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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   103,963
Positions
    28,639      7,391      1,792     20,914     34,358        214      8,766     25,729      5,589      9,087        964         54     28,908     27,872
 
Changes from:       July 10, 2012                                    Total Change is:     3,357
     4,445       -791        274         46         61        -12     -1,987      3,806         96        431        396         10         54       -483
 
Percent of Open Interest Represented by Each Category of Trader
      27.5        7.1        1.7       20.1       33.0        0.2        8.4       24.7        5.4        8.7        0.9        0.1       27.8       26.8
 
Number of Traders in Each Category                                    Total Traders:        72
         8          6          5          6          5          4         13         22          5         10          .          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    62,836
Positions
    26,759      8,550          0      1,954      1,543        183     24,356     27,393         24      1,171          0          0      8,389     25,143
 
Changes from:       July 10, 2012                                    Total Change is:     4,719
     4,483       -236          0          0          4          0        394      5,806          3          0          0          0       -161       -858
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       13.6        0.0        3.1        2.5        0.3       38.8       43.6        0.0        1.9        0.0        0.0       13.4       40.0
 
Number of Traders in Each Category                                    Total Traders:        42
         5          4          0          .          .          .          7         18          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   116,976
Positions
    32,850      4,185      1,064      8,859     33,508     10,897     33,744     32,729        961     11,821      2,757          0     16,780     30,875
 
Changes from:       July 10, 2012                                    Total Change is:      -640
     3,251        800       -380         27        -85        880     -3,396       -193        -13        104       -605          0     -1,113     -1,044
 
Percent of Open Interest Represented by Each Category of Trader
      28.1        3.6        0.9        7.6       28.6        9.3       28.8       28.0        0.8       10.1        2.4        0.0       14.3       26.4
 
Number of Traders in Each Category                                    Total Traders:        88
        11          4          .          5         17          6         13         32          7          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   121,806
Positions
     8,340     28,932        247     61,307      8,205        774     33,249     30,816        227        601     17,724          2     17,059     34,879
 
Changes from:       July 10, 2012                                    Total Change is:     6,284
    -1,248      4,812        106      2,124        465         64      3,778      1,134         19          0       -116          0      1,441       -200
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       23.8        0.2       50.3        6.7        0.6       27.3       25.3        0.2        0.5       14.6        0.0       14.0       28.6
 
Number of Traders in Each Category                                    Total Traders:        85
         5         12          .          9          7          4         20         24          .          .          6          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   323,228
Positions
   119,716      9,307        622     32,308     38,595      6,320     66,581    185,076      1,252     59,537      9,207      2,219     34,673     70,630
 
Changes from:       July 10, 2012                                    Total Change is:    -3,146
     8,224      1,300        114     -7,280        898      1,790     -4,206     -5,915       -174     -1,056        201        341       -899     -1,701
 
Percent of Open Interest Represented by Each Category of Trader
      37.0        2.9        0.2       10.0       11.9        2.0       20.6       57.3        0.4       18.4        2.8        0.7       10.7       21.9
 
Number of Traders in Each Category                                    Total Traders:       192
        27         10          6         17         24         13         20         69         11         10         15          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   122,934
Positions
    33,658     15,945        762      2,598     43,810      1,031     60,611     33,858        100      2,866      3,129        367     20,941     23,932
 
Changes from:       July 10, 2012                                    Total Change is:     1,699
     1,819       -272       -301        125        257         -6     -2,960      1,927         -6        257         59       -135      2,906        176
 
Percent of Open Interest Represented by Each Category of Trader
      27.4       13.0        0.6        2.1       35.6        0.8       49.3       27.5        0.1        2.3        2.5        0.3       17.0       19.5
 
Number of Traders in Each Category                                    Total Traders:        80
         8          7          .          .          9          .         19         27          .          .          6          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   103,812
Positions
    50,578     57,425     35,372      2,443          0          0      3,069      1,385      6,050      3,227          0      2,855        218        725
 
Changes from:       July 10, 2012                                    Total Change is:       -25
       -37        847       -771        684          0       -144          0         61          0        263          0          0        -20        -18
 
