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Traders in Financial Futures - Futures Only Positions as of June 12, 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   135,037
Positions
    33,296     19,686      6,178     21,571     34,325        200     21,193     31,955     12,158      9,819      1,216         40     30,582     29,279
 
Changes from:       June 5, 2012                                     Total Change is:    -2,354
       536      1,262      4,705       -791       -136         22     -9,946    -10,903      4,358      1,145       -400        -49     -2,334     -1,213
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       14.6        4.6       16.0       25.4        0.1       15.7       23.7        9.0        7.3        0.9        0.0       22.6       21.7
 
Number of Traders in Each Category                                    Total Traders:        81
         8          7          7          6          5          .         15         27         11         10          .          .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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    92,023
Positions
    35,135      8,797      2,370      1,608      1,458        242     20,631     31,922     18,979      5,051        401         76      7,931     27,778
 
Changes from:       June 5, 2012                                     Total Change is:    20,056
        96      2,254      2,360        475         -5          0     -1,984     -2,721     18,590        -23        -24          0        542       -398
 
Percent of Open Interest Represented by Each Category of Trader
      38.2        9.6        2.6        1.7        1.6        0.3       22.4       34.7       20.6        5.5        0.4        0.1        8.6       30.2
 
Number of Traders in Each Category                                    Total Traders:        42
         8          5          5          .          .          .          5         16          4          .          .          .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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   178,648
Positions
    46,779     50,356      5,726     10,977     35,759      8,388     58,453     39,748      2,708     29,289      4,394          5     16,323     31,564
 
Changes from:       June 5, 2012                                     Total Change is:    -5,935
     9,715    -14,939      1,912      1,628     -1,154        509    -19,741     10,715       -249        387     -1,651        -15        -81     -1,063
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       28.2        3.2        6.1       20.0        4.7       32.7       22.2        1.5       16.4        2.5        0.0        9.1       17.7
 
Number of Traders in Each Category                                    Total Traders:        98
        13          7          7          7         16          4         18         29         12          .          5          .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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   174,278
Positions
    36,260     66,701      8,425     62,267      8,263        719     34,962     48,344      2,775      9,498      3,094      1,298     18,074     34,659
 
Changes from:       June 5, 2012                                     Total Change is:     4,615
     5,191       -243      1,571        426       -452         49        992        808      1,814       -634        597      1,262     -6,056       -791
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       38.3        4.8       35.7        4.7        0.4       20.1       27.7        1.6        5.4        1.8        0.7       10.4       19.9
 
Number of Traders in Each Category                                    Total Traders:        79
         7         12          7         10          5          4         21         15          8          .          7          .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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   422,131
Positions
   169,482     18,769     13,466     31,536     41,391      8,599     77,328    217,739     36,484     51,714     12,916      1,869     31,653     70,898
 
Changes from:       June 5, 2012                                     Total Change is:    20,319
   -24,872      1,137     11,345        847     -1,163        -82      2,637    -17,089     31,273     -2,108       -960        648        631     -4,790
 
Percent of Open Interest Represented by Each Category of Trader
      40.1        4.4        3.2        7.5        9.8        2.0       18.3       51.6        8.6       12.3        3.1        0.4        7.5       16.8
 
Number of Traders in Each Category                                    Total Traders:       190
        25         13         15         18         22         12         21         59         23          9         19          4
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Traders in Financial Futures - Futures Only Positions as of June 12, 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   195,475
Positions
   117,637      9,685     15,887      2,144     45,157        906     19,713     70,717     21,746      3,265      2,627          9     14,168     28,741
 
Changes from:       June 5, 2012                                     Total Change is:    36,642
    -5,030        292     15,189       -252        341         12      9,204      2,288     17,346       -951        179        -17      1,141      1,012
 
Percent of Open Interest Represented by Each Category of Trader
      60.2        5.0        8.1        1.1       23.1        0.5       10.1       36.2       11.1        1.7        1.3        0.0        7.2       14.7
 
