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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   122,423
Positions
    30,279      6,972      5,973     20,784     34,363        331     14,801     31,794      9,441      9,217      2,341      1,611     29,986     29,598
 
Changes from:       July 17, 2012                                    Total Change is:     8,736
     1,676       -513       -307       -130       -106         67      5,905      6,618      1,226        730      1,365        494       -925       -107
 
Percent of Open Interest Represented by Each Category of Trader
      24.7        5.7        4.9       17.0       28.1        0.3       12.1       26.0        7.7        7.5        1.9        1.3       24.5       24.2
 
Number of Traders in Each Category                                    Total Traders:        84
         9          7          7          6          5          4         17         24         12         11          5          9
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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    65,613
Positions
    29,059      8,562        128      1,954      1,552        183     23,249     28,935        117      1,171          0          0      9,752     26,136
 
Changes from:       July 17, 2012                                    Total Change is:     1,867
     2,300         12        128          0          9          0     -1,107      1,537         39          0          0          0        507        142
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       13.0        0.2        3.0        2.4        0.3       35.4       44.1        0.2        1.8        0.0        0.0       14.9       39.8
 
Number of Traders in Each Category                                    Total Traders:        38
         6          4          .          .          .          .          5         15          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   122,273
Positions
    36,684      3,340      2,654      8,844     33,518     11,281     28,746     31,190      4,181     10,991      2,992      2,163     16,728     30,955
 
Changes from:       July 17, 2012                                    Total Change is:      -166
     3,807       -350       -546        -15        -66        325     -4,805     -1,139      1,274       -489        124      1,350     -1,067     -1,139
 
Percent of Open Interest Represented by Each Category of Trader
      30.0        2.7        2.2        7.2       27.4        9.2       23.5       25.5        3.4        9.0        2.4        1.8       13.7       25.3
 
Number of Traders in Each Category                                    Total Traders:        89
        11          4          6          5         17          5         13         30         16          5          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   148,712
Positions
     4,966     45,355      2,891     62,709      8,432        873     48,240     30,974      2,450        636     18,794      3,229     22,718     35,714
 
Changes from:       July 17, 2012                                    Total Change is:    19,234
    -4,074     16,769       -153      1,402         70         44     15,078        545        436        133      1,186      2,365      4,002     -2,030
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       30.5        1.9       42.2        5.7        0.6       32.4       20.8        1.6        0.4       12.6        2.2       15.3       24.0
 
Number of Traders in Each Category                                    Total Traders:        94
         .         16          5         10          9          6         26         20         11          .          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   390,696
Positions
   113,732     10,251     11,445     30,192     39,621      9,764     73,837    183,368     36,233     63,848     11,247     11,102     40,544     77,664
 
Changes from:       July 17, 2012                                    Total Change is:    19,510
    -7,997        939        170     -2,142        528      2,975      6,304     -3,812      9,925      3,634      2,151      6,456        185        179
 
Percent of Open Interest Represented by Each Category of Trader
      29.1        2.6        2.9        7.7       10.1        2.5       18.9       46.9        9.3       16.3        2.9        2.8       10.4       19.9
 
Number of Traders in Each Category                                    Total Traders:       221
        24         11         12         18         25         20         35         72         33         18         18         16
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   144,286
Positions
    25,416     23,453      4,018      2,755     44,174      1,320     75,612     34,542      4,790      4,028      4,806      2,321     24,027     24,864
 
Changes from:       July 17, 2012                                    Total Change is:    10,942
    -9,026      7,917       -922        339        315         74     15,195        941      1,135      1,272      1,669      1,116      1,759     -1,302
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       16.3        2.8        1.9       30.6        0.9       52.4       23.9        3.3        2.8        3.3        1.6       16.7       17.2
 
Number of Traders in Each Category                                    Total Traders:        97
         7          8          6          .         11          6         23         32         15          6          8          7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   103,916
Positions
    51,969     59,249     34,127      2,358          0          0      3,069      1,017      6,050      3,227          0      2,855        261        618
 
Changes from:       July 17, 2012                                    Total Change is:    -1,207
        80        513     -1,245        -85          0          0          0       -368          0          0          0          0         43       -107
 
