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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   159,108
Positions
    29,694     19,877     12,482     22,362     34,461        178     31,736     41,828     14,131      8,122      1,436      1,956     38,447     32,759
 
Changes from:       May 29, 2012                                     Total Change is:    15,699
    10,352     -1,110      3,174      1,509         40         -9     -9,402        214      6,933        173      1,406        436      2,532      4,615
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       12.5        7.8       14.1       21.7        0.1       19.9       26.3        8.9        5.1        0.9        1.2       24.2       20.6
 
Number of Traders in Each Category                                    Total Traders:        89
        10          6          9          6          5          .         18         30         21         10          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    74,304
Positions
    34,847      6,500      1,101      1,133      1,463        242     22,476     34,643      1,130      5,136        425         76      8,163     28,724
 
Changes from:       May 29, 2012                                     Total Change is:       343
     2,198         95         71        221          0          0     -3,079      1,488        559        118         -2          0        255     -1,869
 
Percent of Open Interest Represented by Each Category of Trader
      46.9        8.7        1.5        1.5        2.0        0.3       30.2       46.6        1.5        6.9        0.6        0.1       11.0       38.7
 
Number of Traders in Each Category                                    Total Traders:        45
         8          5          4          .          .          .          6         19          7          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   199,170
Positions
    35,241     66,015      9,887      9,471     36,913      7,930     78,358     30,537      6,922     29,337      3,952      2,588     19,437     34,427
 
Changes from:       May 29, 2012                                     Total Change is:     9,484
     8,365    -19,789      4,706       -226      1,125        674     -3,103      6,516      3,489      1,610        896      1,418     -7,449     10,450
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       33.1        5.0        4.8       18.5        4.0       39.3       15.3        3.5       14.7        2.0        1.3        9.8       17.3
 
Number of Traders in Each Category                                    Total Traders:        99
        11          9          9          5         16          5         22         27         16          5          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   185,878
Positions
    32,440     65,152     12,605     61,841      9,183        781     34,280     47,082      6,386      9,863      3,122        978     26,703     40,589
 
Changes from:       May 29, 2012                                     Total Change is:    32,221
      -695     16,721      6,997       -956     -1,032       -131     15,792      8,727      2,181       -257        -36        394      8,896     -1,601
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       35.1        6.8       33.3        4.9        0.4       18.4       25.3        3.4        5.3        1.7        0.5       14.4       21.8
 
Number of Traders in Each Category                                    Total Traders:        91
         7         15         10          9          7          5         20         22         15          .          8          5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   497,323
Positions
   195,519     16,783     20,915     30,017     44,290     12,991     74,015    234,901     56,567     53,845     14,012     11,717     41,737     85,147
 
Changes from:       May 29, 2012                                     Total Change is:    12,893
     9,548       -113      2,136      2,799        287     -2,323     -1,687      6,974      5,228     -2,141        885        118       -784       -298
 
Percent of Open Interest Represented by Each Category of Trader
      39.3        3.4        4.2        6.0        8.9        2.6       14.9       47.2       11.4       10.8        2.8        2.4        8.4       17.1
 
Number of Traders in Each Category                                    Total Traders:       210
        25         12         15         16         28         15         24         72         41          9         24         18
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   180,480
Positions
   124,457      8,328      6,510      2,149     46,118      1,382      8,894     69,043     12,903      3,262      1,850      3,624     17,298     30,722
 
Changes from:       May 29, 2012                                     Total Change is:    18,452
    15,783        264        987        325        -15        226     -3,596     12,829      4,875        183         -4        669     -1,003     -1,380
 
Percent of Open Interest Represented by Each Category of Trader
      69.0        4.6        3.6        1.2       25.6        0.8        4.9       38.3        7.1        1.8        1.0        2.0        9.6       17.0
 
Number of Traders in Each Category                                    Total Traders:        96
        16          .         10          .         11          6         18         38         19          5          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   109,679
Positions
    57,267     59,832     35,783      1,240          0          0      1,473      2,864      7,805      2,977          0      2,905        229        490
 
Changes from:       May 29, 2012                                     Total Change is:       655
         9     -1,163      1,457       -199          0          0        -93        156         17       -510          0        -43         17        231
 
Percent of Open Interest Represented by Each Category of Trader
      52.2       54.6       32.6        1.1        0.0        0.0        1.3        2.6        7.1        2.7        0.0        2.6        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        25
         8          9         12          .          0          0          .          4          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   192,370
Positions
    85,944     87,529     11,669     19,241      1,879      1,705     48,075     46,829     21,058      1,615     13,683        107      2,956      7,911
 