Percent of Open Interest Represented by Each Category of Trader
      48.7       55.3       34.1        2.4        0.0        0.0        3.0        1.3        5.8        3.1        0.0        2.8        0.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        23
         7         11         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   159,971
Positions
    62,979     61,666          5     25,146        560      1,558     63,976     73,525        703      1,179     17,656         99      4,326      4,199
 
Changes from:       July 10, 2012                                    Total Change is:    17,502
      -274      9,725         -6      1,542       -204          3     15,711      8,887       -325        297       -534          0        554        -44
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       38.5        0.0       15.7        0.4        1.0       40.0       46.0        0.4        0.7       11.0        0.1        2.7        2.6
 
Number of Traders in Each Category                                    Total Traders:        98
         4         12          .          8          .          .         31         28          5          6          5          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    16,330
Positions
    14,419      1,394         65        404        427        183        735      1,197         26        100     12,228          0        398        810
 
Changes from:       July 10, 2012                                    Total Change is:    -1,146
    -1,252         38          0          0       -101        101          0        -44         -3          0     -1,200          0          8         63
 
Percent of Open Interest Represented by Each Category of Trader
      88.3        8.5        0.4        2.5        2.6        1.1        4.5        7.3        0.2        0.6       74.9        0.0        2.4        5.0
 
Number of Traders in Each Category                                    Total Traders:        21
         6          4          .          .          .          .          .          4          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    23,328
Positions
     6,376     16,266          0        100        205          0     12,962      3,788        134        297        840          0      3,459      2,095
 
Changes from:       July 10, 2012                                    Total Change is:       972
     1,365      2,631          0       -110        -27          0        -11     -1,895          0          0       -224          0       -272        487
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       69.7        0.0        0.4        0.9        0.0       55.6       16.2        0.6        1.3        3.6        0.0       14.8        9.0
 
Number of Traders in Each Category                                    Total Traders:        42
         5          8          0          .          .          0         11         11          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    41,606
Positions
    14,790     27,571        110      3,242        511        578     13,668      8,968         85      1,960        209          0      7,175      3,576
 
Changes from:       July 10, 2012                                    Total Change is:    -1,675
     1,311     -2,322         40       -557        -63        139     -2,269      1,137       -172         16       -194          0       -183       -240
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       66.3        0.3        7.8        1.2        1.4       32.9       21.6        0.2        4.7        0.5        0.0       17.2        8.6
 
Number of Traders in Each Category                                    Total Traders:        81
        17         16          .          4          4          .         24         10          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    83,211
Positions
    29,579     55,142        219      6,483      1,022      1,156     27,336     17,935        169      3,919        417          0     14,350      7,151
 
Changes from:       July 10, 2012                                    Total Change is:    -3,349
     2,622     -4,643         79     -1,113       -125        277     -4,537      2,274       -343         31       -388          0       -365       -480
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       66.3        0.3        7.8        1.2        1.4       32.9       21.6        0.2        4.7        0.5        0.0       17.2        8.6
 
Number of Traders in Each Category                                    Total Traders:        81
        17         16          .          4          4          .         24         10          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   801,482
Positions
    51,842    127,321     45,883    360,923    185,772     55,469     68,919    194,064     30,595     26,426     29,702      7,057    154,368    125,619
 
Changes from:       July 10, 2012                                    Total Change is:     7,456
     1,572     -1,602      3,737       -894     -2,064      1,909     -2,373        -14          9       -926      1,982         26      4,395      3,473
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       15.9        5.7       45.0       23.2        6.9        8.6       24.2        3.8        3.3        3.7        0.9       19.3       15.7
 
Number of Traders in Each Category                                    Total Traders:       550
        36         48         30        120         58         61         85        128         67         36         38         13
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   239,779
Positions
    29,969     59,942      7,681    103,537     30,562      7,900     15,619     39,263      1,619         75      7,204      5,279     68,100     80,329
 
Changes from:       July 10, 2012                                    Total Change is:     4,939
     2,244        766       -107      1,965         89        222        791      1,691        429     -1,110       -232       -857      1,362      2,938
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       25.0        3.2       43.2       12.7        3.3        6.5       16.4        0.7        0.0        3.0        2.2       28.4       33.5
 
