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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   108,277
Positions
    18,764      7,527      6,107     21,014     34,365        219     11,864     16,975      9,495      9,026        512      1,922     29,865     31,154
 
Changes from:       June 19, 2012                                    Total Change is:   -35,545
   -16,663    -12,093     -8,717       -573       -518         47     -4,609    -13,782     -1,826       -337       -421     -1,113     -1,755      2,879
 
Percent of Open Interest Represented by Each Category of Trader
      17.3        7.0        5.6       19.4       31.7        0.2       11.0       15.7        8.8        8.3        0.5        1.8       27.6       28.8
 
Number of Traders in Each Category                                    Total Traders:        75
         4          7          7          6          5          4         16         24         14          9          4          6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    53,564
Positions
    18,723      7,988        464      2,053      1,465        247     22,844     20,826         62      1,171          0          0      8,000     22,512
 
Changes from:       June 19, 2012                                    Total Change is:    -3,288
     1,509         12        309         -5       -383        -20     -5,006     -2,313         62         30          0          0       -168       -956
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       14.9        0.9        3.8        2.7        0.5       42.6       38.9        0.1        2.2        0.0        0.0       14.9       42.0
 
Number of Traders in Each Category                                    Total Traders:        35
         6          .          .          .          .          .          5         13          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   121,666
Positions
    13,385     10,147      3,547     10,011     34,466      9,599     53,366     26,486      3,215     10,426      3,534        736     17,381     29,936
 
Changes from:       June 19, 2012                                    Total Change is:    -7,122
    -6,866      6,840         28        -83       -211        200      1,061    -13,136         48       -682       -424        -81       -747       -386
 
Percent of Open Interest Represented by Each Category of Trader
      11.0        8.3        2.9        8.2       28.3        7.9       43.9       21.8        2.6        8.6        2.9        0.6       14.3       24.6
 
Number of Traders in Each Category                                    Total Traders:        88
        10          4          5          6         16          7         15         29         12          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   133,489
Positions
     9,014     14,786      3,096     59,386      8,714        840     40,414     42,781      3,934        555     18,005      1,292     14,958     40,041
 
Changes from:       June 19, 2012                                    Total Change is:       456
     6,399    -12,735       -217     -1,621         72        -15     -1,118      8,453        953         53     -1,143        261     -4,238      4,828
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       11.1        2.3       44.5        6.5        0.6       30.3       32.0        2.9        0.4       13.5        1.0       11.2       30.0
 
Number of Traders in Each Category                                    Total Traders:        89
         5         12          5          9          7          5         18         29         16          .          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   371,622
Positions
   108,680      6,714     12,965     48,509     38,063      5,214     61,564    185,086     30,096     61,374     12,077      5,039     38,182     76,368
 
Changes from:       June 19, 2012                                    Total Change is:    10,539
       712     -2,211      1,187     11,082        110         48     -7,179      2,753      2,828       -354      1,705        415      1,800      3,704
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        1.8        3.5       13.1       10.2        1.4       16.6       49.8        8.1       16.5        3.2        1.4       10.3       20.5
 
Number of Traders in Each Category                                    Total Traders:       214
        23          9         10         20         26         18         28         71         35         14         23         16
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   134,997
Positions
    48,160     11,650      4,874      2,139     45,474        923     49,343     40,267      4,671      3,996      2,019      1,363     19,528     23,755
 
Changes from:       June 19, 2012                                    Total Change is:    -7,282
    -8,269     -2,673        457         -5        511          1     -1,386     -1,815        -56       -777       -482        -14      2,768     -3,211
 
Percent of Open Interest Represented by Each Category of Trader
      35.7        8.6        3.6        1.6       33.7        0.7       36.6       29.8        3.5        3.0        1.5        1.0       14.5       17.6
 
Number of Traders in Each Category                                    Total Traders:        90
        12          4          7          .         11          5         22         32         14          4          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   103,611
Positions
    51,267     55,390     36,688      1,220          0        406      2,397      1,067      6,362      2,209          0      2,855        207        843
 
Changes from:       June 19, 2012                                    Total Change is:     1,071
      -970        562        428      1,220        -84         84        243       -236         50          0          0          0         16        267
 
