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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   143,823
Positions
    35,428     19,621     14,824     21,587     34,883        172     16,472     30,758     11,321      9,362        933      3,035     31,620     28,275
 
Changes from:       June 12, 2012                                    Total Change is:    -2,600
     3,470       -353      3,044         16        558        -28     -4,836       -168     -4,411        268        -81      1,205     -1,327     -2,366
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       13.6       10.3       15.0       24.3        0.1       11.5       21.4        7.9        6.5        0.6        2.1       22.0       19.7
 
Number of Traders in Each Category                                    Total Traders:        87
        10          8         12          6          6          .         18         24         17         11          4          6
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    56,853
Positions
    17,213      7,976        155      2,058      1,848        267     27,850     23,139          0      1,141          0          0      8,168     23,468
 
Changes from:       June 12, 2012                                    Total Change is:   -36,174
   -17,791       -749     -2,834        450        390         25      7,219     -8,767    -19,001     -3,937       -401        -76       -230     -4,762
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       14.0        0.3        3.6        3.3        0.5       49.0       40.7        0.0        2.0        0.0        0.0       14.4       41.3
 
Number of Traders in Each Category                                    Total Traders:        34
         4          .          .          .          4          .          6         12          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   128,788
Positions
    20,251      3,307      3,519     10,093     34,677      9,399     52,306     39,622      3,166     11,109      3,959        817     18,128     30,322
 
Changes from:       June 12, 2012                                    Total Change is:   -57,477
   -25,576    -46,090     -5,947     -1,083     -1,082        925     -6,532       -877     -1,793    -18,218       -299        204        542     -2,517
 
Percent of Open Interest Represented by Each Category of Trader
      15.7        2.6        2.7        7.8       26.9        7.3       40.6       30.8        2.5        8.6        3.1        0.6       14.1       23.5
 
Number of Traders in Each Category                                    Total Traders:        86
        11          .          7          6         16          6         13         30         10          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   133,033
Positions
     2,615     27,521      3,313     61,007      8,642        855     41,532     34,329      2,981        503     19,148      1,031     19,196     35,212
 
Changes from:       June 12, 2012                                    Total Change is:   -49,784
   -33,907    -38,169     -8,240     -1,260        -54         60      6,770    -13,430     -2,702     -9,176     16,155       -921       -408     -2,482
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       20.7        2.5       45.9        6.5        0.6       31.2       25.8        2.2        0.4       14.4        0.8       14.4       26.5
 
Number of Traders in Each Category                                    Total Traders:        81
         .         14          5          9          7          5         19         20         11          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   361,083
Positions
   107,968      8,924     11,777     37,427     37,954      5,166     68,744    182,334     27,267     61,727     10,372      4,624     36,381     72,663
 
Changes from:       June 12, 2012                                    Total Change is:  -115,377
   -62,757     -8,531    -12,607      6,018     -4,758     -6,172     -9,428    -35,373    -36,912      9,374     -4,538     -2,325       -568     -4,160
 
Percent of Open Interest Represented by Each Category of Trader
      29.9        2.5        3.3       10.4       10.5        1.4       19.0       50.5        7.6       17.1        2.9        1.3       10.1       20.1
 
Number of Traders in Each Category                                    Total Traders:       194
        18         11         10         19         25         15         27         59         34         11         24         17
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   142,279
Positions
    56,429     14,323      4,417      2,144     44,963        923     50,730     42,082      4,728      4,773      2,501      1,377     16,759     26,966
 
Changes from:       June 12, 2012                                    Total Change is:   -63,363
   -61,850      5,305    -14,994          0     -1,033        -94     31,210    -28,937    -20,582      1,581        -21        293      1,073     -3,301
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       10.1        3.1        1.5       31.6        0.6       35.7       29.6        3.3        3.4        1.8        1.0       11.8       19.0
 
Number of Traders in Each Category                                    Total Traders:        83
        11          4          6          .         11          5         21         26         13          5          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   102,540
Positions
    52,237     54,828     36,260          0         84        322      2,154      1,303      6,312      2,209          0      2,855        191        576
 
Changes from:       June 12, 2012                                    Total Change is:    -3,552
    -2,497     -4,264        561       -747         84        183        563        590       -806       -768          0        -50          9        150
 