Number of Traders in Each Category                                    Total Traders:       104
        11         11          7         27          8         13         18         21          9          .          5          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,808,514
Positions
   266,801    494,329     33,577  1,314,672    803,793    210,104    354,195    861,700     57,183    132,215    112,949      8,428    431,339    226,451
 
Changes from:       July 10, 2012                                    Total Change is:    12,583
    11,961      3,482      3,897    -13,558    -10,029      7,699    -19,874    -12,579      1,955      1,382     11,530      3,955     15,166      2,673
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       17.6        1.2       46.8       28.6        7.5       12.6       30.7        2.0        4.7        4.0        0.3       15.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       521
        34         47         24        104         55         53         88        122         56         35         36         10
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   107,748
Positions
    17,064     24,392          0     61,581     60,787      2,107     14,954     13,173         93      2,517      2,831          0      9,432      4,365
 
Changes from:       July 10, 2012                                    Total Change is:     2,610
        37      2,302          0        956        308        248      1,227        536       -876       -231         21          0      1,249         71
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       22.6        0.0       57.2       56.4        2.0       13.9       12.2        0.1        2.3        2.6        0.0        8.8        4.1
 
Number of Traders in Each Category                                    Total Traders:        96
        10         10          0         34         12         10         13         12          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    67,892
Positions
     5,617     43,980        157     34,835      8,899      1,288     17,862      7,702        488      1,752      2,851         64      5,828      2,461
 
Changes from:       July 10, 2012                                    Total Change is:    -1,897
     1,104       -710        -53     -1,842         43         72     -1,186       -619       -193        -61        -62        -17        279       -357
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       64.8        0.2       51.3       13.1        1.9       26.3       11.3        0.7        2.6        4.2        0.1        8.6        3.6
 
Number of Traders in Each Category                                    Total Traders:       214
        17         33          .         31         23         13         55         35         12          9         11          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   339,460
Positions
    28,083    219,899        786    174,176     44,496      6,442     89,310     38,512      2,439      8,760     14,257        322     29,142     12,307
 
Changes from:       July 10, 2012                                    Total Change is:    -9,484
     5,519     -3,550       -267     -9,209        214        359     -5,930     -3,097       -965       -303       -309        -83      1,395     -1,786
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       64.8        0.2       51.3       13.1        1.9       26.3       11.3        0.7        2.6        4.2        0.1        8.6        3.6
 
Number of Traders in Each Category                                    Total Traders:       214
        17         33          .         31         23         13         55         35         12          9         11          .
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Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   433,515
Positions
   173,641     32,735     12,786    137,297    226,958     25,211     59,499    103,685      2,746      3,023     15,579          0     19,312     13,815
 
Changes from:       July 10, 2012                                    Total Change is:      -990
    -1,774       -314       -248       -996     -1,523      1,648        430      1,182         40       -503       -546          0        413     -1,229
 
Percent of Open Interest Represented by Each Category of Trader
      40.1        7.6        2.9       31.7       52.4        5.8       13.7       23.9        0.6        0.7        3.6        0.0        4.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       240
        21         13          4         52         41         28         42         50         12          5         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    29,531
Positions
     9,233        220          0      8,987        854        447      2,954      7,468          0      1,662      6,255          0      6,248     14,287
 
Changes from:       July 10, 2012                                    Total Change is:      -149
       -58          0          0       -278        100        -26        -24        367          0          0          0          0        237       -590
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        0.7        0.0       30.4        2.9        1.5       10.0       25.3        0.0        5.6       21.2        0.0       21.2       48.4
 
Number of Traders in Each Category                                    Total Traders:        35
         6          .          0         11          .          .          5          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    44,945
Positions
    17,295      8,315      1,871      6,107      2,570        687      7,837      1,848        651      5,452      4,034          0      5,045     24,969
 
Changes from:       July 10, 2012                                    Total Change is:     3,878
     2,352      1,522         -7        359        -30       -142        276        -59       -158        808        503          0        390      2,249
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       18.5        4.2       13.6        5.7        1.5       17.4        4.1        1.4       12.1        9.0        0.0       11.2       55.6
 
