -241        608       -330       -165        945     -1,328
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       12.7        2.5       46.3        6.3        0.6       26.0       29.7        2.9        0.9       13.9        0.9       12.5       30.5
 
Number of Traders in Each Category                                    Total Traders:        87
         6         11          6         10          7          5         19         24         14          4          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   349,916
Positions
    92,735     14,059     13,884     49,580     37,721      4,507     62,335    161,866     28,237     58,442     13,426      3,510     36,685     72,704
 
Changes from:       June 26, 2012                                    Total Change is:   -21,706
   -15,945      7,346        920      1,071       -343       -707        771    -23,220     -1,859     -2,932      1,349     -1,529     -1,497     -3,663
 
Percent of Open Interest Represented by Each Category of Trader
      26.5        4.0        4.0       14.2       10.8        1.3       17.8       46.3        8.1       16.7        3.8        1.0       10.5       20.8
 
Number of Traders in Each Category                                    Total Traders:       212
        24          9         12         20         25         20         30         68         35          8         28         15
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   141,258
Positions
    41,163     14,242      7,032      2,298     44,532      1,241     59,565     38,028      6,177      3,076      2,107      1,718     18,988     26,180
 
Changes from:       June 26, 2012                                    Total Change is:     6,261
    -6,997      2,592      2,158        159       -942        318     10,221     -2,239      1,506       -920         88        355       -540      2,425
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       10.1        5.0        1.6       31.5        0.9       42.2       26.9        4.4        2.2        1.5        1.2       13.4       18.5
 
Number of Traders in Each Category                                    Total Traders:        86
        11          4          7          .         11          6         25         25         14          4          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   105,739
Positions
    52,135     57,478     36,739      1,963          0        483      2,818      1,253      6,315      2,209          0      2,855        222        616
 
Changes from:       June 26, 2012                                    Total Change is:     2,128
       868      2,088         51        743          0         77        421        186        -47          0          0          0         15       -227
 
Percent of Open Interest Represented by Each Category of Trader
      49.3       54.4       34.7        1.9        0.0        0.5        2.7        1.2        6.0        2.1        0.0        2.7        0.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        23
         8         10         11          .          0          .          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   132,669
Positions
    63,240     49,182          1     20,283      1,255      1,555     42,292     56,472        608        844     19,067        102      3,744      4,427
 
Changes from:       June 26, 2012                                    Total Change is:    11,145
      -460      9,841          1        114       -566          0     11,103      2,323         67       -636      1,128         -3        959     -1,646
 
Percent of Open Interest Represented by Each Category of Trader
      47.7       37.1        0.0       15.3        0.9        1.2       31.9       42.6        0.5        0.6       14.4        0.1        2.8        3.3
 
Number of Traders in Each Category                                    Total Traders:        93
         4         10          .          8          5          .         24         28          4          4          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    17,905
Positions
    16,200      1,501         65        404        945          0        735        968         93        100     13,428          0        308        905
 
Changes from:       June 26, 2012                                    Total Change is:    -1,220
      -653        106       -267          0       -922          0       -300       -215        -62        100          0          0        -38        140
 
Percent of Open Interest Represented by Each Category of Trader
      90.5        8.4        0.4        2.3        5.3        0.0        4.1        5.4        0.5        0.6       75.0        0.0        1.7        5.1
 
Number of Traders in Each Category                                    Total Traders:        20
         5          5          .          .          .          0          .          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    20,483
Positions
     5,421     11,739          0        427        261          0     10,875      5,244        134        297      1,265          0      3,329      1,840
 
Changes from:       June 26, 2012                                    Total Change is:     3,882
    -1,283      3,716          0        187       -136          0      4,567        644        -15       -210         16          0        636       -343
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       57.3        0.0        2.1        1.3        0.0       53.1       25.6        0.7        1.4        6.2        0.0       16.3        9.0
 
Number of Traders in Each Category                                    Total Traders:        41
         5          8          0          .          .          0          9          9          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    46,893
Positions
    14,027     30,653         76      3,938        364        453     17,622     10,187        814      2,189         18        139      7,635      4,189
 
Changes from:       June 26, 2012                                    Total Change is:       259
       964       -360        -70        588       -287        129     -1,371        639        159       -581         17        -30        473         63
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       65.4        0.2        8.4        0.8        1.0       37.6       21.7        1.7        4.7        0.0        0.3       16.3        8.9
 
Number of Traders in Each Category                                    Total Traders:        90
        17         16          4          6          4          .         30         13         11          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    93,786
Positions
    28,054     61,307        152      7,875        727        905     35,245     20,375      1,628      4,378         36        278     15,270      8,377
 