Percent of Open Interest Represented by Each Category of Trader
      50.9       53.5       35.4        0.0        0.1        0.3        2.1        1.3        6.2        2.2        0.0        2.8        0.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        24
         8          9         11          0          .          .          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   109,795
Positions
    64,007     34,426          0     17,260      2,121      1,973     21,981     46,716        618      1,364     16,939        105      2,487      6,897
 
Changes from:       June 12, 2012                                    Total Change is:   -88,821
   -25,587    -56,465    -10,202       -934        107          1    -35,922      1,004    -15,899        210     -6,206       -315       -173       -846
 
Percent of Open Interest Represented by Each Category of Trader
      58.3       31.4        0.0       15.7        1.9        1.8       20.0       42.5        0.6        1.2       15.4        0.1        2.3        6.3
 
Number of Traders in Each Category                                    Total Traders:        97
         4          8          0          8          4          4         16         41          4          7          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    21,484
Positions
    18,073      2,525        248        404      3,137          0      2,170      1,237        154          0     13,428          0        435        755
 
Changes from:       June 12, 2012                                    Total Change is:       740
       -70        922        114        204         53          0        617       -325          3          0          0          0       -128        -27
 
Percent of Open Interest Represented by Each Category of Trader
      84.1       11.8        1.2        1.9       14.6        0.0       10.1        5.8        0.7        0.0       62.5        0.0        2.0        3.5
 
Number of Traders in Each Category                                    Total Traders:        21
         6          .          .          .          .          0          5          4          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    12,612
Positions
     6,380      3,637          0        102        455          0      3,372      5,096        149        297        834          0      2,312      2,441
 
Changes from:       June 12, 2012                                    Total Change is:   -14,873
    -1,437     -1,876     -6,080        102         78          0     -3,423     -5,404       -856     -3,669        292          0        490     -1,027
 
Percent of Open Interest Represented by Each Category of Trader
      50.6       28.8        0.0        0.8        3.6        0.0       26.7       40.4        1.2        2.4        6.6        0.0       18.3       19.4
 
Number of Traders in Each Category                                    Total Traders:        34
         4          .          0          .          .          0          6         12          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    40,046
Positions
    13,526     22,184          5      3,838        305        268     12,536     11,790        889      2,376        119        151      6,458      4,336
 
Changes from:       June 12, 2012                                    Total Change is:   -50,799
    -4,963     -4,380    -30,267       -500     -1,869        -72        288      3,896     -8,928      1,465     -1,158     -2,134     -5,688     -5,888
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       55.4        0.0        9.6        0.8        0.7       31.3       29.4        2.2        5.9        0.3        0.4       16.1       10.8
 
Number of Traders in Each Category                                    Total Traders:        80
        16         15          .          6          .          .         22         14         13          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    80,092
Positions
    27,052     44,368          9      7,676        610        535     25,072     23,580      1,779      4,752        238        302     12,916      8,672
 
Changes from:       June 12, 2012                                    Total Change is:   -53,574
   -15,483    -15,999    -24,201      1,160     -3,737       -143     -2,631       -758     -5,726        378       -520     -1,716     -5,212       -774
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       55.4        0.0        9.6        0.8        0.7       31.3       29.4        2.2        5.9        0.3        0.4       16.1       10.8
 
Number of Traders in Each Category                                    Total Traders:        80
        16         15          .          6          .          .         22         14         13          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   877,801
Positions
    44,763    136,530     31,513    363,466    177,163     54,380     63,976    176,093    117,600     28,638     32,058     23,035    150,429    129,428
 
Changes from:       June 12, 2012                                    Total Change is:  -327,903
    -6,973     -2,212   -112,825     -9,212     -5,137     -8,030     -7,040    -20,272   -121,222        777      1,305    -19,345    -44,034    -40,167
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       15.6        3.6       41.4       20.2        6.2        7.3       20.1       13.4        3.3        3.7        2.6       17.1       14.7
 
Number of Traders in Each Category                                    Total Traders:       563
        34         46         40        123         61         67         78        130         98         43         46         37
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   297,900
Positions
    15,577     61,009      9,162    104,979     29,583      9,787     12,353     29,356     55,336      3,454     10,533     15,896     71,356     77,238
 
Changes from:       June 12, 2012                                    Total Change is:  -134,493
   -27,852     -1,698    -33,084     -2,497     -1,357         35    -20,077    -26,669    -32,639     -1,965      2,215     -4,707    -11,707    -36,588
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       20.5        3.1       35.2        9.9        3.3        4.1        9.9       18.6        1.2        3.5        5.3       24.0       25.9
 