Number of Traders in Each Category                                    Total Traders:        86
        13          5         10          .          9          .         14         37         12          .          5          .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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   104,702
Positions
    53,344     57,702     35,699        747          0        139      1,591        713      7,118      2,977          0      2,905        182        426
 
Changes from:       June 5, 2012                                     Total Change is:    -3,514
    -2,460       -667        -84       -493          0        139        118     -2,151       -687          0          0          0        -47        -64
 
Percent of Open Interest Represented by Each Category of Trader
      50.9       55.1       34.1        0.7        0.0        0.1        1.5        0.7        6.8        2.8        0.0        2.8        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        26
         9          9         12          .          0          .          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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   198,616
Positions
    89,594     90,891     10,202     18,194      2,014      1,972     57,903     45,712     16,517      1,154     23,145        420      2,660      7,743
 
Changes from:       June 5, 2012                                     Total Change is:     6,246
     3,650      3,362     -1,467     -1,047        135        267      9,828     -1,117     -4,541       -461      9,462        313       -296       -168
 
Percent of Open Interest Represented by Each Category of Trader
      45.1       45.8        5.1        9.2        1.0        1.0       29.2       23.0        8.3        0.6       11.7        0.2        1.3        3.9
 
Number of Traders in Each Category                                    Total Traders:       117
        11          7          .          8          4          .         19         47         11          7          9          .
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Traders in Financial Futures - Futures Only Positions as of June 12, 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    20,744
Positions
    18,143      1,603        134        200      3,084          0      1,553      1,562        151          0     13,428          0        563        782
 
Changes from:       June 5, 2012                                     Total Change is:       997
       697          0         79          0        845          0        150        215        -37       -100          0          0        208       -105
 
Percent of Open Interest Represented by Each Category of Trader
      87.5        7.7        0.6        1.0       14.9        0.0        7.5        7.5        0.7        0.0       64.7        0.0        2.7        3.8
 
Number of Traders in Each Category                                    Total Traders:        21
         6          .          .          .          .          0          4          6          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of June 12, 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    27,485
Positions
     7,817      5,513      6,080          0        377          0      6,795     10,500      1,005      3,966        542          0      1,822      3,468
 
Changes from:       June 5, 2012                                     Total Change is:     5,955
    -1,086        136      6,080          0        100          0       -184     -1,212        853         66       -221          0        226        219
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       20.1       22.1        0.0        1.4        0.0       24.7       38.2        3.7       14.4        2.0        0.0        6.6       12.6
 
Number of Traders in Each Category                                    Total Traders:        49
         9          4          5          0          .          0          9         17          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of June 12, 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    88,781
Positions
    18,457     26,564     30,271      4,338      2,174        339     12,704      7,876      8,280        934      1,690      1,510     11,949     10,077
 
Changes from:       June 5, 2012                                     Total Change is:    16,529
       781      1,410     10,738        255     -1,607        -68        892      1,352      1,990       -256        192        234      1,963      2,289
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       29.9       34.1        4.9        2.4        0.4       14.3        8.9        9.3        1.1        1.9        1.7       13.5       11.4
 
Number of Traders in Each Category                                    Total Traders:        93
        18         16         21          6          5          .         21         12         17          5          .          4
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Traders in Financial Futures - Futures Only Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    23,920
Positions
    12,842     12,001      2,546      1,080          0          0      4,251      1,603        153          0      2,174          0      3,048      5,443
 
Changes from:       June 5, 2012                                     Total Change is:     3,434
    -1,042       -946      2,546         10          0          0         95        -11        153          0          0          0      1,672      1,692
 
Percent of Open Interest Represented by Each Category of Trader
      53.7       50.2       10.6        4.5        0.0        0.0       17.8        6.7        0.6        0.0        9.1        0.0       12.7       22.8
 
Number of Traders in Each Category                                    Total Traders:        21
         5          6          .          .          0          0          4          .          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of June 12, 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   129,721
Positions
    42,470     60,367     24,209      6,516      4,347        678     28,613     24,254      4,546      4,420      1,584        468     17,801      9,268
 