Number of Traders in Each Category                                    Total Traders:        53
        15         12          4          5          .          .         10          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    67,127
Positions
     1,134     13,238      2,105     47,518     29,926      5,722      6,021     13,263          4        208          0          0      4,415      2,869
 
Changes from:       July 10, 2012                                    Total Change is:       334
      -200        -57        -21         94        458          2       -280        -37          0          0          0          0        739        -11
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       19.7        3.1       70.8       44.6        8.5        9.0       19.8        0.0        0.3        0.0        0.0        6.6        4.3
 
Number of Traders in Each Category                                    Total Traders:        63
         .          .          .         23         21          8          7          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   116,891
Positions
    13,304     57,825      1,859     69,020     12,163      4,749     10,816     31,177        411      4,950      1,431        267     11,515      7,009
 
Changes from:       July 10, 2012                                    Total Change is:      -339
      -414       -656         52       -871        210        486        123      1,284         42        985       -275         27       -769     -1,509
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       49.5        1.6       59.0       10.4        4.1        9.3       26.7        0.4        4.2        1.2        0.2        9.9        6.0
 
Number of Traders in Each Category                                    Total Traders:        98
         9         19          5         24         11         11         15          8          .          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   626,253
Positions
     7,612    137,117      6,163    271,612    149,647     68,295     72,812     89,271     11,247     22,784     38,117        644    165,084    125,752
 
Changes from:       July 10, 2012                                    Total Change is:   -15,647
     1,599    -19,813        381     -5,834      3,959      1,174     -5,335     -5,929        525       -981      6,410        644     -7,820     -2,998
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       21.9        1.0       43.4       23.9       10.9       11.6       14.3        1.8        3.6        6.1        0.1       26.4       20.1
 
Number of Traders in Each Category                                    Total Traders:       159
         5         21          6         42         22         30         30         22         14          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   348,652
Positions
     2,484    130,446        323    231,360     14,229     35,474      4,096     97,977      1,172      8,594     20,116          0     65,149     48,915
 
Changes from:       July 10, 2012                                    Total Change is:    -4,469
         0     -1,304          0     -1,040        347       -223     -1,834     -2,608       -174          0       -240          0     -1,198       -267
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       37.4        0.1       66.4        4.1       10.2        1.2       28.1        0.3        2.5        5.8        0.0       18.7       14.0
 
Number of Traders in Each Category                                    Total Traders:        67
         .         10          .         32          6         19          .         10          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   991,502
Positions
    68,509    149,269     10,415    176,926     86,237     69,749    318,131    516,778     33,448    172,427     38,099     11,226    130,671     76,281
 
Changes from:       July 10, 2012                                    Total Change is:   123,337
    13,618     81,418      3,132    -10,768     -5,315      7,603     62,059     24,614     21,382     20,285        400        733      5,293    -10,630
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       15.1        1.1       17.8        8.7        7.0       32.1       52.1        3.4       17.4        3.8        1.1       13.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       230
        16         23          6         43         26         35         47         37         21         24         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,803,643
Positions
   138,678    190,789     23,198    690,483    506,516    194,745    311,951    402,511     75,456     64,494    122,318      6,230    298,408    281,880
 
Changes from:       July 10, 2012                                    Total Change is:     6,342
    -5,658      7,708     -2,481    -30,077      1,110      8,408     26,405    -10,916      7,585     -6,150     10,994      1,575      6,735    -17,641
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       10.6        1.3       38.3       28.1       10.8       17.3       22.3        4.2        3.6        6.8        0.3       16.5       15.6
 
Number of Traders in Each Category                                    Total Traders:       270
        23         33         14         24         54         45         37         68         32         10         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,133,638
Positions
   130,033     73,559        756    259,494    497,462     84,347    356,077    144,792     15,055     61,919     83,900      1,409    224,548    232,358
 
Changes from:       July 10, 2012                                    Total Change is:       942
   -10,759     -2,279     -2,107      8,147     -1,622     -9,181      8,175      1,096        966      1,773      7,767         35      3,893      6,267
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        6.5        0.1       22.9       43.9        7.4       31.4       12.8        1.3        5.5        7.4        0.1       19.8       20.5
 
