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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   113,687
Positions
    28,603      7,485      6,280     20,914     34,469        264      8,896     25,176      8,215      8,488        976      1,116     30,911     29,705
 
Changes from:       July 10, 2012                                    Total Change is:     4,571
     4,297     -1,402      1,081         46        166        -30     -1,946      3,654        565         34        435        423        100       -322
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        6.6        5.5       18.4       30.3        0.2        7.8       22.1        7.2        7.5        0.9        1.0       27.2       26.1
 
Number of Traders in Each Category                                    Total Traders:        73
         7          7          7          6          5          4         15         20         12          8          5          7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    63,746
Positions
    26,759      8,550          0      1,954      1,543        183     24,356     27,398         78      1,171          0          0      9,244     25,994
 
Changes from:       July 10, 2012                                    Total Change is:     4,752
     4,483       -236          0          0          4          0        394      5,811         -3          0          0          0       -122       -824
 
Percent of Open Interest Represented by Each Category of Trader
      42.0       13.4        0.0        3.1        2.4        0.3       38.2       43.0        0.1        1.8        0.0        0.0       14.5       40.8
 
Number of Traders in Each Category                                    Total Traders:        42
         5          4          0          .          .          .          7         18          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   122,439
Positions
    32,878      3,690      3,200      8,859     33,584     10,955     33,552     32,329      2,907     11,480      2,867        813     17,795     32,094
 
Changes from:       July 10, 2012                                    Total Change is:      -342
     3,514        395       -222         27          4        859     -3,290       -640        117       -469       -402        312     -1,190       -765
 
Percent of Open Interest Represented by Each Category of Trader
      26.9        3.0        2.6        7.2       27.4        8.9       27.4       26.4        2.4        9.4        2.3        0.7       14.5       26.2
 
Number of Traders in Each Category                                    Total Traders:        91
        12          .          7          5         17          6         15         31         14          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   129,479
Positions
     9,040     28,586      3,043     61,307      8,362        829     33,162     30,429      2,015        503     17,608        864     18,717     37,743
 
Changes from:       July 10, 2012                                    Total Change is:     6,469
      -968      4,813        267      2,124        432        103      3,795      1,263       -219        -35         -2          3      1,400       -190
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       22.1        2.4       47.3        6.5        0.6       25.6       23.5        1.6        0.4       13.6        0.7       14.5       29.2
 
Number of Traders in Each Category                                    Total Traders:        90
         5         13          7          9          9          6         20         25         11          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   371,186
Positions
   121,729      9,312     11,275     32,333     39,094      6,789     67,533    187,180     26,308     60,214      9,096      4,646     40,359     77,485
 
Changes from:       July 10, 2012                                    Total Change is:    -4,001
     7,928      1,531        693     -7,295        815      1,836     -5,463     -5,768        862     -1,194     -2,076       -198     -1,171     -1,696
 
Percent of Open Interest Represented by Each Category of Trader
      32.8        2.5        3.0        8.7       10.5        1.8       18.2       50.4        7.1       16.2        2.5        1.3       10.9       20.9
 
Number of Traders in Each Category                                    Total Traders:       203
        27         10         12         17         26         19         24         71         29         12         16         11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   133,344
Positions
    34,441     15,536      4,940      2,416     43,859      1,246     60,417     33,601      3,655      2,755      3,136      1,205     22,267     26,166
 
Changes from:       July 10, 2012                                    Total Change is:     2,577
     2,051        -58        104         12        204         43     -3,030      1,437        599        187         76       -267      2,878        437
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       11.7        3.7        1.8       32.9        0.9       45.3       25.2        2.7        2.1        2.4        0.9       16.7       19.6
 
Number of Traders in Each Category                                    Total Traders:        83
         9          6          6          .         10          5         18         28         12          .          7          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   105,123
Positions
    51,889     58,736     35,372      2,443          0          0      3,069      1,385      6,050      3,227          0      2,855        218        725
 
Changes from:       July 10, 2012                                    Total Change is:      -114
      -126        758       -771        684          0       -144          0         61          0        263          0          0        -20        -18
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       55.9       33.6        2.3        0.0        0.0        2.9        1.3        5.8        3.1        0.0        2.7        0.2        0.7
 