Changes from:       June 5, 2012                                     Total Change is:    26,189
        99      1,165     19,929        490     -3,213       -135      1,764      2,896      3,503       -511        383        468        582      1,193
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       46.5       18.7        5.0        3.4        0.5       22.1       18.7        3.5        3.4        1.2        0.4       13.7        7.1
 
Number of Traders in Each Category                                    Total Traders:        92
        16         17         16          5          5          .         22         15         15          5          .          .
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Traders in Financial Futures - Futures Only Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,016,255
Positions
    51,971    140,438    135,781    373,443    181,679     60,068     80,804    213,327     81,933     32,445     30,124     16,913    182,896    155,992
 
Changes from:       June 5, 2012                                     Total Change is:    82,948
    -8,617     11,570     48,607     15,610    -16,117      9,317     -3,693     11,031     12,341      2,931        725      3,096      3,354      2,377
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       13.8       13.4       36.7       17.9        5.9        8.0       21.0        8.1        3.2        3.0        1.7       18.0       15.3
 
Number of Traders in Each Category                                    Total Traders:       564
        35         46         45        121         63         71         76        134         95         33         52         23
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Traders in Financial Futures - Futures Only Positions as of June 12, 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   332,202
Positions
    43,413     63,960     37,601    108,035     30,574      7,790     34,046     57,484      9,798      4,903      8,025     10,530     76,086    106,440
 
Changes from:       June 5, 2012                                     Total Change is:    32,170
    -1,997      4,369     20,373       -345     -1,262       -501      2,898       -378      6,517     -3,539        999      1,034      7,730      1,019
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       19.3       11.3       32.5        9.2        2.3       10.2       17.3        2.9        1.5        2.4        3.2       22.9       32.0
 
Number of Traders in Each Category                                    Total Traders:       121
        14         12         15         28          9         18         23         23         25          4          6          4
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Traders in Financial Futures - Futures Only Positions as of June 12, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,420,267
Positions
   271,225    610,824    262,465  1,353,832    782,315    234,599    459,156  1,004,581    135,312    155,011    127,794     14,616    534,051    247,761
 
Changes from:       June 5, 2012                                     Total Change is:   253,888
   -38,316     30,787    146,389     79,489    -74,561     49,380    -27,663     62,336     23,826     37,927      4,206      4,735    -21,879      6,790
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       17.9        7.7       39.6       22.9        6.9       13.4       29.4        4.0        4.5        3.7        0.4       15.6        7.2
 
Number of Traders in Each Category                                    Total Traders:       528
        35         43         42        106         58         58         76        130         84         32         47         19
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Traders in Financial Futures - Futures Only Positions as of June 12, 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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   114,664
Positions
    18,953     17,730     10,511     61,356     63,999      3,069     10,132     11,424        764      1,706      3,186          0      8,173      3,981
 
Changes from:       June 5, 2012                                     Total Change is:     7,489
    -5,434        750     10,128      2,962     -3,177        543         57        -62       -947          0        -15          0        180        269
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       15.5        9.2       53.5       55.8        2.7        8.8       10.0        0.7        1.5        2.8        0.0        7.1        3.5
 
Number of Traders in Each Category                                    Total Traders:        96
        12         10         12         36         12         13         11         11          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 12, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   115,527
Positions
     5,627     34,361     24,336     31,451      9,016        946     20,267     11,866     18,390        955      6,986      1,245     12,311      8,381
 
Changes from:       June 5, 2012                                     Total Change is:    16,205
    -2,252      2,496      8,379      4,720        212       -470     -2,343     -1,378      2,459       -278        -48      1,217      4,774      3,338
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       29.7       21.1       27.2        7.8        0.8       17.5       10.3       15.9        0.8        6.0        1.1       10.7        7.3
 