Number of Traders in Each Category                                    Total Traders:       196
        14         19          .         30         36         36         44         28         19          6         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   486,461
Positions
   203,003    154,774    158,146        530      1,663      3,999     29,652     47,381     60,492        215     12,783      5,786     24,638     41,437
 
Changes from:       July 10, 2012                                    Total Change is:    -1,161
     2,669      9,257      1,478     -1,644       -536          0     -8,492    -17,137      2,016         66        370       -253      2,999      3,644
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       31.8       32.5        0.1        0.3        0.8        6.1        9.7       12.4        0.0        2.6        1.2        5.1        8.5
 
Number of Traders in Each Category                                    Total Traders:        95
        23         27         44          .          .          .         16         17         25          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,867,261
Positions
 1,513,444  2,616,505  1,728,805    553,453     52,140    146,762  1,427,876    503,122  1,169,034    127,702    393,859    273,646    926,539    983,388
 
Changes from:       July 10, 2012                                    Total Change is:    81,787
   -85,980     67,225      2,758     10,764      1,781     -8,274    111,175       -153     21,507      2,223    -14,646    -16,392     44,006     27,981
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       33.3       22.0        7.0        0.7        1.9       18.1        6.4       14.9        1.6        5.0        3.5       11.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       237
        24         52         70         10          8         16         55         48         77         13         17         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,005
Positions
     6,519        247          0        587        802          6      1,221      8,627         25      1,339        255          0        308         43
 
Changes from:       July 10, 2012                                    Total Change is:      -127
      -298         30          0          1          0          0        183       -131        -25          0          0          0         12         -1
 
Percent of Open Interest Represented by Each Category of Trader
      65.2        2.5        0.0        5.9        8.0        0.1       12.2       86.2        0.2       13.4        2.5        0.0        3.1        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    12,098
Positions
     9,231      6,296          0      1,028        695         48      1,433      4,888          0          0        146          0        358         25
 
Changes from:       July 10, 2012                                    Total Change is:        14
       -26        -11          0          0       -363          2         56        377          0          0         46          0        -18        -37
 
Percent of Open Interest Represented by Each Category of Trader
      76.3       52.0        0.0        8.5        5.7        0.4       11.8       40.4        0.0        0.0        1.2        0.0        3.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        32
         .          6          0          .          4          .          4         12          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    68,675
Positions
    13,993     37,777      1,412      6,626         69        217     32,918     27,131        553      6,216        392          0      6,740      1,124
 
Changes from:       July 10, 2012                                    Total Change is:     3,750
       585      4,413        911        723          9        -11      1,128     -1,390        -78        642         22          0       -150       -126
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       55.0        2.1        9.6        0.1        0.3       47.9       39.5        0.8        9.1        0.6        0.0        9.8        1.6
 
Number of Traders in Each Category                                    Total Traders:       117
         4          4          .          8          .          .         57          9          .         28          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   350,768
Positions
   124,268     37,972     36,077     39,844      8,719      6,334     29,119    117,503     35,953      2,467     31,899     51,329     25,377     24,982
 
Changes from:       July 10, 2012                                    Total Change is:    16,425
    -3,552     -9,362        832     -2,444        223       -533      5,185      5,697      3,873       -202      4,246      9,515      3,751      1,934
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       10.8       10.3       11.4        2.5        1.8        8.3       33.5       10.2        0.7        9.1       14.6        7.2        7.1
 
Number of Traders in Each Category                                    Total Traders:       147
        18         11         21          9          9         11         26         43         48         10         14         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 17, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,343
Positions
     2,842      1,224          0      2,472        722          0      2,029      5,460        900          0         30          0        100          7
 
Changes from:       July 10, 2012                                    Total Change is:       353
      -395          3          0        361       -101          0        330        489         53          0        -87          0          4         -4
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       14.7        0.0       29.6        8.7        0.0       24.3       65.4       10.8        0.0        0.4        0.0        1.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          5          .          0          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 20, 2012