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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   115,007
Positions
    13,582     13,443      6,504     18,192     34,250        410     19,346     16,385     11,306      8,915      5,757      1,940     34,814     25,012
 
Changes from:       July 24, 2012                                    Total Change is:    -7,416
   -16,698      6,471        531     -2,592       -113         78      4,544    -15,409      1,866       -302      3,416        329      4,828     -4,585
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       11.7        5.7       15.8       29.8        0.4       16.8       14.2        9.8        7.8        5.0        1.7       30.3       21.7
 
Number of Traders in Each Category                                    Total Traders:        86
         5         11          6          6          5          4         22         20         13          9          8         11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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    60,800
Positions
    26,593     11,740        409      1,938      1,554        183     21,358     22,196        225      1,171          0          0      8,923     24,493
 
Changes from:       July 24, 2012                                    Total Change is:    -4,813
    -2,466      3,178        281        -16          2          0     -1,891     -6,739        108          0          0          0       -829     -1,643
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       19.3        0.7        3.2        2.6        0.3       35.1       36.5        0.4        1.9        0.0        0.0       14.7       40.3
 
Number of Traders in Each Category                                    Total Traders:        40
         6          7          .          .          .          .          6         13          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   117,255
Positions
    26,068      3,491      2,470     10,041     30,782     11,531     30,608     30,317      5,951     11,510      2,856      1,117     17,958     28,738
 
Changes from:       July 24, 2012                                    Total Change is:    -5,018
   -10,616        152       -185      1,197     -2,736        251      1,862       -873      1,770        519       -136     -1,046      1,230     -2,217
 
Percent of Open Interest Represented by Each Category of Trader
      22.2        3.0        2.1        8.6       26.3        9.8       26.1       25.9        5.1        9.8        2.4        1.0       15.3       24.5
 
Number of Traders in Each Category                                    Total Traders:        92
        12          .          6          8         15          4         18         29         16          .          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   154,598
Positions
     4,348     53,583      2,790     62,661      7,649        851     51,728     27,369      5,510        503     18,780        887     25,319     37,177
 
Changes from:       July 24, 2012                                    Total Change is:     5,886
      -619      8,228       -101        -47       -783        -22      3,488     -3,605      3,060       -133        -14     -2,342      2,601      1,464
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       34.7        1.8       40.5        4.9        0.6       33.5       17.7        3.6        0.3       12.1        0.6       16.4       24.0
 
Number of Traders in Each Category                                    Total Traders:        96
         .         16          6         10          8          6         28         22         14          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   371,166
Positions
    98,798     13,056     13,535     30,848     37,681      9,802     73,205    166,185     37,011     61,769     12,612      7,362     38,836     73,922
 
Changes from:       July 24, 2012                                    Total Change is:   -19,530
   -14,934      2,805      2,090        656     -1,941         38       -631    -17,184        777     -2,079      1,365     -3,739     -1,708     -3,742
 
Percent of Open Interest Represented by Each Category of Trader
      26.6        3.5        3.6        8.3       10.2        2.6       19.7       44.8       10.0       16.6        3.4        2.0       10.5       19.9
 
Number of Traders in Each Category                                    Total Traders:       221
        24         12         13         17         26         20         28         75         37         16         23         20
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   161,584
Positions
    22,216     37,022      4,476      2,659     43,527      1,427     90,606     35,233      8,414      1,344      5,631      1,744     28,699     24,111
 
Changes from:       July 24, 2012                                    Total Change is:    17,298
    -3,200     13,569        458        -96       -647        106     14,994        691      3,624     -2,683        826       -577      4,672       -753
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       22.9        2.8        1.6       26.9        0.9       56.1       21.8        5.2        0.8        3.5        1.1       17.8       14.9
 
Number of Traders in Each Category                                    Total Traders:       103
         7         10          6          .         10          5         27         32         17          5         10          6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   103,664
Positions
    51,448     59,421     34,117      2,758          0          0      3,069        734      6,061      3,095          0      2,855        261        476
 
Changes from:       July 24, 2012                                    Total Change is:      -252
      -521        172        -10        400          0          0          0       -283         11       -132          0          0          0       -142
 