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 17, 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   159,971
Positions
    62,979     61,666          5     25,146        560      1,558     63,976     73,525        703      1,179     17,656         99      4,326      4,199
 
Changes from:       July 10, 2012                                    Total Change is:    17,502
      -274      9,725         -6      1,542       -204          3     15,711      8,887       -325        297       -534          0        554        -44
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       38.5        0.0       15.7        0.4        1.0       40.0       46.0        0.4        0.7       11.0        0.1        2.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        98
         4         12          .          8          .          .         31         28          5          6          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    16,330
Positions
    14,419      1,394         65        404        427        183        735      1,197         26        100     12,228          0        398        810
 
Changes from:       July 10, 2012                                    Total Change is:    -1,146
    -1,252         38          0          0       -101        101          0        -44         -3          0     -1,200          0          8         63
 
Percent of Open Interest Represented by Each Category of Trader
      88.3        8.5        0.4        2.5        2.6        1.1        4.5        7.3        0.2        0.6       74.9        0.0        2.4        5.0
 
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 17, 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    23,328
Positions
     6,376     16,266          0        100        205          0     12,962      3,788        134        297        840          0      3,459      2,095
 
Changes from:       July 10, 2012                                    Total Change is:       972
     1,365      2,631          0       -110        -27          0        -11     -1,895          0          0       -224          0       -272        487
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       69.7        0.0        0.4        0.9        0.0       55.6       16.2        0.6        1.3        3.6        0.0       14.8        9.0
 
Number of Traders in Each Category                                    Total Traders:        42
         5          8          0          .          .          0         11         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    43,136
Positions
    14,826     27,571        110      3,242        511        578     13,646      9,512        807      2,484        214        145      7,298      3,687
 
Changes from:       July 10, 2012                                    Total Change is:    -1,606
     1,313     -2,322         40       -557        -63        139     -2,176      1,152       -115          3       -180        -12       -241       -245
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       63.9        0.3        7.5        1.2        1.3       31.6       22.1        1.9        5.8        0.5        0.3       16.9        8.5
 
Number of Traders in Each Category                                    Total Traders:        82
        17         16          .          4          4          .         24         10          9          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    86,272
Positions
    29,652     55,142        221      6,483      1,022      1,156     27,292     19,024      1,615      4,968        428        290     14,596      7,375
 
Changes from:       July 10, 2012                                    Total Change is:    -3,213
     2,625     -4,643         79     -1,113       -125        277     -4,351      2,304       -230          6       -361        -24       -482       -491
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       63.9        0.3        7.5        1.2        1.3       31.6       22.1        1.9        5.8        0.5        0.3       16.9        8.5
 
Number of Traders in Each Category                                    Total Traders:        82
        17         16          .          4          4          .         24         10          9          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   947,233
Positions
    52,004    127,436     51,684    360,146    185,435     57,938     65,607    185,572    145,882     26,203     32,474     23,424    164,343    137,387
 
Changes from:       July 10, 2012                                    Total Change is:     5,078
     1,556     -1,694      3,953       -953     -2,639      2,236     -2,137         31     -1,974     -1,045      2,087     -1,022      4,465      4,101
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       13.5        5.5       38.0       19.6        6.1        6.9       19.6       15.4        2.8        3.4        2.5       17.3       14.5
 
Number of Traders in Each Category                                    Total Traders:       590
        38         47         44        120         60         66         81        147        113         42         54         46
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   313,028
Positions
    30,072     59,880     10,612    102,872     29,934      9,971     14,251     37,367     56,765          7      7,682     14,206     74,273     86,611
 
Changes from:       July 10, 2012                                    Total Change is:     2,207
     2,117        767        181      1,946       -408        506        129      1,078     -1,898     -1,133       -554     -1,031      1,391      3,567
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       19.1        3.4       32.9        9.6        3.2        4.6       11.9       18.1        0.0        2.5        4.5       23.7       27.7
 
Number of Traders in Each Category                                    Total Traders:       120
        12         10         10         27          8         14         16         32         42          4         10         12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 3,171,020
Positions
   267,277    495,395     47,748  1,314,116    805,245    212,093    345,805    830,048    356,559    131,065    124,046     46,005    450,353    253,880
 