Number of Traders in Each Category                                    Total Traders:       112
         9         11          8         26          8         15         17         25         37          7          7          9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 2,899,508
Positions
   215,102    446,778     42,587  1,316,430    761,896    198,971    289,370    764,938    280,063    125,923    107,628     35,698    395,365    260,950
 
Changes from:       June 12, 2012                                    Total Change is:  -967,052
   -55,164   -162,125   -239,146    -36,440    -21,763    -37,463   -155,078   -188,279   -222,647     -6,076    -24,329    -53,407   -161,631    -17,893
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       15.4        1.5       45.4       26.3        6.9       10.0       26.4        9.7        4.3        3.7        1.2       13.6        9.0
 
Number of Traders in Each Category                                    Total Traders:       522
        33         44         34        108         58         57         78        122         87         37         42         31
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    95,425
Positions
    17,290     14,833         21     56,250     62,483      1,580      9,558      9,511        234      2,126      2,823          0      8,366      3,940
 
Changes from:       June 12, 2012                                    Total Change is:   -19,248
    -1,663     -2,897    -10,490     -5,106     -1,516     -1,489       -574     -1,916       -533        420       -363          0        187        -44
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       15.5        0.0       58.9       65.5        1.7       10.0       10.0        0.2        2.2        3.0        0.0        8.8        4.1
 
Number of Traders in Each Category                                    Total Traders:        88
        10          9          .         35         12         10          9          8          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    67,168
Positions
     3,969     40,817        194     34,092      8,796        755     18,499      9,720        728      3,043      2,961        175      5,712      3,019
 
Changes from:       June 12, 2012                                    Total Change is:   -49,995
    -1,658      6,545    -24,312      2,641       -221       -191     -1,804     -2,437    -18,575      2,052     -3,878     -1,374     -6,773     -5,551
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       60.8        0.3       50.8       13.1        1.1       27.5       14.5        1.1        4.5        4.4        0.3        8.5        4.5
 
Number of Traders in Each Category                                    Total Traders:       204
        14         31          6         27         21         13         49         38         16         14         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   335,838
Positions
    19,844    204,087        970    170,459     43,978      3,777     92,493     48,601      3,642     15,215     14,807        877     28,560     15,097
 
Changes from:       June 12, 2012                                    Total Change is:  -134,998
   -28,154     33,917    -55,749     18,386     -1,103       -955    -42,544    -46,381    -18,647     10,259    -19,806     -2,764    -14,830    -23,511
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       60.8        0.3       50.8       13.1        1.1       27.5       14.5        1.1        4.5        4.4        0.3        8.5        4.5
 
Number of Traders in Each Category                                    Total Traders:       204
        14         31          6         27         21         13         49         38         16         14         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   435,135
Positions
   184,863     42,534     15,670    138,124    220,672     18,278     58,560    104,818      2,329      2,834     16,674        140     14,337     14,020
 
Changes from:       June 12, 2012                                    Total Change is:   -49,701
   -14,704      1,763    -21,442      8,082     -2,337     -5,908     -3,478    -16,433     -7,493     -1,772      3,202     -2,369       -616      1,317
 
Percent of Open Interest Represented by Each Category of Trader
      42.5        9.8        3.6       31.7       50.7        4.2       13.5       24.1        0.5        0.7        3.8        0.0        3.3        3.2
 
Number of Traders in Each Category                                    Total Traders:       240
        18         16          4         50         46         27         40         51         14          4         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    28,364
Positions
     7,607          0          0      8,666      1,447        432      3,073      7,742          0      1,577      6,040          0      7,009     12,703
 
Changes from:       June 12, 2012                                    Total Change is:       560
       377          0          0         68        -34         55       -101     -1,527          0        115      1,467          0         46        599
 
Percent of Open Interest Represented by Each Category of Trader
      26.8        0.0        0.0       30.6        5.1        1.5       10.8       27.3        0.0        5.6       21.3        0.0       24.7       44.8
 
Number of Traders in Each Category                                    Total Traders:        34
         5          0          0         11          4          .          6          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    39,398
Positions
    13,530      7,390      1,949      6,647      3,130        717      7,397      4,965        429      4,338      1,855          0      4,391     18,963
 
Changes from:       June 12, 2012                                    Total Change is:     1,699
       339      3,323      1,810       -413       -401       -166     -1,041     -1,587        245      1,224        886          0       -299     -2,411
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       18.8        4.9       16.9        7.9        1.8       18.8       12.6        1.1       11.0        4.7        0.0       11.1       48.1
 