Percent of Open Interest Represented by Each Category of Trader
      49.6       57.3       32.9        2.7        0.0        0.0        3.0        0.7        5.8        3.0        0.0        2.8        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        24
         7         11         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   170,977
Positions
    64,443     66,694          5     25,742        355      1,558     72,557     78,851      1,368      1,110     18,316         91      4,103      3,739
 
Changes from:       July 24, 2012                                    Total Change is:     6,380
       285      2,228          0     -1,784        243          0      7,776     10,135        486       -696     -6,001         -8        321       -703
 
Percent of Open Interest Represented by Each Category of Trader
      37.7       39.0        0.0       15.1        0.2        0.9       42.4       46.1        0.8        0.6       10.7        0.1        2.4        2.2
 
Number of Traders in Each Category                                    Total Traders:        94
         5         10          .          9          .          .         29         27          9          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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    16,507
Positions
    14,297      1,544        115        404        386        183        866      1,260         36        120     12,228          0        486        755
 
Changes from:       July 24, 2012                                    Total Change is:       114
      -121        158         50          0        -41          0        131        -14          6          0          0          0         48        -45
 
Percent of Open Interest Represented by Each Category of Trader
      86.6        9.4        0.7        2.4        2.3        1.1        5.2        7.6        0.2        0.7       74.1        0.0        2.9        4.6
 
Number of Traders in Each Category                                    Total Traders:        22
         6          4          .          .          .          .          4          4          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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    24,967
Positions
     4,485     18,763          0        115        101          0     15,913      3,408        186        297        724          0      3,971      1,785
 
Changes from:       July 24, 2012                                    Total Change is:     1,761
    -2,044      3,036          0        115          0          0      2,913        -65         52       -259       -938          0        984       -324
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       75.2        0.0        0.5        0.4        0.0       63.7       13.7        0.7        1.2        2.9        0.0       15.9        7.1
 
Number of Traders in Each Category                                    Total Traders:        47
         6          7          0          .          .          0         16         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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    50,463
Positions
    13,032     31,308        134      3,394        546        568     22,282     10,934        676      1,846        355        145      8,387      5,798
 
Changes from:       July 24, 2012                                    Total Change is:     9,668
      -899      6,071          6        292       -125         51      9,055      1,934        120         20        -66          0      1,023      1,675
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       62.0        0.3        6.7        1.1        1.1       44.2       21.7        1.3        3.7        0.7        0.3       16.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        89
        13         18          .          5          .          .         32         13         10          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   100,927
Positions
    26,064     62,615        269      6,787      1,092      1,136     44,564     21,868      1,352      3,692        710        290     16,773     11,595
 
Changes from:       July 24, 2012                                    Total Change is:    19,336
    -1,797     12,142         13        583       -249        102     18,110      3,868        240         40       -131          1      2,045      3,350
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       62.0        0.3        6.7        1.1        1.1       44.2       21.7        1.3        3.7        0.7        0.3       16.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        89
        13         18          .          5          .          .         32         13         10          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   917,317
Positions
    47,693    145,099     42,959    353,603    167,919     55,905     76,817    184,319    133,540     27,032     33,901     21,499    158,270    132,176
 
Changes from:       July 24, 2012                                    Total Change is:   -30,516
   -17,611     25,970    -11,811     -2,801    -24,604     -2,257     18,851     -7,210    -10,220     -1,001      3,273      1,563     -5,229     -5,219
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       15.8        4.7       38.5       18.3        6.1        8.4       20.1       14.6        2.9        3.7        2.3       17.3       14.4
 
Number of Traders in Each Category                                    Total Traders:       586
        36         52         42        123         54         66         92        131        108         43         53         43
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   304,348
Positions
    27,955     64,174      6,675    101,192     29,868     10,344     14,022     39,779     54,248         28      6,631     12,948     76,936     79,680
 
Changes from:       July 24, 2012                                    Total Change is:   -11,980
   -10,132     10,421     -5,907      1,571     -1,114        157     -1,368     -9,975      2,125        -67        690       -496      2,137     -7,882
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       21.1        2.2       33.2        9.8        3.4        4.6       13.1       17.8        0.0        2.2        4.3       25.3       26.2
 
Number of Traders in Each Category                                    Total Traders:       113
        14         10          7         26          8         13         16         28         37          5          5          8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,064,847
Positions
   234,216    540,149     45,894  1,289,735    717,936    200,126    408,244    816,971    302,187    141,802    143,130     35,972    406,671    262,483
 