Percent of Open Interest Represented by Each Category of Trader
      49.5       53.5       35.4        1.2        0.0        0.4        2.3        1.0        6.1        2.1        0.0        2.8        0.2        0.8
 
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 June 26, 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   121,524
Positions
    63,700     39,341          0     20,169      1,821      1,555     31,189     54,149        541      1,480     17,939        105      2,785      6,073
 
Changes from:       June 19, 2012                                    Total Change is:    11,729
      -307      4,915          0      2,909       -300       -418      9,208      7,433        -77        116      1,000          0        298       -824
 
Percent of Open Interest Represented by Each Category of Trader
      52.4       32.4        0.0       16.6        1.5        1.3       25.7       44.6        0.4        1.2       14.8        0.1        2.3        5.0
 
Number of Traders in Each Category                                    Total Traders:       104
         .          8          0          9          4          .         20         42          4          7         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    19,125
Positions
    16,853      1,395        332        404      1,867          0      1,035      1,183        155          0     13,428          0        346        765
 
Changes from:       June 19, 2012                                    Total Change is:    -2,359
    -1,220     -1,130         84          0     -1,270          0     -1,135        -54          1          0          0          0        -89         10
 
Percent of Open Interest Represented by Each Category of Trader
      88.1        7.3        1.7        2.1        9.8        0.0        5.4        6.2        0.8        0.0       70.2        0.0        1.8        4.0
 
Number of Traders in Each Category                                    Total Traders:        20
         6          .          .          .          .          0          4          4          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    16,601
Positions
     6,704      8,023          0        240        397          0      6,308      4,600        149        507      1,249          0      2,693      2,183
 
Changes from:       June 19, 2012                                    Total Change is:     3,989
       324      4,386          0        138        -58          0      2,936       -496          0        210        415          0        381       -258
 
Percent of Open Interest Represented by Each Category of Trader
      40.4       48.3        0.0        1.4        2.4        0.0       38.0       27.7        0.9        3.1        7.5        0.0       16.2       13.1
 
Number of Traders in Each Category                                    Total Traders:        41
         6          5          0          .          .          0          6         12          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    46,634
Positions
    13,064     31,014        146      3,350        651        324     18,994      9,548        656      2,770          1        169      7,162      4,126
 
Changes from:       June 19, 2012                                    Total Change is:     6,588
      -462      8,830        142       -488        346         57      6,458     -2,242       -234        394       -118         18        704       -210
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       66.5        0.3        7.2        1.4        0.7       40.7       20.5        1.4        5.9        0.0        0.4       15.4        8.8
 
Number of Traders in Each Category                                    Total Traders:        78
        16         15          .          5          4          .         22         11         11          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    93,268
Positions
    26,127     62,027        293      6,700      1,301        648     37,987     19,096      1,311      5,540          2        339     14,324      8,252
 
Changes from:       June 19, 2012                                    Total Change is:    13,176
      -925     17,659        283       -976        691        113     12,916     -4,484       -468        787       -236         37      1,408       -420
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       66.5        0.3        7.2        1.4        0.7       40.7       20.5        1.4        5.9        0.0        0.4       15.4        8.8
 
Number of Traders in Each Category                                    Total Traders:        78
        16         15          .          5          4          .         22         11         11          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   917,701
Positions
    51,638    132,931     36,107    367,001    199,579     54,262     69,574    178,189    133,248     28,332     30,028     24,716    152,824    128,641
 
Changes from:       June 19, 2012                                    Total Change is:    39,900
     6,875     -3,600      4,594      3,535     22,416       -118      5,598      2,097     15,648       -307     -2,030      1,680      2,394       -786
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       14.5        3.9       40.0       21.7        5.9        7.6       19.4       14.5        3.1        3.3        2.7       16.7       14.0
 
Number of Traders in Each Category                                    Total Traders:       579
        38         46         38        122         63         68         79        136        102         44         49         41
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   304,280
Positions
    17,307     57,329      9,995    105,554     30,537      9,260     12,393     31,006     60,471      2,520     10,059     17,282     69,497     78,339
 
Changes from:       June 19, 2012                                    Total Change is:     6,380
     1,730     -3,680        834        575        954       -527         40      1,650      5,135       -934       -473      1,386     -1,860      1,102
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       18.8        3.3       34.7       10.0        3.0        4.1       10.2       19.9        0.8        3.3        5.7       22.8       25.7
 