Changes from:       July 10, 2012                                    Total Change is:    14,355
    11,941      2,444      4,112    -13,759    -10,423      7,915    -11,581     -5,489       -127       -674     12,091      1,161     15,367      2,671
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       15.6        1.5       41.4       25.4        6.7       10.9       26.2       11.2        4.1        3.9        1.5       14.2        8.0
 
Number of Traders in Each Category                                    Total Traders:       548
        36         46         39        104         57         58         81        137        101         39         48         37
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   107,750
Positions
    17,064     24,392          0     61,581     60,787      2,107     14,954     13,174         93      2,517      2,831          0      9,433      4,365
 
Changes from:       July 10, 2012                                    Total Change is:     2,610
        37      2,302          0        956        308        248      1,227        536       -876       -231         21          0      1,249         71
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       22.6        0.0       57.2       56.4        2.0       13.9       12.2        0.1        2.3        2.6        0.0        8.8        4.1
 
Number of Traders in Each Category                                    Total Traders:        96
        10         10          0         34         12         10         13         12          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    69,332
Positions
     5,652     43,940        303     34,835      8,899      1,288     17,756      7,779      1,400      1,925      2,832        236      5,935      2,653
 
Changes from:       July 10, 2012                                    Total Change is:    -1,841
     1,104       -693        -50     -1,842         43         72     -1,336       -773        -29        -22        -81          6        256       -336
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       63.4        0.4       50.2       12.8        1.9       25.6       11.2        2.0        2.8        4.1        0.3        8.6        3.8
 
Number of Traders in Each Category                                    Total Traders:       216
        17         33          6         31         23         13         55         35         19         12         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   346,658
Positions
    28,259    219,702      1,517    174,176     44,496      6,442     88,781     38,893      6,999      9,626     14,162      1,182     29,675     13,265
 
Changes from:       July 10, 2012                                    Total Change is:    -9,205
     5,520     -3,463       -248     -9,209        214        359     -6,678     -3,866       -145       -111       -404         28      1,278     -1,681
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       63.4        0.4       50.2       12.8        1.9       25.6       11.2        2.0        2.8        4.1        0.3        8.6        3.8
 
Number of Traders in Each Category                                    Total Traders:       216
        17         33          6         31         23         13         55         35         19         12         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   435,821
Positions
   173,641     32,735     12,786    137,297    226,958     25,211     60,515    103,932      3,462      3,014     16,006        233     19,663     14,499
 
Changes from:       July 10, 2012                                    Total Change is:      -935
    -1,774       -316       -248       -996     -1,523      1,648        395      1,092        126       -512       -549          9        417     -1,173
 
Percent of Open Interest Represented by Each Category of Trader
      39.8        7.5        2.9       31.5       52.1        5.8       13.9       23.8        0.8        0.7        3.7        0.1        4.5        3.3
 
Number of Traders in Each Category                                    Total Traders:       240
        21         13          4         52         41         28         43         49         17          5         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    29,531
Positions
     9,233        220          0      8,987        854        447      2,954      7,468          0      1,662      6,255          0      6,248     14,287
 
Changes from:       July 10, 2012                                    Total Change is:      -149
       -58          0          0       -278        100        -26        -24        367          0          0          0          0        237       -590
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        0.7        0.0       30.4        2.9        1.5       10.0       25.3        0.0        5.6       21.2        0.0       21.2       48.4
 
Number of Traders in Each Category                                    Total Traders:        35
         6          .          0         11          .          .          5          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    44,945
Positions
    17,295      8,315      1,871      6,107      2,570        687      7,837      1,848        651      5,452      4,034          0      5,045     24,969
 
Changes from:       July 10, 2012                                    Total Change is:     3,878
     2,352      1,522         -7        359        -30       -142        276        -59       -158        808        503          0        390      2,249
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       18.5        4.2       13.6        5.7        1.5       17.4        4.1        1.4       12.1        9.0        0.0       11.2       55.6
 