Changes from:       July 24, 2012                                    Total Change is:   -92,681
   -71,088     44,051      4,176    -24,661   -120,258     -9,267     48,683    -38,585     -9,321      2,110     19,694      3,515    -36,829     13,313
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       17.6        1.5       42.1       23.4        6.5       13.3       26.7        9.9        4.6        4.7        1.2       13.3        8.6
 
Number of Traders in Each Category                                    Total Traders:       550
        36         48         35        107         51         57         92        125        100         40         51         38
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   104,091
Positions
    17,648     23,071          0     58,402     60,868      2,209     14,270     10,862          0      1,922      2,821          0      9,640      4,260
 
Changes from:       July 24, 2012                                    Total Change is:    -1,576
      -721      2,001          0     -2,203     -2,192        126      1,196        172       -789       -589        -30          0      1,404       -864
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       22.2        0.0       56.1       58.5        2.1       13.7       10.4        0.0        1.8        2.7        0.0        9.3        4.1
 
Number of Traders in Each Category                                    Total Traders:        86
        10          8          0         35         12         11         10          7          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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    75,097
Positions
     5,808     47,254        411     34,456      8,763      1,063     24,729     10,599        683      2,055      3,037        206      5,685      3,081
 
Changes from:       July 24, 2012                                    Total Change is:    -7,329
    -1,246     -1,108     -2,951     -1,617       -293        -15      5,179      2,618     -3,543        812         73       -573     -3,375     -1,537
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       62.9        0.5       45.9       11.7        1.4       32.9       14.1        0.9        2.7        4.0        0.3        7.6        4.1
 
Number of Traders in Each Category                                    Total Traders:       223
        15         32          7         31         21         11         65         35         14         15          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   375,485
Positions
    29,038    236,269      2,057    172,282     43,814      5,313    123,647     52,997      3,415     10,277     15,186      1,031     28,425     15,404
 
Changes from:       July 24, 2012                                    Total Change is:    15,811
       615     16,587        450     -6,584     -1,465        -75     22,428      6,468     -2,858      1,290        363        -97        643     -3,562
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       62.9        0.5       45.9       11.7        1.4       32.9       14.1        0.9        2.7        4.0        0.3        7.6        4.1
 
Number of Traders in Each Category                                    Total Traders:       223
        15         32          7         31         21         11         65         35         14         15          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   439,515
Positions
   182,740     36,646     13,895    132,287    222,869     26,197     60,999    106,210      2,798      1,520     16,515        183     18,896     14,202
 
Changes from:       July 24, 2012                                    Total Change is:    -4,875
     1,678      1,846      1,340     -4,784     -6,285        274     -1,515        583     -2,005       -981       -767         14      1,105        125
 
Percent of Open Interest Represented by Each Category of Trader
      41.6        8.3        3.2       30.1       50.7        6.0       13.9       24.2        0.6        0.3        3.8        0.0        4.3        3.2
 
Number of Traders in Each Category                                    Total Traders:       244
        19         16          4         56         40         30         47         49         17          .         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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    31,261
Positions
     9,105        267          0      9,922      1,199        434      3,409      8,403          2      1,659      6,248          0      6,730     14,708
 
Changes from:       July 24, 2012                                    Total Change is:     2,226
       973         47          0        881        145        -10         34      1,555          1         -3         -4          0        350        492
 
Percent of Open Interest Represented by Each Category of Trader
      29.1        0.9        0.0       31.7        3.8        1.4       10.9       26.9        0.0        5.3       20.0        0.0       21.5       47.0
 
Number of Traders in Each Category                                    Total Traders:        37
         6          .          0         13          .          .          6          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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    50,766
Positions
    22,699      8,691      1,671      5,272      2,890      1,089      8,024      2,815        360      6,130      3,017          0      5,521     30,233
 
Changes from:       July 24, 2012                                    Total Change is:     5,352
     3,564       -184         25        269        -79        -85        628        934         44       -361       -717          0      1,268      5,414
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       17.1        3.3       10.4        5.7        2.1       15.8        5.5        0.7       12.1        5.9        0.0       10.9       59.6
 