Changes from:       June 26, 2012                                    Total Change is:       518
     1,927       -720       -140      1,175       -574        257     -2,742      1,279        317     -1,162         34        -60        946        126
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       65.4        0.2        8.4        0.8        1.0       37.6       21.7        1.7        4.7        0.0        0.3       16.3        8.9
 
Number of Traders in Each Category                                    Total Traders:        90
        17         16          4          6          4          .         30         13         11          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   919,962
Positions
    47,892    146,432     37,940    360,996    179,740     55,138     76,885    172,999    134,153     27,643     37,292     21,906    157,409    134,363
 
Changes from:       June 26, 2012                                    Total Change is:     2,261
    -3,746     13,501      1,833     -6,005    -19,839        876      7,311     -5,191        905       -689      7,264     -2,810      4,586      5,722
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       15.9        4.1       39.2       19.5        6.0        8.4       18.8       14.6        3.0        4.1        2.4       17.1       14.6
 
Number of Traders in Each Category                                    Total Traders:       570
        35         45         40        121         56         64         84        131        107         40         57         41
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   305,259
Positions
    22,089     62,290      9,562    102,539     29,047      9,981     14,817     30,191     59,477      1,118      7,513     13,995     71,681     83,202
 
Changes from:       June 26, 2012                                    Total Change is:       980
     4,783      4,961       -433     -3,015     -1,490        721      2,424       -816       -993     -1,402     -2,546     -3,287      2,184      4,863
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       20.4        3.1       33.6        9.5        3.3        4.9        9.9       19.5        0.4        2.5        4.6       23.5       27.3
 
Number of Traders in Each Category                                    Total Traders:       113
        11         11          9         25          8         14         15         30         39          5          7          9
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 3,073,517
Positions
   225,695    517,391     45,204  1,319,379    780,559    198,690    363,684    767,381    320,038    133,222    149,488     38,959    428,644    255,806
 
Changes from:       June 26, 2012                                    Total Change is:     6,408
   -31,235     54,108        -81    -15,584    -92,383      1,413     28,264    -18,049      5,667      3,790     49,272      2,164     12,009      4,297
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       16.8        1.5       42.9       25.4        6.5       11.8       25.0       10.4        4.3        4.9        1.3       13.9        8.3
 
Number of Traders in Each Category                                    Total Traders:       532
        32         45         34        106         53         56         84        123         97         36         53         34
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   102,603
Positions
    16,084     22,558         31     61,384     59,161      1,826     13,162     12,662        102      2,222      2,813          0      7,792      3,451
 
Changes from:       June 26, 2012                                    Total Change is:     3,646
    -5,351      7,937         31      4,137     -5,744         26      5,876      3,192     -1,140        307        -30          0       -240       -626
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       22.0        0.0       59.8       57.7        1.8       12.8       12.3        0.1        2.2        2.7        0.0        7.6        3.4
 
Number of Traders in Each Category                                    Total Traders:        98
         9         11          .         36         12         10         14         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    72,383
Positions
     4,495     46,205        282     34,405      8,505        936     22,177      9,245        964      3,073      3,136        221      5,830      2,890
 
Changes from:       June 26, 2012                                    Total Change is:     3,414
      -509      4,573        113       -731       -528       -259      3,859       -858        229       -303        147         90        924        -94
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       63.8        0.4       47.5       11.8        1.3       30.6       12.8        1.3        4.2        4.3        0.3        8.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       216
        14         33          5         32         21         12         57         35         14         12         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   361,914
Positions
    22,477    231,023      1,410    172,025     42,525      4,679    110,883     46,224      4,818     15,364     15,680      1,106     29,151     14,449
 
Changes from:       June 26, 2012                                    Total Change is:    17,069
    -2,546     22,867        565     -3,653     -2,640     -1,295     19,294     -4,291      1,146     -1,513        735        451      4,619       -470
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       63.8        0.4       47.5       11.8        1.3       30.6       12.8        1.3        4.2        4.3        0.3        8.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       216
        14         33          5         32         21         12         57         35         14         12         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   442,533
Positions
   184,449     35,050     13,191    136,457    225,552     23,013     58,776    108,505      3,371      2,619     17,227        211     20,446     16,413
 
Changes from:       June 26, 2012                                    Total Change is:     5,150
    -6,137     -2,965      1,461     -1,371      2,360      3,540      4,859         67       -402       -591        278         91      3,700        721
 
Percent of Open Interest Represented by Each Category of Trader
      41.7        7.9        3.0       30.8       51.0        5.2       13.3       24.5        0.8        0.6        3.9        0.0        4.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       244
        20         13          4         50         42         27         40         59         19          .         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    28,497
Positions
     7,800        220          0      9,311        981        446      3,304      7,017          0      1,462      6,410          0      6,174     13,423
 