Number of Traders in Each Category                                    Total Traders:       115
        10         11          8         26          8         15         20         25         40          7          6          9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 3,067,109
Positions
   256,930    463,283     45,285  1,334,963    872,942    197,277    335,421    785,429    314,371    129,432    100,216     36,795    416,635    251,509
 
Changes from:       June 19, 2012                                    Total Change is:   167,601
    41,828     16,505      2,699     18,533    111,046     -1,694     46,051     20,492     34,309      3,509     -7,411      1,097     21,270     -9,441
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       15.1        1.5       43.5       28.5        6.4       10.9       25.6       10.2        4.2        3.3        1.2       13.6        8.2
 
Number of Traders in Each Category                                    Total Traders:       538
        37         45         32        107         60         58         79        126         87         38         46         35
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    98,957
Positions
    21,435     14,621          0     57,247     64,905      1,800      7,286      9,470      1,242      1,915      2,843          0      8,032      4,076
 
Changes from:       June 19, 2012                                    Total Change is:     3,532
     4,145       -212        -21        997      2,422        220     -2,272        -41      1,008       -211         20          0       -334        136
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       14.8        0.0       57.9       65.6        1.8        7.4        9.6        1.3        1.9        2.9        0.0        8.1        4.1
 
Number of Traders in Each Category                                    Total Traders:        88
        12          7          0         36         12         10         11          6          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    68,969
Positions
     5,005     41,631        169     35,136      9,033      1,195     18,318     10,103        734      3,375      2,989        131      4,906      2,984
 
Changes from:       June 19, 2012                                    Total Change is:     1,801
     1,036        814        -25      1,044        237        439       -181        383          6        332         28        -44       -806        -36
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       60.4        0.2       50.9       13.1        1.7       26.6       14.6        1.1        4.9        4.3        0.2        7.1        4.3
 
Number of Traders in Each Category                                    Total Traders:       208
        16         31          5         29         23         13         48         38         18         13         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   344,845
Positions
    25,023    208,156        844    175,678     45,165      5,974     91,590     50,515      3,672     16,877     14,945        655     24,532     14,919
 
Changes from:       June 19, 2012                                    Total Change is:     9,007
     5,180      4,069       -126      5,219      1,187      2,197       -903      1,914         29      1,662        138       -222     -4,028       -178
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       60.4        0.2       50.9       13.1        1.7       26.6       14.6        1.1        4.9        4.3        0.2        7.1        4.3
 
Number of Traders in Each Category                                    Total Traders:       208
        16         31          5         29         23         13         48         38         18         13         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   437,383
Positions
   190,586     38,015     11,730    137,828    223,192     19,473     53,917    108,438      3,772      3,210     16,950        120     16,746     15,692
 
Changes from:       June 19, 2012                                    Total Change is:     2,248
     5,723     -4,519     -3,940       -296      2,520      1,195     -4,643      3,621      1,444        376        276        -20      2,409      1,672
 
Percent of Open Interest Represented by Each Category of Trader
      43.6        8.7        2.7       31.5       51.0        4.5       12.3       24.8        0.9        0.7        3.9        0.0        3.8        3.6
 
Number of Traders in Each Category                                    Total Traders:       234
        19         15          4         47         44         25         36         53         14          5         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    27,409
Positions
     7,034        220          0      8,115      1,397        446      3,490      6,561          0      1,562      6,410          0      6,762     12,375
 
Changes from:       June 19, 2012                                    Total Change is:      -955
      -573        220          0       -551        -50         14        417     -1,181          0        -15        370          0       -247       -328
 
Percent of Open Interest Represented by Each Category of Trader
      25.7        0.8        0.0       29.6        5.1        1.6       12.7       23.9        0.0        5.7       23.4        0.0       24.7       45.1
 
Number of Traders in Each Category                                    Total Traders:        36
         6          .          0         10          4          .          6          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    35,357
Positions
    11,420      9,321        521      6,069      2,959        777      6,857      5,823        441      5,198      2,242          0      4,074     13,273
 