Number of Traders in Each Category                                    Total Traders:        49
        15         10          4          4          .          .          8          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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    66,651
Positions
     1,234     12,719      2,319     46,670     29,224      5,558      6,006     13,793        238        208          0          0      4,418      2,800
 
Changes from:       July 24, 2012                                    Total Change is:    -3,028
        30       -944        162     -2,172     -2,426       -332        -16        596          0          0          0          0       -700        -84
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       19.1        3.5       70.0       43.8        8.3        9.0       20.7        0.4        0.3        0.0        0.0        6.6        4.2
 
Number of Traders in Each Category                                    Total Traders:        65
         .          .          .         24         22          8          7          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   116,446
Positions
    12,887     59,900      2,025     67,035     12,799      4,614     13,458     28,330        783      3,868      2,204         73     11,703      5,718
 
Changes from:       July 24, 2012                                    Total Change is:    -1,415
       256        406         86     -2,228        544       -216      1,436     -1,403        372     -1,596        320       -124        599     -1,400
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       51.4        1.7       57.6       11.0        4.0       11.6       24.3        0.7        3.3        1.9        0.1       10.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       100
         9         19          5         23         12         10         16          8          .          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   702,014
Positions
    16,734    131,282     26,532    253,639    143,965     86,171     61,581     69,462     54,459     25,497     38,899      4,580    172,821    146,664
 
Changes from:       July 24, 2012                                    Total Change is:   -82,383
     3,415    -28,491    -13,730    -31,802        163      8,188     -6,577     -5,915    -27,406     -1,666       -399     -5,544     -7,261     -9,250
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       18.7        3.8       36.1       20.5       12.3        8.8        9.9        7.8        3.6        5.5        0.7       24.6       20.9
 
Number of Traders in Each Category                                    Total Traders:       156
         7         18         18         41         22         33         22         30         32          6         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   356,147
Positions
     4,417    136,021        303    236,206     13,712     35,783      4,062     92,070      3,845      9,152     20,016          0     62,379     54,397
 
Changes from:       July 24, 2012                                    Total Change is:     5,943
     1,933      5,165        187     10,848     -2,108      1,573      2,056     -1,347        721       -422       -100          0    -10,953      1,852
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       38.2        0.1       66.3        3.9       10.0        1.1       25.9        1.1        2.6        5.6        0.0       17.5       15.3
 
Number of Traders in Each Category                                    Total Traders:        70
         .         11          .         32          6         15          .         11          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,234,331
Positions
    44,106    135,075     98,795    193,247     96,072     79,625    350,987    550,873    133,230    175,864     35,568     19,242    139,234     85,851
 
Changes from:       July 24, 2012                                    Total Change is:    27,573
    -3,124    -30,499        894      5,932     18,389     10,003     44,397     32,679     -1,034    -32,377     -8,106     -1,651      4,531      6,896
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       10.9        8.0       15.7        7.8        6.5       28.4       44.6       10.8       14.2        2.9        1.6       11.3        7.0
 
Number of Traders in Each Category                                    Total Traders:       246
        15         28         19         44         26         38         53         38         38         26         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 2,135,131
Positions
   104,595    188,495    188,332    619,099    548,484    209,206    326,737    243,793    263,836     71,522    110,050     36,404    315,400    346,531
 
Changes from:       July 24, 2012                                    Total Change is:  -124,413
     5,040    -39,551    -14,232    -30,059     16,066    -18,929     17,426    -56,261    -44,200    -23,665      8,168     -1,131    -14,662     25,657
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        8.8        8.8       29.0       25.7        9.8       15.3       11.4       12.4        3.3        5.2        1.7       14.8       16.2
 
Number of Traders in Each Category                                    Total Traders:       263
        21         32         44         24         58         50         45         51         63          9         23         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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 1,279,446
Positions
   134,658     84,990     33,674    269,195    527,492     84,560    334,313    138,334     79,160     75,045     64,021     10,388    258,453    256,826
 
Changes from:       July 24, 2012                                    Total Change is:    24,770
     9,699      9,154     -2,826      3,407     10,863      3,488     14,837      2,694     -9,816     10,286     -1,494       -851     -3,452     13,559
 