Changes from:       May 29, 2012                                     Total Change is:     4,912
     3,075     -2,537       -219        533        100        154     -6,373      1,593      5,489       -710     -3,348        107      2,856      3,573
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       45.5        6.1       10.0        1.0        0.9       25.0       24.3       10.9        0.8        7.1        0.1        1.5        4.1
 
Number of Traders in Each Category                                    Total Traders:       120
        10          7          .          8          .          .         19         50          8          8         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    19,747
Positions
    17,446      1,603         55        200      2,239          0      1,403      1,347        188        100     13,428          0        355        887
 
Changes from:       May 29, 2012                                     Total Change is:    -1,294
     3,317       -597     -2,619       -191      1,391        -78     -1,633        462        -36          0          0          0        -54        183
 
Percent of Open Interest Represented by Each Category of Trader
      88.3        8.1        0.3        1.0       11.3        0.0        7.1        6.8        1.0        0.5       68.0        0.0        1.8        4.5
 
Number of Traders in Each Category                                    Total Traders:        21
         6          .          .          .          .          0          4          5          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    21,530
Positions
     8,903      5,377          0          0        277          0      6,979     11,712        152      3,900        763          0      1,596      3,249
 
Changes from:       May 29, 2012                                     Total Change is:        77
      -162        -10         -1          0        -21          0        198        101         -5        131         41          0        -84        -28
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       25.0        0.0        0.0        1.3        0.0       32.4       54.4        0.7       18.1        3.5        0.0        7.4       15.1
 
Number of Traders in Each Category                                    Total Traders:        45
         9          .          0          0          .          0          7         17          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    74,061
Positions
    17,705     25,155     19,534      4,083      3,780        407     11,206      6,525      7,715      1,213      1,144      1,873     10,326      7,929
 
Changes from:       May 29, 2012                                     Total Change is:     3,760
    -2,090     -2,947      7,034       -426      1,405       -146       -708     -2,258        452       -527        149        -16        185         87
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       34.0       26.4        5.5        5.1        0.5       15.1        8.8       10.4        1.6        1.5        2.5       13.9       10.7
 
Number of Traders in Each Category                                    Total Traders:        95
        18         16         13          5          8          .         23         14         13          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    20,582
Positions
    13,884     12,947          0      1,070          0          0      4,168      1,614         43          0      2,174          0      1,417      3,804
 
Changes from:       May 29, 2012                                     Total Change is:     3,056
     3,038      2,972          0          0          0          0         -3         -9         27          0          0         -0         -5         66
 
Percent of Open Interest Represented by Each Category of Trader
      67.5       62.9        0.0        5.2        0.0        0.0       20.2        7.8        0.2        0.0       10.6        0.0        6.9       18.5
 
Number of Traders in Each Category                                    Total Traders:        22
         6          7          0          .          0          0          4          .          .          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,958
Positions
    42,429     59,202      4,281      6,026      7,560        813     25,638     21,383      3,783      4,978        492      1,193     17,817      8,250
 
Changes from:       May 29, 2012                                     Total Change is:     1,409
     1,429       -155      2,384       -851      2,809       -291     -1,429     -4,518        870     -1,054        298        -31        381         42
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       55.4        4.0        5.6        7.1        0.8       24.0       20.0        3.5        4.7        0.5        1.1       16.7        7.7
 
Number of Traders in Each Category                                    Total Traders:        93
        17         15          8          4          8          .         22         17         10          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,128,233
Positions
    60,425    127,508     95,633    357,274    198,831     52,720     73,494    187,038    229,078     24,991     28,753     40,099    194,519    168,573
 
Changes from:       May 29, 2012                                     Total Change is:    86,713
      -169    -14,359     30,543     -2,551     16,316      2,944     -5,108     -8,629     44,896     -3,415     -2,428      5,366     14,207     12,065
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       11.3        8.5       31.7       17.6        4.7        6.5       16.6       20.3        2.2        2.5        3.6       17.2       14.9
 
Number of Traders in Each Category                                    Total Traders:       590
        36         50         47        118         69         71         81        135        108         42         55         41
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   404,241
Positions
    45,463     58,588     22,122    107,927     32,359      9,929     30,378     58,017     81,444      9,018      7,438     20,002     77,959    114,343
 
Changes from:       May 29, 2012                                     Total Change is:    44,480
    14,380      1,445      8,602       -420      1,560       -499      1,629      4,040     15,800     -1,692       -300      4,398      2,282      9,434
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       14.5        5.5       26.7        8.0        2.5        7.5       14.4       20.1        2.2        1.8        4.9       19.3       28.3
 