Number of Traders in Each Category                                    Total Traders:        53
        15         12          4          5          .          .         10          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    67,127
Positions
     1,134     13,238      2,105     47,518     29,926      5,722      6,021     13,263          4        208          0          0      4,415      2,869
 
Changes from:       July 10, 2012                                    Total Change is:       334
      -200        -57        -21         94        458          2       -280        -37          0          0          0          0        739        -11
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       19.7        3.1       70.8       44.6        8.5        9.0       19.8        0.0        0.3        0.0        0.0        6.6        4.3
 
Number of Traders in Each Category                                    Total Traders:        63
         .          .          .         23         21          8          7          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   116,891
Positions
    13,304     57,825      1,859     69,020     12,163      4,749     10,816     31,177        411      4,950      1,431        267     11,515      7,009
 
Changes from:       July 10, 2012                                    Total Change is:      -339
      -414       -656         52       -871        210        486        123      1,284         42        985       -275         27       -769     -1,509
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       49.5        1.6       59.0       10.4        4.1        9.3       26.7        0.4        4.2        1.2        0.2        9.9        6.0
 
Number of Traders in Each Category                                    Total Traders:        98
         9         19          5         24         11         11         15          8          .          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   743,543
Positions
     5,753    136,071     36,697    276,534    147,103     72,905     64,289     88,899     74,279     25,134     37,654      6,216    181,735    143,719
 
Changes from:       July 10, 2012                                    Total Change is:   -14,708
      -918    -21,727      2,572     -6,167      3,882        817     -7,458     -6,590      3,640     -1,206      5,634      1,172     -7,160     -4,108
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       18.3        4.9       37.2       19.8        9.8        8.6       12.0       10.0        3.4        5.1        0.8       24.4       19.3
 
Number of Traders in Each Category                                    Total Traders:       166
         7         19         22         42         22         32         32         25         42          9         10          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   349,450
Positions
     2,484    130,446        323    231,344     14,229     35,493      4,096     98,010      1,233      8,594     20,116          0     65,883     49,600
 
Changes from:       July 10, 2012                                    Total Change is:    -4,561
         0     -1,304          0     -1,036        347       -232     -1,834     -2,602       -182          0       -240          0     -1,277       -348
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       37.3        0.1       66.2        4.1       10.2        1.2       28.0        0.4        2.5        5.8        0.0       18.9       14.2
 
Number of Traders in Each Category                                    Total Traders:        67
         .         10          .         32          6         19          .         10          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 1,149,082
Positions
    55,964    133,698     76,408    179,773     84,529     73,249    295,041    526,268    115,379    200,364     39,596     19,964    132,941     79,991
 
Changes from:       July 10, 2012                                    Total Change is:   219,345
     5,095     67,261     49,857     -7,921     -8,094     11,103     46,469     35,308     70,197     34,279        211      4,336      5,930    -10,835
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       11.6        6.6       15.6        7.4        6.4       25.7       45.8       10.0       17.4        3.4        1.7       11.6        7.0
 
Number of Traders in Each Category                                    Total Traders:       239
        16         25         18         44         26         35         49         38         35         27         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 2,196,933
Positions
    90,853    204,742    182,031    685,081    503,428    223,741    299,872    355,691    279,145     80,626    106,141     39,740    315,845    302,274
 
Changes from:       July 10, 2012                                    Total Change is:     8,241
     1,342      9,756     -3,174    -29,943      1,706      7,818     27,373    -15,282     16,760    -14,588     11,272     -2,112      4,765    -18,503
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        9.3        8.3       31.2       22.9       10.2       13.6       16.2       12.7        3.7        4.8        1.8       14.4       13.8
 
Number of Traders in Each Category                                    Total Traders:       280
        21         35         49         25         54         50         45         64         72         14         22         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 1,228,802
Positions
   128,315     71,403     22,473    258,987    503,584     85,443    354,383    139,835     71,993     61,961     83,294      8,904    236,342    241,872
 
Changes from:       July 10, 2012                                    Total Change is:    -1,523
   -13,148     -5,106       -293      8,000     -1,108     -9,003      7,913        811     -1,720      1,677      7,275      1,427      3,624      6,193
 