Percent of Open Interest Represented by Each Category of Trader
      10.5        6.6        2.6       21.0       41.2        6.6       26.1       10.8        6.2        5.9        5.0        0.8       20.2       20.1
 
Number of Traders in Each Category                                    Total Traders:       200
        10         23         19         28         41         39         44         29         38          9         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   544,449
Positions
   216,989    188,389    162,877        991      1,450      4,109     23,213     31,733     91,679      3,542     12,893     13,462     27,586     37,857
 
Changes from:       July 24, 2012                                    Total Change is:    11,041
     6,921     16,358       -969        991       -213         18      1,615     -5,158     -1,831      2,865        314      1,439         -8      1,083
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       34.6       29.9        0.2        0.3        0.8        4.3        5.8       16.8        0.7        2.4        2.5        5.1        7.0
 
Number of Traders in Each Category                                    Total Traders:        93
        24         24         40          .          .          .         15         14         26          5          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,310,074
Positions
 1,394,856  2,728,575  2,840,355    525,091     79,912    246,432  1,435,878    308,072  3,896,707    113,627    329,266    953,861    903,266    926,894
 
Changes from:       July 24, 2012                                    Total Change is:   -22,149
  -102,163    -20,809     58,083     -5,181     19,729      7,460     72,159     36,081     51,588    -24,188    -55,627    -48,988    -30,918    -69,665
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       22.2       23.1        4.3        0.6        2.0       11.7        2.5       31.7        0.9        2.7        7.7        7.3        7.5
 
Number of Traders in Each Category                                    Total Traders:       266
        29         56         84         10         13         21         65         54         90         14         18         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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     9,951
Positions
     6,728        381          0        572        757          6        915      8,484         70      1,339        215          0        321         38
 
Changes from:       July 24, 2012                                    Total Change is:      -419
      -151         45          0        -16        -45          0       -292      1,110         44          0        -80          0         -4     -1,493
 
Percent of Open Interest Represented by Each Category of Trader
      67.6        3.8        0.0        5.7        7.6        0.1        9.2       85.3        0.7       13.5        2.2        0.0        3.2        0.4
 
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 July 31, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    14,378
Positions
    11,340      6,906          0        921        685         46      1,759      6,641          0          0         56          0        312         44
 
Changes from:       July 24, 2012                                    Total Change is:       164
        61        505          0       -104        -10         -2        215       -258          0          0        -90          0         -6         19
 
Percent of Open Interest Represented by Each Category of Trader
      78.9       48.0        0.0        6.4        4.8        0.3       12.2       46.2        0.0        0.0        0.4        0.0        2.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        33
         4          7          0          .          4          .          6         10          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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    66,807
Positions
    14,440     37,198      1,496      5,833         70        253     32,818     25,209      1,117      4,791        221         29      6,030      1,214
 
Changes from:       July 24, 2012                                    Total Change is:    -3,358
       458       -758         24       -862        -14         43     -1,693     -2,672       -111        -39         37         -3     -1,177         95
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       55.7        2.2        8.7        0.1        0.4       49.1       37.7        1.7        7.2        0.3        0.0        9.0        1.8
 
Number of Traders in Each Category                                    Total Traders:       106
         5          .          .          7          .          .         52         11          6         23          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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   312,880
Positions
   121,200     35,157     28,086     41,178      8,050      4,978     20,973    114,871     36,613      2,173     26,471     36,166     21,513     22,488
 
Changes from:       July 24, 2012                                    Total Change is:   -11,176
    -6,315        240      2,112      1,040       -326       -333      2,184     -6,443     -2,858       -193        760     -2,695     -4,118     -1,633
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       11.2        9.0       13.2        2.6        1.6        6.7       36.7       11.7        0.7        8.5       11.6        6.9        7.2
 
Number of Traders in Each Category                                    Total Traders:       128
        17         12         19          8          8          7         15         37         34          8         17         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 31, 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     8,525
Positions
     2,915      1,151          0      2,694        389          0      1,908      6,050        900          0         30          0        108          5
 
Changes from:       July 24, 2012                                    Total Change is:       186
        73       -163          0        266         22          0       -151        330          0          0          0          0         -2         -3
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       13.5        0.0       31.6        4.6        0.0       22.4       71.0       10.6        0.0        0.4        0.0        1.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          0          .          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated August 3, 2012