Number of Traders in Each Category                                    Total Traders:       131
        14         12         14         30          9         17         21         29         40          7          6          9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,619,959
Positions
   308,936    578,728    133,431  1,273,813    859,442    186,874    473,972    903,501    479,773     94,702    121,407     85,654    582,803    271,149
 
Changes from:       May 29, 2012                                     Total Change is:   211,167
    20,032     13,756     16,931     -8,194     76,236     14,755      2,750    -26,912    109,046     -9,642    -11,663      5,864     59,624     13,154
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       16.0        3.7       35.2       23.7        5.2       13.1       25.0       13.3        2.6        3.4        2.4       16.1        7.5
 
Number of Traders in Each Category                                    Total Traders:       554
        38         47         41        105         66         63         82        126         99         37         51         34
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   107,184
Positions
    24,387     16,980        383     58,394     67,176      2,526     10,071     11,486      1,717      1,706      3,201          0      7,999      3,714
 
Changes from:       May 29, 2012                                     Total Change is:     3,310
       -38        752        -56      2,982      3,864        139        222     -1,594      1,071       -245         20          0       -765       -886
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       15.8        0.4       54.5       62.7        2.4        9.4       10.7        1.6        1.6        3.0        0.0        7.5        3.5
 
Number of Traders in Each Category                                    Total Traders:        93
        12          9          .         33         13         12         12         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   101,063
Positions
     7,879     31,773     16,151     26,731      8,804      1,417     22,573     13,525     16,958      1,284      6,924        325      7,746      5,187
 
Changes from:       May 29, 2012                                     Total Change is:       888
       676       -554       -439        284       -128        118        773      1,427        370        172        739       -408       -659       -237
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       31.4       16.0       26.4        8.7        1.4       22.3       13.4       16.8        1.3        6.9        0.3        7.7        5.1
 
Number of Traders in Each Category                                    Total Traders:       220
        17         34         18         29         22         10         48         46         22         10         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,749
Positions
    10,003     12,921        745      1,036          0          0      7,796      8,007          0          0          0          0      3,169      1,076
 
Changes from:       May 29, 2012                                     Total Change is:       -60
      -255         -4         79          0          0          0        509       -369          0       -329          0          0        -64        234
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       56.8        3.3        4.6        0.0        0.0       34.3       35.2        0.0        0.0        0.0        0.0       13.9        4.7
 
Number of Traders in Each Category                                    Total Traders:        24
        10          6          .          .          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   391,575
Positions
    62,800    167,682      3,608    128,475     44,020      7,084    149,664    103,368      9,011      6,419     34,618      1,626     22,888     20,559
 
Changes from:       May 29, 2012                                     Total Change is:     4,738
     1,050     -6,357      1,015      1,419       -641        590      2,681     10,339        491        861      2,050       -393     -2,976     -2,355
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       42.8        0.9       32.8       11.2        1.8       38.2       26.4        2.3        1.6        8.8        0.4        5.8        5.3
 
Number of Traders in Each Category                                    Total Traders:       219
        19         32         10         29         22         10         47         46         19         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   460,077
Positions
   212,127     37,466     19,425    132,247    224,495     18,034     53,608    123,424      4,510      3,986     12,470      1,248     14,893     19,006
 
Changes from:       May 29, 2012                                     Total Change is:    15,998
     8,706      5,534      4,431      1,328      2,178     -1,291      1,892      2,845       -438      1,654      1,159        214       -498      1,366
 
Percent of Open Interest Represented by Each Category of Trader
      46.1        8.1        4.2       28.7       48.8        3.9       11.7       26.8        1.0        0.9        2.7        0.3        3.2        4.1
 
Number of Traders in Each Category                                    Total Traders:       240
        20         15          5         50         46         23         31         60         14          4         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    41,501
Positions
    11,861        559      1,153      8,879      1,450        432      4,637      2,900      4,371      1,862      7,219         31      8,275     23,386
 
Changes from:       May 29, 2012                                     Total Change is:     6,553
      -631        124      1,153       -165        206        250      1,043       -351      4,304        -18         81         31        586        755
 
Percent of Open Interest Represented by Each Category of Trader
      28.6        1.3        2.8       21.4        3.5        1.0       11.2        7.0       10.5        4.5       17.4        0.1       19.9       56.4
 