Percent of Open Interest Represented by Each Category of Trader
      10.4        5.8        1.8       21.1       41.0        7.0       28.8       11.4        5.9        5.0        6.8        0.7       19.2       19.7
 
Number of Traders in Each Category                                    Total Traders:       201
        12         22         16         30         36         38         43         31         37          8         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   526,608
Positions
   203,507    153,923    165,317        530      1,663      3,999     25,131     43,862     90,859        427     13,672     11,623     25,214     41,690
 
Changes from:       July 10, 2012                                    Total Change is:      -489
     2,297      8,781      1,902     -1,644       -536          0     -8,494    -16,226      1,783        427        113        -12      3,252      3,707
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       29.2       31.4        0.1        0.3        0.8        4.8        8.3       17.3        0.1        2.6        2.2        4.8        7.9
 
Number of Traders in Each Category                                    Total Traders:        97
        24         26         44          .          .          .         15         19         29          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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 is12,064,154
Positions
 1,491,148  2,706,732  2,711,134    520,408     59,417    236,536  1,314,784    280,221  3,683,537    128,629    341,983    997,382    980,595  1,047,212
 
Changes from:       July 10, 2012                                    Total Change is:  -176,386
   -80,662     81,923    -29,202     -4,486      1,109     18,996    119,774    -35,918   -106,207       -753     12,297   -160,232     66,386     40,849
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       22.4       22.5        4.3        0.5        2.0       10.9        2.3       30.5        1.1        2.8        8.3        8.1        8.7
 
Number of Traders in Each Category                                    Total Traders:       252
        27         52         78         10         13         21         57         54         88         13         19         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    10,005
Positions
     6,519        247          0        587        802          6      1,221      8,627         25      1,339        255          0        308         43
 
Changes from:       July 10, 2012                                    Total Change is:      -127
      -298         30          0          1          0          0        183       -131        -25          0          0          0         12         -1
 
Percent of Open Interest Represented by Each Category of Trader
      65.2        2.5        0.0        5.9        8.0        0.1       12.2       86.2        0.2       13.4        2.5        0.0        3.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    12,098
Positions
     9,231      6,296          0      1,028        695         48      1,433      4,888          0          0        146          0        358         25
 
Changes from:       July 10, 2012                                    Total Change is:        14
       -26        -11          0          0       -363          2         56        377          0          0         46          0        -18        -37
 
Percent of Open Interest Represented by Each Category of Trader
      76.3       52.0        0.0        8.5        5.7        0.4       11.8       40.4        0.0        0.0        1.2        0.0        3.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        32
         .          6          0          .          4          .          4         12          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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    69,197
Positions
    13,993     37,744      1,454      6,626         69        217     32,773     27,042      1,069      6,216        403         21      6,828      1,178
 
Changes from:       July 10, 2012                                    Total Change is:     3,785
       585      4,398        926        723          9        -11        890     -1,627        182        640         33          6       -156       -131
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       54.5        2.1        9.6        0.1        0.3       47.4       39.1        1.5        9.0        0.6        0.0        9.9        1.7
 
Number of Traders in Each Category                                    Total Traders:       118
         4          4          .          8          .          .         58          8          5         28          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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   350,768
Positions
   124,268     37,972     36,077     39,844      8,719      6,334     29,119    117,503     35,953      2,467     31,899     51,329     25,377     24,982
 
Changes from:       July 10, 2012                                    Total Change is:    16,425
    -3,552     -9,362        832     -2,444        223       -533      5,185      5,697      3,873       -202      4,246      9,515      3,751      1,934
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       10.8       10.3       11.4        2.5        1.8        8.3       33.5       10.2        0.7        9.1       14.6        7.2        7.1
 
Number of Traders in Each Category                                    Total Traders:       147
        18         11         21          9          9         11         26         43         48         10         14         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 17, 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     8,343
Positions
     2,842      1,224          0      2,472        722          0      2,029      5,460        900          0         30          0        100          7
 
Changes from:       July 10, 2012                                    Total Change is:       353
      -395          3          0        361       -101          0        330        489         53          0        -87          0          4         -4
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       14.7        0.0       29.6        8.7        0.0       24.3       65.4       10.8        0.0        0.4        0.0        1.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          5          .          0          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 20, 2012