Percent of Open Interest Represented by Each Category of Trader
      50.0       57.0       32.8        2.3        0.0        0.0        3.0        1.0        5.8        3.1        0.0        2.7        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        23
         7         11         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   164,597
Positions
    64,158     64,466          5     27,526        112      1,558     64,781     68,716        882      1,806     24,317         99      3,782      4,442
 
Changes from:       July 17, 2012                                    Total Change is:     4,626
     1,179      2,800          0      2,380       -448          0        805     -4,809        179        627      6,661          0       -544        243
 
Percent of Open Interest Represented by Each Category of Trader
      39.0       39.2        0.0       16.7        0.1        0.9       39.4       41.7        0.5        1.1       14.8        0.1        2.3        2.7
 
Number of Traders in Each Category                                    Total Traders:        90
         4         11          .          9          .          .         29         21          7          7          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    16,393
Positions
    14,418      1,386         65        404        427        183        735      1,274         30        120     12,228          0        438        800
 
Changes from:       July 17, 2012                                    Total Change is:        63
        -1         -8          0          0          0          0          0         77          4         20          0          0         40        -10
 
Percent of Open Interest Represented by Each Category of Trader
      88.0        8.5        0.4        2.5        2.6        1.1        4.5        7.8        0.2        0.7       74.6        0.0        2.7        4.9
 
Number of Traders in Each Category                                    Total Traders:        21
         6          4          .          .          .          .          .          4          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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    23,206
Positions
     6,529     15,727          0          0        101          0     13,000      3,473        134        556      1,662          0      2,987      2,109
 
Changes from:       July 17, 2012                                    Total Change is:      -122
       153       -539          0       -100       -104          0         38       -315          0        259        822          0       -472         14
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       67.8        0.0        0.0        0.4        0.0       56.0       15.0        0.6        2.4        7.2        0.0       12.9        9.1
 
Number of Traders in Each Category                                    Total Traders:        45
         5          7          0          0          .          0         12         13          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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    40,795
Positions
    13,931     25,237        128      3,102        671        517     13,227      9,000        556      1,826        421        144      7,364      4,123
 
Changes from:       July 17, 2012                                    Total Change is:    -2,341
      -895     -2,335         17       -140        160        -61       -419       -512       -251       -658        206         -1         66        435
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       61.9        0.3        7.6        1.6        1.3       32.4       22.1        1.4        4.5        1.0        0.4       18.1       10.1
 
Number of Traders in Each Category                                    Total Traders:        82
        17         15          .          4          .          .         23         15         11          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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    81,591
Positions
    27,861     50,473        256      6,204      1,341      1,034     26,454     18,000      1,112      3,653        841        289     14,728      8,245
 
Changes from:       July 17, 2012                                    Total Change is:    -4,682
    -1,791     -4,669         35       -279        319       -122       -838     -1,024       -503     -1,315        413         -1        132        871
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       61.9        0.3        7.6        1.6        1.3       32.4       22.1        1.4        4.5        1.0        0.4       18.1       10.1
 
Number of Traders in Each Category                                    Total Traders:        82
        17         15          .          4          .          .         23         15         11          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   947,833
Positions
    65,304    119,129     54,770    356,404    192,523     58,162     57,966    191,529    143,760     28,033     30,628     19,936    163,499    137,395
 
Changes from:       July 17, 2012                                    Total Change is:       601
    13,300     -8,308      3,086     -3,743      7,089        224     -7,641      5,956     -2,122      1,830     -1,845     -3,488       -845          8
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       12.6        5.8       37.6       20.3        6.1        6.1       20.2       15.2        3.0        3.2        2.1       17.2       14.5
 
Number of Traders in Each Category                                    Total Traders:       571
        38         48         44        121         57         64         71        144        103         44         46         34
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   316,327
Positions
    38,087     53,753     12,583     99,621     30,982     10,187     15,390     49,754     52,122         94      5,941     13,445     74,799     87,561
 
Changes from:       July 17, 2012                                    Total Change is:     3,299
     8,016     -6,127      1,971     -3,250      1,048        216      1,139     12,387     -4,643         87     -1,741       -761        526        950
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       17.0        4.0       31.5        9.8        3.2        4.9       15.7       16.5        0.0        1.9        4.3       23.6       27.7
 
Number of Traders in Each Category                                    Total Traders:       109
        14          9          9         26          8         13         17         26         33          5          .          6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 3,157,529
Positions
   305,304    496,098     41,718  1,314,397    838,194    209,392    359,561    855,556    311,508    139,692    123,436     32,457    443,500    249,170
 