Number of Traders in Each Category                                    Total Traders:        44
         7          .          .         11          .          .          9          5          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    68,827
Positions
    26,906      6,993      3,701      2,933      5,905      3,730      6,812      3,264      8,098      8,952        248          0      7,695     36,888
 
Changes from:       May 29, 2012                                     Total Change is:    -2,408
       672       -833      1,759     -3,128      2,685      2,863     -1,782      1,247      1,789         55         25          0     -4,636    -11,943
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       10.2        5.4        4.3        8.6        5.4        9.9        4.7       11.8       13.0        0.4        0.0       11.2       53.6
 
Number of Traders in Each Category                                    Total Traders:        61
        18         11          8          4          4          .         11          7          4          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    67,249
Positions
     1,337     14,847      1,741     47,901     31,237      3,647      7,576     12,779        348        236          0          0      4,463      2,650
 
Changes from:       May 29, 2012                                     Total Change is:     5,286
     1,115       -641        855      2,883      4,545       -163        -27        332        343         -8          0          0        288         15
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       22.1        2.6       71.2       46.4        5.4       11.3       19.0        0.5        0.4        0.0        0.0        6.6        3.9
 
Number of Traders in Each Category                                    Total Traders:        64
         .          4          .         20         20          8         10          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   107,172
Positions
    14,525     34,508      2,862     56,587      8,267      3,730     11,875     42,166      3,155      3,971      4,371        223     10,244      7,890
 
Changes from:       May 29, 2012                                     Total Change is:     9,915
     2,653      2,008     -1,267      6,908      1,683       -973        270      1,952      3,090     -1,295      1,472        -18        547      1,968
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       32.2        2.7       52.8        7.7        3.5       11.1       39.3        2.9        3.7        4.1        0.2        9.6        7.4
 
Number of Traders in Each Category                                    Total Traders:        88
         7         19          6         20         10          4         13          8          6          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   898,463
Positions
     8,638    185,937     43,432    315,378    145,870     88,955     74,975     70,431    129,080     25,875     39,042     35,400    176,729    160,316
 
Changes from:       May 29, 2012                                     Total Change is:   -14,933
     1,732     -3,851    -22,150     18,747     -4,552     11,545    -17,871     -7,843      9,041      2,369      4,988      9,884    -28,231    -11,996
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       20.7        4.8       35.1       16.2        9.9        8.3        7.8       14.4        2.9        4.3        3.9       19.7       17.8
 
Number of Traders in Each Category                                    Total Traders:       166
         8         20         24         38         23         33         30         28         45          7         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   373,596
Positions
     2,478    147,920      3,423    231,888      7,710     35,576      7,049     87,424     17,554      9,335     17,352          0     66,293     56,637
 
Changes from:       May 29, 2012                                     Total Change is:   -30,928
         0     11,867    -13,132     -3,328     -2,715      6,037       -564    -13,294      1,328        146     -3,171          0    -21,415    -17,849
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       39.6        0.9       62.1        2.1        9.5        1.9       23.4        4.7        2.5        4.6        0.0       17.7       15.2
 
Number of Traders in Each Category                                    Total Traders:        66
         .         10          5         31          4         19          4         10          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,026,459
Positions
    65,545    166,330     23,082    189,419     84,104     63,740    231,012    419,913    116,014    189,643     46,648      6,743    141,262     99,886
 
Changes from:       May 29, 2012                                     Total Change is:    49,524
   -23,737     20,791      4,404     -1,183    -35,102        998     -2,746     -7,154     69,418     -5,125      4,666     -2,350      9,845     -6,147
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       16.2        2.2       18.5        8.2        6.2       22.5       40.9       11.3       18.5        4.5        0.7       13.8        9.7
 
Number of Traders in Each Category                                    Total Traders:       225
        18         21         15         44         26         35         40         36         36         22         18          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,334,270
Positions
    58,012    226,486    225,504    767,257    575,647    187,712    328,778    355,256    280,355    101,121     95,663     63,015    322,516    324,632
 
Changes from:       May 29, 2012                                     Total Change is:  -128,552
    -1,205    -13,115     13,925    -73,741     18,620    -19,148     38,611    -15,499    -26,347     -7,045    -22,851    -31,034    -22,568    -33,102
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        9.7        9.7       32.9       24.7        8.0       14.1       15.2       12.0        4.3        4.1        2.7       13.8       13.9
 
Number of Traders in Each Category                                    Total Traders:       268
        18         38         49         25         55         50         54         49         68          9         20         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,308,276
Positions
   107,499    139,287     32,464    198,404    469,951    127,954    276,901    126,206     80,130    217,553     67,587     11,602    255,768    253,094
 