Number of Traders in Each Category                                    Total Traders:       211
        17         31         23         27         22         14         48         45         24          6         14          .
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Traders in Financial Futures - Futures Only Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,986
Positions
     8,711     12,922        479      1,036          0          0      8,018      7,884        123         83          0        738      3,798        840
 
Changes from:       June 5, 2012                                     Total Change is:       246
    -1,292          1       -266          0          0          0        222       -123        123         83          0        738        638       -227
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       56.2        2.1        4.5        0.0        0.0       34.9       34.3        0.5        0.4        0.0        3.2       16.5        3.7
 
Number of Traders in Each Category                                    Total Traders:        25
         9          7          4          .          0          0          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   462,707
Positions
    47,998    170,613     55,865    152,073     45,081      4,732    134,806     93,470     17,775      4,774     35,345      2,120     42,564     37,706
 
Changes from:       June 5, 2012                                     Total Change is:    79,795
   -14,779      2,497     53,204     23,598      1,061     -2,352    -14,975     -8,424     13,828     -1,392        176      1,981     20,682     17,824
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       36.9       12.1       32.9        9.7        1.0       29.1       20.2        3.8        1.0        7.6        0.5        9.2        8.1
 
Number of Traders in Each Category                                    Total Traders:       211
        15         33         19         27         22         14         48         45         22          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   482,277
Positions
   199,567     40,774     37,109    130,042    223,009     24,186     60,810    120,742      9,083      5,137     13,472      1,796     14,547     12,106
 
Changes from:       June 5, 2012                                     Total Change is:    24,822
   -12,560      3,305     17,687     -2,205     -1,486      6,152      8,273     -2,350      5,431        536      1,002      1,336        172     -6,255
 
Percent of Open Interest Represented by Each Category of Trader
      41.4        8.5        7.7       27.0       46.2        5.0       12.6       25.0        1.9        1.1        2.8        0.4        3.0        2.5
 
Number of Traders in Each Category                                    Total Traders:       249
        20         15          7         49         45         26         35         64         21          5         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    27,804
Positions
     7,230          0          0      8,598      1,481        377      3,174      9,269          0      1,462      4,573          0      6,963     12,104
 
Changes from:       June 5, 2012                                     Total Change is:   -13,697
    -4,631       -559     -1,153       -281         31        -55     -1,463      6,369     -4,371       -400     -2,646        -31     -1,312    -11,282
 
Percent of Open Interest Represented by Each Category of Trader
      26.0        0.0        0.0       30.9        5.3        1.4       11.4       33.3        0.0        5.3       16.4        0.0       25.0       43.5
 
Number of Traders in Each Category                                    Total Traders:        34
         5          0          0         10          4          .          6          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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    37,699
Positions
    13,191      4,067        139      7,060      3,531        883      8,438      6,552        184      3,114        969          0      4,690     21,374
 
Changes from:       June 5, 2012                                     Total Change is:   -31,128
   -13,715     -2,926     -3,562      4,127     -2,374     -2,847      1,626      3,288     -7,914     -5,838        721          0     -3,005    -15,514
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       10.8        0.4       18.7        9.4        2.3       22.4       17.4        0.5        8.3        2.6        0.0       12.4       56.7
 
Number of Traders in Each Category                                    Total Traders:        51
        15          8          .          6          .          .          7          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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    72,441
Positions
       458     16,444      4,088     50,002     30,255      3,545      6,697     12,581      1,785          0          0          0      5,866      3,743
 
Changes from:       June 5, 2012                                     Total Change is:     5,192
      -879      1,597      2,347      2,101       -982       -102       -879       -198      1,437       -236          0          0      1,403      1,093
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       22.7        5.6       69.0       41.8        4.9        9.2       17.4        2.5        0.0        0.0        0.0        8.1        5.2
 
Number of Traders in Each Category                                    Total Traders:        62
         .          5          .         21         20          8          8          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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   136,137
Positions
    14,949     42,525     16,575     61,539      8,113      4,416     10,484     38,070      8,015      4,190      3,767        607     15,362     14,049
 