Changes from:       June 26, 2012                                    Total Change is:     1,088
       766          0          0      1,196       -416          0       -186        456          0       -100          0          0       -588      1,048
 
Percent of Open Interest Represented by Each Category of Trader
      27.4        0.8        0.0       32.7        3.4        1.6       11.6       24.6        0.0        5.1       22.5        0.0       21.7       47.1
 
Number of Traders in Each Category                                    Total Traders:        36
         5          .          0         11          .          .          5          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    36,247
Positions
    12,684      7,866      1,153      5,640      2,519        764      6,979      6,598        959      3,995      3,016          0      4,073     13,372
 
Changes from:       June 26, 2012                                    Total Change is:       890
     1,264     -1,455        632       -429       -440        -13        122        775        518     -1,203        774          0         -1         99
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       21.7        3.2       15.6        6.9        2.1       19.3       18.2        2.6       11.0        8.3        0.0       11.2       36.9
 
Number of Traders in Each Category                                    Total Traders:        54
        16          9          .          5          .          .          8          9          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    66,482
Positions
     1,346     12,477      2,395     48,276     27,983      5,653      5,161     15,227          4          0          0          0      3,647      2,743
 
Changes from:       June 26, 2012                                    Total Change is:    -1,055
      -591     -2,436      1,922     -2,563     -6,695      2,182     -1,006      3,698          0          0          0          0       -999        274
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       18.8        3.6       72.6       42.1        8.5        7.8       22.9        0.0        0.0        0.0        0.0        5.5        4.1
 
Number of Traders in Each Category                                    Total Traders:        65
         4          .          .         23         21          8          5          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   113,521
Positions
    14,800     56,221      1,714     62,711     12,115      4,427     11,187     30,461        369      6,081      1,001        240     11,992      6,973
 
Changes from:       June 26, 2012                                    Total Change is:     4,135
     1,001      3,891        -81      1,007      3,561        -29        464     -2,610        126        124        216         17      1,506       -956
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       49.5        1.5       55.2       10.7        3.9        9.9       26.8        0.3        5.4        0.9        0.2       10.6        6.1
 
Number of Traders in Each Category                                    Total Traders:        99
        12         19          5         23         13         10         14          7          .          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   730,614
Positions
     5,383    160,239     32,613    276,167    146,456     77,439     69,463     73,564     67,483     24,432     31,359      5,984    171,651    135,477
 
Changes from:       June 26, 2012                                    Total Change is:    -2,003
    -2,319        317      4,847      8,781     -1,681     -4,480     -3,314      7,174     -4,606        127       -146       -642       -398     -2,785
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       21.9        4.5       37.8       20.0       10.6        9.5       10.1        9.2        3.3        4.3        0.8       23.5       18.5
 
Number of Traders in Each Category                                    Total Traders:       165
         6         22         21         42         22         33         26         29         40          9          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   348,086
Positions
     2,603    132,700        618    233,369     13,889     33,311      3,761     96,943      1,496      8,388     22,477          0     64,540     46,652
 
Changes from:       June 26, 2012                                    Total Change is:      -485
       119     -5,457       -507      5,701      5,032     -1,692     -1,379      1,794        376       -147      2,954          0     -2,955     -2,984
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       38.1        0.2       67.0        4.0        9.6        1.1       27.9        0.4        2.4        6.5        0.0       18.5       13.4
 
Number of Traders in Each Category                                    Total Traders:        70
         .         11          4         31          6         18          .         12          4          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   839,475
Positions
    69,153     57,035     14,101    167,999     94,705     69,267    193,757    423,206     38,487    144,788     37,195     14,664    127,259     90,815
 
Changes from:       June 26, 2012                                    Total Change is:   -88,727
     1,026    -60,987     -3,749     -1,860    -10,113      2,513    -54,952     19,367    -46,667      3,378     -1,069        -58     11,643     12,036
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        6.8        1.7       20.0       11.3        8.3       23.1       50.4        4.6       17.2        4.4        1.7       15.2       10.8
 
Number of Traders in Each Category                                    Total Traders:       215
        18         17         14         42         27         37         38         36         34         20         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 2,126,356
Positions
    83,338    212,518    177,667    729,377    499,761    223,936    240,885    321,899    245,602     84,907    100,630     25,850    314,793    318,492
 
Changes from:       June 26, 2012                                    Total Change is:    53,036
     1,167     -1,785       -142     20,994    -26,750     32,753     -1,958     41,013     14,607     -8,177        210     -2,217     -3,991     -4,652
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       10.0        8.4       34.3       23.5       10.5       11.3       15.1       11.6        4.0        4.7        1.2       14.8       15.0
 