Changes from:       June 19, 2012                                    Total Change is:    -4,041
    -2,110      1,931     -1,428       -578       -171         60       -540        858         12        860        387          0       -317     -5,690
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       26.4        1.5       17.2        8.4        2.2       19.4       16.5        1.2       14.7        6.3        0.0       11.5       37.5
 
Number of Traders in Each Category                                    Total Traders:        48
        13         10          .          5          .          .          7          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    67,537
Positions
     1,937     14,913        473     50,839     34,678      3,471      6,167     11,529          4          0          0          0      4,646      2,469
 
Changes from:       June 19, 2012                                    Total Change is:       865
       906     -1,783          0       -554      2,750        319        274       -216          0          0          0          0        -80       -205
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       22.1        0.7       75.3       51.3        5.1        9.1       17.1        0.0        0.0        0.0        0.0        6.9        3.7
 
Number of Traders in Each Category                                    Total Traders:        59
         4          .          .         21         20          8          7          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   109,386
Positions
    13,799     52,330      1,795     61,704      8,554      4,456     10,723     33,071        243      5,957        785        223     10,486      7,929
 
Changes from:       June 19, 2012                                    Total Change is:    -1,101
    -1,323      2,026        323     -2,434        578        542      2,461     -3,221          0        -54       -871          0       -616       -478
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       47.8        1.6       56.4        7.8        4.1        9.8       30.2        0.2        5.4        0.7        0.2        9.6        7.2
 
Number of Traders in Each Category                                    Total Traders:        96
        11         19          5         25         10         10         15          7          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   732,617
Positions
     7,702    159,922     27,766    267,386    148,137     81,919     72,776     66,390     72,089     24,305     31,506      6,626    172,049    138,263
 
Changes from:       June 19, 2012                                    Total Change is:   -79,398
    -5,365    -13,820    -13,169    -18,593      2,761     -2,754     -2,528     -1,825    -29,144       -510     -3,759     -6,272     -1,063    -11,416
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       21.8        3.8       36.5       20.2       11.2        9.9        9.1        9.8        3.3        4.3        0.9       23.5       18.9
 
Number of Traders in Each Category                                    Total Traders:       158
         4         24         21         39         21         31         24         28         39          7         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   348,571
Positions
     2,484    138,157      1,125    227,668      8,857     35,004      5,140     95,148      1,120      8,535     19,523          0     67,495     49,636
 
Changes from:       June 19, 2012                                    Total Change is:       935
    -4,505     -1,701     -1,201      1,717      1,498      2,496        297      4,648        -97          0        469          0      2,228     -5,177
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       39.6        0.3       65.3        2.5       10.0        1.5       27.3        0.3        2.4        5.6        0.0       19.4       14.2
 
Number of Traders in Each Category                                    Total Traders:        68
         .         11          5         31          5         19          .         11          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   928,202
Positions
    68,127    118,022     17,850    169,859    104,819     66,754    248,709    403,839     85,154    141,410     38,263     14,723    115,616     78,779
 
Changes from:       June 19, 2012                                    Total Change is:   -36,171
     5,709    -14,939     -6,905     -5,171     11,955     -7,424     16,156    -11,315    -14,531    -14,871        785      8,857    -17,990     -2,653
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       12.7        1.9       18.3       11.3        7.2       26.8       43.5        9.2       15.2        4.1        1.6       12.5        8.5
 
Number of Traders in Each Category                                    Total Traders:       222
        19         17         18         41         29         36         42         35         36         21         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 2,073,320
Positions
    82,171    214,304    177,809    708,383    526,511    191,183    242,843    280,886    230,995     93,084    100,421     28,068    318,784    323,144
 
Changes from:       June 19, 2012                                    Total Change is:  -164,147
    11,341     17,756    -47,368     37,240    -19,200    -37,189    -62,996     -6,286    -59,600     -4,599      2,574    -21,140     20,163      6,306
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       10.3        8.6       34.2       25.4        9.2       11.7       13.5       11.1        4.5        4.8        1.4       15.4       15.6
 
Number of Traders in Each Category                                    Total Traders:       245
        17         34         39         23         55         49         40         49         62         10         17         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 1,210,583
Positions
   162,908     95,912     32,204    265,990    484,731    102,616    308,597    107,368     58,086     58,226     69,692      5,753    216,202    254,218
 