Number of Traders in Each Category                                    Total Traders:        51
        16         11          .          5          .          .          7          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    66,672
Positions
     1,031     16,696        473     51,393     31,928      3,152      5,893     11,745          4          0          0          0      4,726      2,674
 
Changes from:       June 12, 2012                                    Total Change is:    -5,769
       573        252     -3,615      1,391      1,673       -393       -804       -836     -1,781          0          0          0     -1,140     -1,069
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       25.0        0.7       77.1       47.9        4.7        8.8       17.6        0.0        0.0        0.0        0.0        7.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        59
         .          .          .         21         20          8          7          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   110,487
Positions
    15,122     50,304      1,472     64,138      7,976      3,914      8,262     36,292        243      6,011      1,656        223     11,102      8,407
 
Changes from:       June 12, 2012                                    Total Change is:   -25,650
       173      7,779    -15,103      2,599       -137       -502     -2,222     -1,778     -7,772      1,821     -2,111       -384     -4,260     -5,642
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       45.5        1.3       58.1        7.2        3.5        7.5       32.8        0.2        5.4        1.5        0.2       10.0        7.6
 
Number of Traders in Each Category                                    Total Traders:        88
        12         18          5         23          9          7         10          6          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   812,015
Positions
    13,066    173,742     40,935    285,979    145,376     84,672     75,304     68,215    101,233     24,815     35,264     12,898    173,112    149,679
 
Changes from:       June 12, 2012                                    Total Change is:   -22,480
     6,627     -3,792      1,115     -8,104      2,943     -2,359    -17,079    -17,878     -7,311     -1,445        -88       -465      6,540      5,355
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       21.4        5.0       35.2       17.9       10.4        9.3        8.4       12.5        3.1        4.3        1.6       21.3       18.4
 
Number of Traders in Each Category                                    Total Traders:       169
         8         24         29         39         24         35         23         30         43          8         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   347,636
Positions
     6,989    139,858      2,326    225,951      7,359     32,508      4,843     90,500      1,217      8,535     19,054          0     65,266     54,814
 
Changes from:       June 12, 2012                                    Total Change is:   -11,453
     3,062     -3,948     -2,435        -23     -1,914     -1,289      1,652      1,221     -6,764          0      1,554          0     -5,657      2,121
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       40.2        0.7       65.0        2.1        9.4        1.4       26.0        0.4        2.5        5.5        0.0       18.8       15.8
 
Number of Traders in Each Category                                    Total Traders:        67
         .         10          7         30          4         18          .         11          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   964,373
Positions
    62,418    132,960     24,755    175,030     92,864     74,178    232,553    415,154     99,686    156,281     37,478      5,866    133,606     81,432
 
Changes from:       June 12, 2012                                    Total Change is:   -59,221
    -7,185    -22,061      5,559    -24,824      4,853      6,212    -25,798    -39,757    -12,845       -228     -3,989      1,099     -1,211      1,708
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       13.8        2.6       18.1        9.6        7.7       24.1       43.0       10.3       16.2        3.9        0.6       13.9        8.4
 
Number of Traders in Each Category                                    Total Traders:       216
        21         19         19         41         27         36         32         39         34         21         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 2,237,466
Positions
    70,830    196,548    225,177    671,143    545,711    228,371    305,839    287,172    290,595     97,683     97,846     49,208    298,621    316,838
 
Changes from:       June 12, 2012                                    Total Change is:   -62,727
       -62      3,697     -5,803    -51,196      3,876      1,136     41,388    -54,703     -1,267    -22,101     -3,178     -6,063    -18,758       -421
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        8.8       10.1       30.0       24.4       10.2       13.7       12.8       13.0        4.4        4.4        2.2       13.3       14.2
 
Number of Traders in Each Category                                    Total Traders:       271
        22         41         52         23         57         49         44         52         65         12         20         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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 1,211,342
Positions
   140,084    110,741     28,170    244,683    469,155    108,135    318,669    108,064     67,448     67,255     67,901      9,785    227,114    241,943
 
Changes from:       June 12, 2012                                    Total Change is:   -14,654
    24,101      1,338        224      3,746      7,263     -5,884      3,542      4,166     -7,675    -27,751       -176          3     -4,958    -13,913
 