Changes from:       July 17, 2012                                    Total Change is:   -13,492
    38,027        702     -6,030        281     32,949     -2,701     13,757     25,508    -45,051      8,627       -610    -13,548     -6,852     -4,710
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       15.7        1.3       41.6       26.5        6.6       11.4       27.1        9.9        4.4        3.9        1.0       14.0        7.9
 
Number of Traders in Each Category                                    Total Traders:       538
        36         48         37        105         55         56         73        136         94         40         45         29
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   105,667
Positions
    18,369     21,070          0     60,605     63,060      2,083     13,074     10,690        789      2,511      2,851          0      8,236      5,124
 
Changes from:       July 17, 2012                                    Total Change is:    -2,083
     1,305     -3,322          0       -976      2,273        -24     -1,880     -2,484        696         -6         20          0     -1,198        758
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       19.9        0.0       57.4       59.7        2.0       12.4       10.1        0.7        2.4        2.7        0.0        7.8        4.8
 
Number of Traders in Each Category                                    Total Traders:        93
        10          9          0         34         12         10         14          9          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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    82,426
Positions
     7,054     48,361      3,362     36,073      9,056      1,078     19,550      7,981      4,226      1,243      2,965        779      9,060      4,618
 
Changes from:       July 17, 2012                                    Total Change is:    13,095
     1,402      4,421      3,059      1,238        157       -211      1,794        203      2,826       -682        132        543      3,125      1,965
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       58.7        4.1       43.8       11.0        1.3       23.7        9.7        5.1        1.5        3.6        0.9       11.0        5.6
 
Number of Traders in Each Category                                    Total Traders:       217
        18         31         13         30         24         14         55         38         30         11          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    10,492
Positions
     4,410      7,466          0        300          0          0      2,278      1,647          0          0        554          0      3,504        825
 
Changes from:       July 17, 2012                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      42.0       71.2        0.0        2.9        0.0        0.0       21.7       15.7        0.0        0.0        5.3        0.0       33.4        7.9
 
Number of Traders in Each Category                                    Total Traders:        20
         7          4          0          .          0          0          4          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   359,674
Positions
    28,423    219,682      1,607    178,866     45,279      5,388    101,219     46,528      6,274      8,987     14,823      1,127     27,783     18,966
 
Changes from:       July 17, 2012                                    Total Change is:    13,016
       164        -20         90      4,690        783     -1,054     12,438      7,636       -726       -639        661        -55     -1,893      5,701
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       61.1        0.4       49.7       12.6        1.5       28.1       12.9        1.7        2.5        4.1        0.3        7.7        5.3
 
Number of Traders in Each Category                                    Total Traders:       217
        18         31          7         30         24         14         55         39         24         11          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   444,390
Positions
   181,062     34,800     12,555    137,071    229,154     25,923     62,514    105,627      4,803      2,501     17,282        169     17,791     14,077
 
Changes from:       July 17, 2012                                    Total Change is:     8,568
     7,421      2,065       -231       -226      2,196        712      1,999      1,694      1,341       -513      1,276        -63     -1,872       -422
 
Percent of Open Interest Represented by Each Category of Trader
      40.7        7.8        2.8       30.8       51.6        5.8       14.1       23.8        1.1        0.6        3.9        0.0        4.0        3.2
 
Number of Traders in Each Category                                    Total Traders:       242
        19         16          4         53         43         30         41         50         17          5         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    29,035
Positions
     8,132        220          0      9,041      1,054        444      3,375      6,848          1      1,662      6,252          0      6,380     14,216
 
Changes from:       July 17, 2012                                    Total Change is:      -496
    -1,101          0          0         54        200         -3        421       -620          1          0         -3          0        132        -71
 
Percent of Open Interest Represented by Each Category of Trader
      28.0        0.8        0.0       31.1        3.6        1.5       11.6       23.6        0.0        5.7       21.5        0.0       22.0       49.0
 
Number of Traders in Each Category                                    Total Traders:        35
         6          .          0         12          .          .          6          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    45,414
Positions
    19,135      8,875      1,646      5,003      2,969      1,174      7,396      1,881        316      6,491      3,734          0      4,253     24,819
 