Changes from:       June 5, 2012                                     Total Change is:    28,965
       424      8,017     13,713      4,952       -154        686     -1,391     -4,096      4,860        219       -604        384      5,118      6,159
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       31.2       12.2       45.2        6.0        3.2        7.7       28.0        5.9        3.1        2.8        0.4       11.3       10.3
 
Number of Traders in Each Category                                    Total Traders:        87
         7         19          9         20          9          6         12          8          5          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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   676,851
Positions
     9,456    179,015      9,619    288,752    140,089     79,618    100,741     87,722     17,814     24,677     37,968        413    145,761    124,593
 
Changes from:       June 5, 2012                                     Total Change is:   -28,621
    -1,770    -10,382       -736    -18,489      3,242     -3,739     19,588     13,957    -11,272       -275     -5,040       -842    -11,086    -13,809
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       26.4        1.4       42.7       20.7       11.8       14.9       13.0        2.6        3.6        5.6        0.1       21.5       18.4
 
Number of Traders in Each Category                                    Total Traders:       166
         5         23         11         41         22         29         35         22         14          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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   356,835
Positions
     4,736    143,806      3,674    226,037      9,273     33,691      3,191     89,279      7,981      8,535     17,500          0     68,990     51,631
 
Changes from:       June 5, 2012                                     Total Change is:   -14,606
     2,258     -4,114        251     -5,885      1,563     -1,823     -3,858      1,851     -9,539       -800        148          0      4,790     -2,943
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       40.3        1.0       63.3        2.6        9.4        0.9       25.0        2.2        2.4        4.9        0.0       19.3       14.5
 
Number of Traders in Each Category                                    Total Traders:        66
         .         11          7         29          5         18          .         10          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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   980,758
Positions
    71,049    154,535     10,912    199,854     87,094     67,966    263,176    452,721     88,722    145,393     40,278        464    133,222     78,066
 
Changes from:       June 5, 2012                                     Total Change is:     6,373
     1,935    -10,885     -1,753     10,435      3,998      4,226     26,074     37,398       -377    -26,979     -5,149       -426     -6,762    -20,659
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       15.8        1.1       20.4        8.9        6.9       26.8       46.2        9.0       14.8        4.1        0.0       13.6        8.0
 
Number of Traders in Each Category                                    Total Traders:       222
        20         20         10         41         26         34         44         34         23         20         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 1,804,110
Positions
   118,895    176,530     32,564    716,618    542,469    207,090    272,783    391,293     46,208    110,162    113,966      6,578    293,212    287,412
 
Changes from:       June 5, 2012                                     Total Change is:   -71,439
    11,099    -34,301    -14,322    -44,458    -34,820     38,611    -61,763     -7,427     -2,423     21,688      6,150    -14,159     -5,712     -8,748
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        9.8        1.8       39.7       30.1       11.5       15.1       21.7        2.6        6.1        6.3        0.4       16.3       15.9
 
Number of Traders in Each Category                                    Total Traders:       261
        19         39         18         24         59         51         31         63         27          8         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 1,134,244
Positions
   110,922    108,312      7,370    240,944    461,847    113,452    320,599    106,567     20,409     90,756     65,083      3,759    226,033    247,445
 
Changes from:       June 5, 2012                                     Total Change is:   -94,823
     2,465    -31,852     -7,522     42,049     -8,107    -13,729     38,160    -28,715     -8,079   -126,060     -1,348       -235    -21,872      4,764
 
Percent of Open Interest Represented by Each Category of Trader
       9.8        9.5        0.6       21.2       40.7       10.0       28.3        9.4        1.8        8.0        5.7        0.3       19.9       21.8
 
Number of Traders in Each Category                                    Total Traders:       181
        15         20          9         26         36         31         39         24         19          8         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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   497,662
Positions
   193,697    128,923    170,902      1,200      7,274      4,065     35,298     54,054     63,015        772     11,010      7,314     21,399     51,105
 