Changes from:       June 19, 2012                                    Total Change is:      -759
    22,824    -14,828      4,034     21,308     15,576     -5,518    -10,071       -695     -9,362     -9,030      1,791     -4,031    -10,912     12,275
 
Percent of Open Interest Represented by Each Category of Trader
      13.5        7.9        2.7       22.0       40.0        8.5       25.5        8.9        4.8        4.8        5.8        0.5       17.9       21.0
 
Number of Traders in Each Category                                    Total Traders:       182
        14         19         15         26         39         33         30         31         33          7         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   588,388
Positions
   210,846    157,231    178,733      1,204      3,136      4,065     38,583     55,533    113,564      2,154     16,810     12,280     26,957     47,035
 
Changes from:       June 19, 2012                                    Total Change is:    11,240
     4,022     18,555     -1,043        650        224          0      7,135     -1,780     -1,217      2,026        927     -2,013      1,680     -2,413
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       26.7       30.4        0.2        0.5        0.7        6.6        9.4       19.3        0.4        2.9        2.1        4.6        8.0
 
Number of Traders in Each Category                                    Total Traders:       101
        24         27         48          .          .          .         21         13         30          .          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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 is11,613,732
Positions
 1,579,568  2,555,047  2,723,534    483,924     57,866    209,323  1,189,000    351,179  3,559,983    211,779    393,574    794,158    862,464    969,068
 
Changes from:       June 19, 2012                                    Total Change is:  -203,380
  -181,830     11,565     71,425     20,040     -2,296      7,686     95,865     -1,303    -99,564      8,406    -58,432   -117,751     -7,657    -14,710
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       22.0       23.5        4.2        0.5        1.8       10.2        3.0       30.7        1.8        3.4        6.8        7.4        8.3
 
Number of Traders in Each Category                                    Total Traders:       251
        28         53         80         12         12         20         48         60         88         16         15         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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     9,305
Positions
     5,902        383          0        596        802          6      1,131      7,759         50      1,359        255          0        261         50
 
Changes from:       June 19, 2012                                    Total Change is:      -125
      -190       -147          0         -9        -64          0         -3         98          5         12          0          0         60        -17
 
Percent of Open Interest Represented by Each Category of Trader
      63.4        4.1        0.0        6.4        8.6        0.1       12.2       83.4        0.5       14.6        2.7        0.0        2.8        0.5
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          5          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    11,114
Positions
     8,253      4,444          0      1,043      1,069         46      1,447      5,398          0          0        100          0        325         57
 
Changes from:       June 19, 2012                                    Total Change is:     1,806
     2,027       -461          0        -15         33          0       -244      2,194          0          0         30          0         38         10
 
Percent of Open Interest Represented by Each Category of Trader
      74.3       40.0        0.0        9.4        9.6        0.4       13.0       48.6        0.0        0.0        0.9        0.0        2.9        0.5
 
Number of Traders in Each Category                                    Total Traders:        32
         .          6          0          .          5          .          7          9          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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    67,317
Positions
    13,977     29,525        526      6,608          0        362     31,985     34,661      1,068      5,951         75          0      6,840      1,100
 
Changes from:       June 19, 2012                                    Total Change is:    -3,246
      -596       -334          8       -123          0        -19     -4,941     -2,344         59      1,354       -429        -67      1,079       -120
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       43.9        0.8        9.8        0.0        0.5       47.5       51.5        1.6        8.8        0.1        0.0       10.2        1.6
 
Number of Traders in Each Category                                    Total Traders:       110
         5          4          .          8          0          .         49         12          7         30          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 26, 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   309,767
Positions
   132,479     56,365     28,940     40,113      6,296      4,897     23,664    104,312     25,057      1,821     28,045     32,488     20,308     23,367
 
Changes from:       June 19, 2012                                    Total Change is:   -33,607
    10,196      1,486    -17,455     -3,489        807         52     -1,371     -3,011     -5,919     -3,491      1,279     -6,199     -5,931     -4,647
 
Percent of Open Interest Represented by Each Category of Trader
      42.8       18.2        9.3       12.9        2.0        1.6        7.6       33.7        8.1        0.6        9.1       10.5        6.6        7.5
 
Number of Traders in Each Category                                    Total Traders:       129
        15         12         19          8          8          9         16         46         37          5         13         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated June 29, 2012