Changes from:       July 17, 2012                                    Total Change is:       469
     1,840        560       -225     -1,104        399        487       -441         33       -335      1,039       -300          0       -792       -150
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       19.5        3.6       11.0        6.5        2.6       16.3        4.1        0.7       14.3        8.2        0.0        9.4       54.7
 
Number of Traders in Each Category                                    Total Traders:        56
        17         12          4          4          .          .          8          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    69,679
Positions
     1,204     13,663      2,157     48,842     31,650      5,890      6,022     13,197        238        208          0          0      5,118      2,884
 
Changes from:       July 17, 2012                                    Total Change is:     2,552
        70        425         52      1,324      1,724        168          1        -66        234          0          0          0        703         15
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       19.6        3.1       70.1       45.4        8.5        8.6       18.9        0.3        0.3        0.0        0.0        7.3        4.1
 
Number of Traders in Each Category                                    Total Traders:        62
         .          .          .         23         21          8          7          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   117,861
Positions
    12,631     59,494      1,939     69,263     12,255      4,830     12,022     29,733        411      5,464      1,884        197     11,104      7,118
 
Changes from:       July 17, 2012                                    Total Change is:       970
      -673      1,669         80        243         92         81      1,206     -1,444          0        514        453        -70       -411        109
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       50.5        1.6       58.8       10.4        4.1       10.2       25.2        0.3        4.6        1.6        0.2        9.4        6.0
 
Number of Traders in Each Category                                    Total Traders:       101
         9         19          5         25         11         11         16          7          .         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   784,397
Positions
    13,320    159,773     40,262    285,441    143,802     77,983     68,158     75,377     81,865     27,163     39,298     10,123    180,083    155,914
 
Changes from:       July 17, 2012                                    Total Change is:    40,855
     7,566     23,701      3,565      8,907     -3,301      5,078      3,869    -13,522      7,585      2,029      1,644      3,907     -1,652     12,196
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       20.4        5.1       36.4       18.3        9.9        8.7        9.6       10.4        3.5        5.0        1.3       23.0       19.9
 
Number of Traders in Each Category                                    Total Traders:       167
         6         22         21         43         21         32         24         30         38          7         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   350,205
Positions
     2,484    130,856        116    225,359     15,820     34,210      2,006     93,417      3,124      9,574     20,116          0     73,332     52,545
 
Changes from:       July 17, 2012                                    Total Change is:       755
         0        410       -207     -5,985      1,591     -1,283     -2,090     -4,592      1,891        980          0          0      7,449      2,945
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       37.4        0.0       64.4        4.5        9.8        0.6       26.7        0.9        2.7        5.7        0.0       20.9       15.0
 
Number of Traders in Each Category                                    Total Traders:        64
         .         10          .         29          7         18          .         10          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 1,206,757
Positions
    47,230    165,574     97,900    187,315     77,683     69,622    306,590    518,194    134,263    208,241     43,674     20,893    134,703     78,955
 
Changes from:       July 17, 2012                                    Total Change is:    57,675
    -8,734     31,877     21,492      7,542     -6,847     -3,627     11,549     -8,074     18,885      7,877      4,077        929      1,762     -1,037
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       13.7        8.1       15.5        6.4        5.8       25.4       42.9       11.1       17.3        3.6        1.7       11.2        6.5
 
Number of Traders in Each Category                                    Total Traders:       246
        17         29         19         44         25         36         49         41         38         24         17          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 2,259,544
Positions
    99,555    228,045    202,564    649,158    532,418    228,136    309,311    300,053    308,036     95,187    101,882     37,535    330,063    320,875
 
Changes from:       July 17, 2012                                    Total Change is:    62,611
     8,702     23,304     20,532    -35,923     28,990      4,395      9,439    -55,638     28,892     14,561     -4,259     -2,205     14,217     18,600
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       10.1        9.0       28.7       23.6       10.1       13.7       13.3       13.6        4.2        4.5        1.7       14.6       14.2
 
Number of Traders in Each Category                                    Total Traders:       275
        26         30         45         25         56         50         44         59         69         10         25         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 1,254,676
Positions
   124,959     75,835     36,500    265,788    516,629     81,073    319,476    135,641     88,977     64,759     65,515     11,239    261,905    243,267
 
Changes from:       July 17, 2012                                    Total Change is:    25,875
    -3,356      4,432     14,027      6,801     13,045     -4,371    -34,907     -4,194     16,984      2,798    -17,779      2,335     25,563      1,395
 