Changes from:       June 5, 2012                                     Total Change is:     3,487
     4,093      6,087     -3,085        240          0          0     -2,059     -1,366      2,036       -307       -773      1,215      1,354       -627
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       25.9       34.3        0.2        1.5        0.8        7.1       10.9       12.7        0.2        2.2        1.5        4.3       10.3
 
Number of Traders in Each Category                                    Total Traders:        89
        20         25         44          .          .          .         18         12         24          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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 is 8,593,322
Positions
 2,165,400  2,393,740  1,907,552    449,208     47,681    166,289  1,089,524    735,903  1,537,666    195,659    575,166    265,941    816,083    963,384
 
Changes from:       June 5, 2012                                     Total Change is:      -608
  -134,334     73,800     31,284     57,742      4,018    -51,271    155,876     75,847    -75,404      9,825    -23,626    -25,568     31,242     -9,688
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       27.9       22.2        5.2        0.6        1.9       12.7        8.6       17.9        2.3        6.7        3.1        9.5       11.2
 
Number of Traders in Each Category                                    Total Traders:       256
        33         53         80         14          6         15         45         67         93         11         16         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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    12,519
Positions
     6,834        483          0        598        973          6      1,188      8,358      2,149      1,337        295          0        407        255
 
Changes from:       June 5, 2012                                     Total Change is:     3,806
     1,487          0          0         -6          0          0        122      1,678      2,061          0       -115          0        142        182
 
Percent of Open Interest Represented by Each Category of Trader
      54.6        3.9        0.0        4.8        7.8        0.0        9.5       66.8       17.2       10.7        2.4        0.0        3.3        2.0
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    11,373
Positions
     8,130      5,208          0      1,058      2,009         46      1,384      3,407        461         40        110          0        254        132
 
Changes from:       June 5, 2012                                     Total Change is:      -703
     1,406        552          0          0         91         -1     -1,299       -656       -720        -31        -76          0        -58        107
 
Percent of Open Interest Represented by Each Category of Trader
      71.5       45.8        0.0        9.3       17.7        0.4       12.2       30.0        4.1        0.4        1.0        0.0        2.2        1.2
 
Number of Traders in Each Category                                    Total Traders:        30
         .          5          0          .          6          .          5          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    81,310
Positions
    14,853     48,303        560      6,972          0        246     46,716     29,179      1,025      4,409        444        130      6,399      1,423
 
Changes from:       June 5, 2012                                     Total Change is:     1,206
      -411      2,350        560        797       -153         21       -253     -1,371        294        738       -341        -15       -525       -139
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       59.4        0.7        8.6        0.0        0.3       57.5       35.9        1.3        5.4        0.5        0.2        7.9        1.8
 
Number of Traders in Each Category                                    Total Traders:       106
         8          4          .          8          0          .         47         11          6         22          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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   307,504
Positions
   122,767     57,416     40,436     35,998      3,918      5,784     16,834     91,473     31,365      1,073     21,780     30,319     22,928     25,013
 
Changes from:       June 5, 2012                                     Total Change is:    30,489
     8,072      3,282      3,213     10,327       -224       -818     -1,624      8,738      2,511        -35      3,392      7,117      1,726      3,278
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       18.7       13.1       11.7        1.3        1.9        5.5       29.7       10.2        0.3        7.1        9.9        7.5        8.1
 
Number of Traders in Each Category                                    Total Traders:       129
        18         13         23          9          6          8         17         41         38          .         12         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 12, 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     8,223
Positions
     1,358        776          0      2,011        879          0      3,957      4,024        704          0      1,738          0        193        102
 
Changes from:       June 5, 2012                                     Total Change is:      -755
      -671         -6          0        -52        -92          0       -115       -196          0          0       -550          0         83         89
 
Percent of Open Interest Represented by Each Category of Trader
      16.5        9.4        0.0       24.5       10.7        0.0       48.1       48.9        8.6        0.0       21.1        0.0        2.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          .          .          0          5          5          .          0          .          0
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```

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Updated June 15, 2012