Changes from:       May 29, 2012                                     Total Change is:   -52,089
    16,544     -2,503      6,056    -33,167    -52,970      6,754     -6,293    -12,920     14,380    -47,806     -2,683     -6,438     -2,118     -1,765
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       10.6        2.5       15.2       35.9        9.8       21.2        9.6        6.1       16.6        5.2        0.9       19.6       19.3
 
Number of Traders in Each Category                                    Total Traders:       190
        11         22         19         27         36         32         42         27         34          9         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   558,152
Positions
   190,216    124,210    181,483        960      7,274      4,065     33,355     48,865    110,683        360     14,224     14,828     22,202     52,519
 
Changes from:       May 29, 2012                                     Total Change is:   -65,187
    -5,138     -5,754    -27,440         75       -478          0     -6,485     -8,319    -20,065     -1,710     -1,083     -1,753     -2,670       -294
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       22.3       32.5        0.2        1.3        0.7        6.0        8.8       19.8        0.1        2.5        2.7        4.0        9.4
 
Number of Traders in Each Category                                    Total Traders:        90
        23         24         44          .          .          .         15         15         25          .          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,131,988
Positions
 2,324,856  2,435,339  3,180,228    357,821     56,706    296,699    808,666    447,717  5,079,602    188,879    531,455  1,064,773    830,465  1,039,470
 
Changes from:       May 29, 2012                                     Total Change is:   431,152
    74,762    195,917    -61,825    104,700    -27,447    -12,026    -39,169     39,971    193,868    -11,488    -38,035    158,457     23,873    -17,728
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       17.2       22.5        2.5        0.4        2.1        5.7        3.2       35.9        1.3        3.8        7.5        5.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       280
        31         58         88         12         12         21         46         80        109         11         23         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,713
Positions
     5,347        483          0        604        973          6      1,066      6,680         88      1,337        410          0        265         73
 
Changes from:       May 29, 2012                                     Total Change is:       284
     1,290         68          0        -28          0          0       -822        269       -129         -3        125          0        -24        -49
 
Percent of Open Interest Represented by Each Category of Trader
      61.4        5.5        0.0        6.9       11.2        0.1       12.2       76.7        1.0       15.3        4.7        0.0        3.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        32
         4          .          0          .          5          .          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    12,076
Positions
     6,724      4,656          0      1,058      1,918         47      2,683      4,063      1,181         71        186          0        312         25
 
Changes from:       May 29, 2012                                     Total Change is:     2,436
       727        716          0        -89         -2          2        585        730      1,174         31       -180          0          6         -4
 
Percent of Open Interest Represented by Each Category of Trader
      55.7       38.6        0.0        8.8       15.9        0.4       22.2       33.6        9.8        0.6        1.5        0.0        2.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        36
         .          5          0          .          6          .          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    81,142
Positions
    15,264     45,933         51      6,175        153        225     46,968     30,561      1,624      3,671        805        158      7,006      1,633
 
Changes from:       May 29, 2012                                     Total Change is:     3,539
     1,044        115         10        224        153          0      3,737      2,598        284     -1,875        336         87         27        -45
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       56.6        0.1        7.6        0.2        0.3       57.9       37.7        2.0        4.5        1.0        0.2        8.6        2.0
 
Number of Traders in Each Category                                    Total Traders:       110
         8          4          .          7          .          .         52         13          8         16          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   277,015
Positions
   114,695     54,134     37,223     25,671      4,142      6,602     18,458     82,735     28,854      1,108     18,388     23,202     21,202     21,735
 
Changes from:       May 29, 2012                                     Total Change is:     4,427
     9,100        946      6,443     -8,275        792        105      1,375     -4,813      2,564       -201      3,831     -6,738         54      1,297
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       19.5       13.4        9.3        1.5        2.4        6.7       29.9       10.4        0.4        6.6        8.4        7.7        7.8
 
Number of Traders in Each Category                                    Total Traders:       126
        14         12         19         10          9         10         17         39         39          6         12         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 5, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,978
Positions
     2,029        782          0      2,063        971          0      4,072      4,220        704          0      2,288          0        110         13
 
Changes from:       May 29, 2012                                     Total Change is:       971
       224        -26       -307        -23          0          0        947        542        110          0        650          0         20          2
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        8.7        0.0       23.0       10.8        0.0       45.4       47.0        7.8        0.0       25.5        0.0        1.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          4          .          0          5          5          .          0          .          0
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```

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Updated June 8, 2012