Percent of Open Interest Represented by Each Category of Trader
      10.0        6.0        2.9       21.2       41.2        6.5       25.5       10.8        7.1        5.2        5.2        0.9       20.9       19.4
 
Number of Traders in Each Category                                    Total Traders:       196
        12         20         19         29         38         38         41         31         38          7         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   533,408
Positions
   210,068    172,031    163,846          0      1,663      4,091     21,598     36,891     93,510        677     12,579     12,023     27,595     36,774
 
Changes from:       July 17, 2012                                    Total Change is:     6,800
     6,561     18,109     -1,471       -530          0         92     -3,533     -6,971      2,652        250     -1,093        399      2,381     -4,917
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       32.3       30.7        0.0        0.3        0.8        4.0        6.9       17.5        0.1        2.4        2.3        5.2        6.9
 
Number of Traders in Each Category                                    Total Traders:        93
        24         24         43          0          .          .         14         18         28          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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 is12,332,223
Positions
 1,497,019  2,749,384  2,782,272    530,272     60,183    238,972  1,363,719    271,991  3,845,119    137,816    384,893  1,002,850    934,184    996,558
 
Changes from:       July 17, 2012                                    Total Change is:   268,069
     5,871     42,652     71,138      9,864        766      2,436     48,935     -8,230    161,582      9,187     42,910      5,467    -46,411    -50,654
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       22.3       22.6        4.3        0.5        1.9       11.1        2.2       31.2        1.1        3.1        8.1        7.6        8.1
 
Number of Traders in Each Category                                    Total Traders:       258
        28         55         82         11         12         21         55         56         88         15         18         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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    10,370
Positions
     6,879        336          0        588        802          6      1,207      7,374         26      1,339        295          0        325      1,531
 
Changes from:       July 17, 2012                                    Total Change is:       365
       360         89          0          1          0          0        -14     -1,253          1          0         40          0         17      1,488
 
Percent of Open Interest Represented by Each Category of Trader
      66.3        3.2        0.0        5.7        7.7        0.1       11.6       71.1        0.3       12.9        2.8        0.0        3.1       14.8
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    14,214
Positions
    11,279      6,401          0      1,025        695         48      1,544      6,899          0          0        146          0        318         25
 
Changes from:       July 17, 2012                                    Total Change is:     2,116
     2,048        105          0         -3          0          0        111      2,011          0          0          0          0        -40          0
 
Percent of Open Interest Represented by Each Category of Trader
      79.4       45.0        0.0        7.2        4.9        0.3       10.9       48.5        0.0        0.0        1.0        0.0        2.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        34
         4          6          0          .          4          .          4         13          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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    70,165
Positions
    13,982     37,956      1,472      6,695         84        210     34,510     27,881      1,228      4,830        184         31      7,206      1,119
 
Changes from:       July 17, 2012                                    Total Change is:       968
       -11        212         17         69         15         -7      1,738        839        159     -1,386       -219         11        379        -59
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       54.1        2.1        9.5        0.1        0.3       49.2       39.7        1.8        6.9        0.3        0.0       10.3        1.6
 
Number of Traders in Each Category                                    Total Traders:       115
         4          4          .          8          .          .         57          9          7         27          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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   324,056
Positions
   127,515     34,917     25,974     40,138      8,376      5,311     18,789    121,314     39,471      2,366     25,711     38,861     25,631     24,121
 
Changes from:       July 17, 2012                                    Total Change is:   -26,712
     3,247     -3,055    -10,103        294       -343     -1,023    -10,330      3,811      3,518       -101     -6,188    -12,468        254       -861
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       10.8        8.0       12.4        2.6        1.6        5.8       37.4       12.2        0.7        7.9       12.0        7.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       138
        16         14         20          9         10          9         21         37         40          8         17         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 24, 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     8,339
Positions
     2,842      1,314          0      2,428        367          0      2,059      5,720        900          0         30          0        110          8
 
Changes from:       July 17, 2012                                    Total Change is:        -4
         0         90          0        -44       -355          0         30        260          0          0          0          0         10          1
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       15.8        0.0       29.1        4.4        0.0       24.7       68.6       10.8        0.0        0.4        0.0        1.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          5          .          0          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 27, 2012