Number of Traders in Each Category                                    Total Traders:       251
        15         39         45         21         54         47         41         53         67         11         17         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 1,221,354
Positions
   159,377     69,565     17,063    244,644    499,609    107,151    328,899    144,717     65,271     62,992     77,372      7,051    228,906    233,554
 
Changes from:       June 26, 2012                                    Total Change is:    10,772
    -3,531    -26,347    -15,141    -21,346     14,879      4,535     20,302     37,349      7,184      4,766      7,680      1,298     12,705    -20,664
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        5.7        1.4       20.0       40.9        8.8       26.9       11.8        5.3        5.2        6.3        0.6       18.7       19.1
 
Number of Traders in Each Category                                    Total Traders:       197
        16         18         15         27         38         36         40         31         36          7         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   527,184
Positions
   193,353    137,292    164,442      2,176      2,222      3,999     37,573     60,803     90,562          0     13,969     10,721     24,357     43,173
 
Changes from:       June 26, 2012                                    Total Change is:   -61,204
   -17,494    -19,939    -14,291        972       -914        -66     -1,010      5,270    -23,002     -2,154     -2,841     -1,559     -2,600     -3,861
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       26.0       31.2        0.4        0.4        0.8        7.1       11.5       17.2        0.0        2.6        2.0        4.6        8.2
 
Number of Traders in Each Category                                    Total Traders:        96
        20         27         46          .          .          .         19         17         29          0          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 is11,852,732
Positions
 1,580,300  2,590,968  2,717,078    518,176     61,998    214,923  1,186,121    320,753  3,661,705    197,102    403,399    842,918    934,408  1,038,989
 
Changes from:       June 26, 2012                                    Total Change is:   239,000
       732     35,921     -6,456     34,252      4,132      5,600     -2,879    -30,426    101,722    -14,676      9,825     48,761     71,944     69,921
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       21.9       22.9        4.4        0.5        1.8       10.0        2.7       30.9        1.7        3.4        7.1        7.9        8.8
 
Number of Traders in Each Category                                    Total Traders:       253
        28         54         81         13         11         20         52         56         89         15         16         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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     9,995
Positions
     6,583        189          0        581        802          6      1,156      8,647         50      1,359        255          0        260         46
 
Changes from:       June 26, 2012                                    Total Change is:       690
       681       -194          0        -15          0          0         25        888          0          0          0          0         -1         -4
 
Percent of Open Interest Represented by Each Category of Trader
      65.9        1.9        0.0        5.8        8.0        0.1       11.6       86.5        0.5       13.6        2.6        0.0        2.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    12,313
Positions
     9,266      6,023          0      1,028      1,069         46      1,622      5,007          0          0        100          0        351         68
 
Changes from:       June 26, 2012                                    Total Change is:     1,199
     1,013      1,579          0        -15          0          0        175       -391          0          0          0          0         26         11
 
Percent of Open Interest Represented by Each Category of Trader
      75.3       48.9        0.0        8.3        8.7        0.4       13.2       40.7        0.0        0.0        0.8        0.0        2.9        0.6
 
Number of Traders in Each Category                                    Total Traders:        30
         .          6          0          .          5          .          6          8          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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    65,668
Positions
    13,661     28,685        516      5,797        100        307     32,807     33,109      1,091      5,317        366          0      6,172      1,494
 
Changes from:       June 26, 2012                                    Total Change is:    -1,650
      -316       -841        -10       -811        100        -55        822     -1,552         23       -635        291          0       -668        394
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       43.7        0.8        8.8        0.2        0.5       50.0       50.4        1.7        8.1        0.6        0.0        9.4        2.3
 
Number of Traders in Each Category                                    Total Traders:        99
         .          4          .          7          .          .         47         11          6         22          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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   334,634
Positions
   132,525     51,606     31,915     42,930      7,644      3,854     24,404    108,283     29,526      2,061     34,027     41,203     26,216     26,576
 
Changes from:       June 26, 2012                                    Total Change is:    24,867
        46     -4,759      2,975      2,817      1,348     -1,043        740      3,971      4,469        240      5,982      8,715      5,908      3,209
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       15.4        9.5       12.8        2.3        1.2        7.3       32.4        8.8        0.6       10.2       12.3        7.8        7.9
 
Number of Traders in Each Category                                    Total Traders:       132
        14         15         21          7          8          7         19         42         39          6         14         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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     7,990
Positions
     3,237      1,221          0      2,111        823          0      1,699      4,971        847          0        117          0         96         11
 
Changes from:       June 26, 2012                                    Total Change is:    -2,601
     2,051        486     -2,729          0        -75          0     -2,031        982        124          0     -1,293          0        -16        -96
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       15.3        0.0       26.4       10.3        0.0       21.3       62.2       10.6        0.0        1.5        0.0        1.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          .          0          .          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 3, 2012