Percent of Open Interest Represented by Each Category of Trader
      11.6        9.1        2.3       20.2       38.7        8.9       26.3        8.9        5.6        5.6        5.6        0.8       18.7       20.0
 
Number of Traders in Each Category                                    Total Traders:       190
        14         22         21         26         39         32         31         32         36          8         18          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   577,147
Positions
   206,825    138,676    179,776        554      2,912      4,065     31,448     57,314    114,781        128     15,883     14,293     25,277     49,448
 
Changes from:       June 12, 2012                                    Total Change is:    15,414
    12,405      8,181         79       -646     -4,362          0     -1,891      8,085      5,282        128      2,506     -1,798      1,856     -2,558
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       24.0       31.1        0.1        0.5        0.7        5.4        9.9       19.9        0.0        2.8        2.5        4.4        8.6
 
Number of Traders in Each Category                                    Total Traders:        98
        24         26         46          .          .          .         18         15         29          .          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,817,112
Positions
 1,761,398  2,543,482  2,652,109    463,884     60,162    201,637  1,093,135    352,482  3,659,547    203,373    452,006    911,909    870,121    983,778
 
Changes from:       June 12, 2012                                    Total Change is:-2,326,535
  -423,347      9,283   -555,160     38,652       -366    -35,420    146,142    -94,518 -1,397,097     12,694    -88,086   -122,439      9,441    -42,732
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       21.5       22.4        3.9        0.5        1.7        9.3        3.0       31.0        1.7        3.8        7.7        7.4        8.3
 
Number of Traders in Each Category                                    Total Traders:       248
        29         50         78         11         13         21         44         63         90         14         15         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     9,430
Positions
     6,092        530          0        605        866          6      1,134      7,661         45      1,347        255          0        201         67
 
Changes from:       June 12, 2012                                    Total Change is:    -3,089
      -742         47          0          7       -107          0        -54       -697     -2,104         10        -40          0       -206       -188
 
Percent of Open Interest Represented by Each Category of Trader
      64.6        5.6        0.0        6.4        9.2        0.1       12.0       81.2        0.5       14.3        2.7        0.0        2.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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     9,308
Positions
     6,226      4,905          0      1,058      1,036         46      1,691      3,204          0          0         70          0        287         47
 
Changes from:       June 12, 2012                                    Total Change is:    -2,065
    -1,904       -303          0          0       -973          0        307       -203       -461        -40        -40          0         33        -85
 
Percent of Open Interest Represented by Each Category of Trader
      66.9       52.7        0.0       11.4       11.1        0.5       18.2       34.4        0.0        0.0        0.8        0.0        3.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        31
         .          6          0          .          5          .          6          9          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    70,563
Positions
    14,573     29,859        519      6,731          0        381     36,926     37,005      1,009      4,597        504         67      5,761      1,220
 
Changes from:       June 12, 2012                                    Total Change is:   -11,195
      -280    -18,448        -58       -241          0        135     -9,791      7,805       -384        188         58        -63       -701       -239
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       42.3        0.7        9.5        0.0        0.5       52.3       52.4        1.4        6.5        0.7        0.1        8.2        1.7
 
Number of Traders in Each Category                                    Total Traders:        97
         5          4          .          8          0          .         44         11          7         18          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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   343,374
Positions
   122,283     54,879     46,395     43,602      5,489      4,845     25,035    107,323     30,976      5,312     26,766     38,687     26,239     28,014
 
Changes from:       June 12, 2012                                    Total Change is:    35,870
      -484     -2,537      5,959      7,604      1,571       -939      8,201     15,850       -389      4,239      4,986      8,368      3,311      3,001
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       16.0       13.5       12.7        1.6        1.4        7.3       31.3        9.0        1.5        7.8       11.3        7.6        8.2
 
Number of Traders in Each Category                                    Total Traders:       141
        18         12         24          9          7          8         21         44         45          7         14         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 19, 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    10,591
Positions
     1,186        735      2,729      2,111        898          0      3,730      3,989        723          0      1,410          0        112        107
 
Changes from:       June 12, 2012                                    Total Change is:     2,368
      -172        -41      2,729        100         19          0       -227        -35         19          0       -328          0        -81          5
 
Percent of Open Interest Represented by Each Category of Trader
      11.2        6.9       25.8       19.9        8.5        0.0       35.2       37.7        6.8        0.0       13.3        0.0        1.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          4          4          .          0          4          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated June 22, 2012