`Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   109,819
Positions
    38,252      7,578        726     17,389     22,378        161     17,980     38,330      4,384     10,388      2,006         12     20,527     34,244
 
Changes from:       June 18, 2013                                    Total Change is:   -35,665
   -23,776     -8,483    -18,372        202      2,022          1     10,575     -4,088     -9,695      4,553     -2,481       -402      1,249      5,833
 
Percent of Open Interest Represented by Each Category of Trader
      34.8        6.9        0.7       15.8       20.4        0.1       16.4       34.9        4.0        9.5        1.8        0.0       18.7       31.2
 
Number of Traders in Each Category                                    Total Traders:        89
         5          6          4          6          6          4         17         31          9         14          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    31,477
Positions
     7,199     11,197        109          0      1,390          0     13,167      5,995        309        407      1,621          0     10,286     10,856
 
Changes from:       June 18, 2013                                    Total Change is:    -2,369
       -31        786         54          0         75          0     -1,637     -1,437         -5          0          0          0       -750     -1,842
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       35.6        0.3        0.0        4.4        0.0       41.8       19.0        1.0        1.3        5.1        0.0       32.7       34.5
 
Number of Traders in Each Category                                    Total Traders:        31
         4          6          .          0          .          0         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   123,602
Positions
    39,846     12,500        911     14,589     31,245        307     34,051     40,807      4,631      5,881      7,463         11     23,375     25,727
 
Changes from:       June 18, 2013                                    Total Change is:   -16,948
      -874       -483        120     -1,273      2,837         39    -14,051    -19,928        846       -832        401         11       -934       -791
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       10.1        0.7       11.8       25.3        0.2       27.5       33.0        3.7        4.8        6.0        0.0       18.9       20.8
 
Number of Traders in Each Category                                    Total Traders:       106
         8          8          4          .         20          .         26         27         11          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   161,160
Positions
    80,784      5,601        236     25,648     23,241      1,747     31,899     72,542      2,589      1,701     12,441        206     16,350     42,557
 
Changes from:       June 18, 2013                                    Total Change is:    -2,761
    -6,963        812        236        179      2,155          7      1,524        351        303       -878        165         61      2,770     -6,851
 
Percent of Open Interest Represented by Each Category of Trader
      50.1        3.5        0.1       15.9       14.4        1.1       19.8       45.0        1.6        1.1        7.7        0.1       10.1       26.4
 
Number of Traders in Each Category                                    Total Traders:       139
        10          9          .          6         21          .         25         42          9          .         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   211,651
Positions
    26,597     31,093      2,051     32,381     56,653      4,478     76,065     51,019      3,190     17,213     12,284        917     48,759     49,966
 
Changes from:       June 18, 2013                                    Total Change is:    -1,680
       581      1,684        813     -1,272      4,661       -253       -776     -1,957      1,134      2,077       -801       -185     -3,799     -6,776
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       14.7        1.0       15.3       26.8        2.1       35.9       24.1        1.5        8.1        5.8        0.4       23.0       23.6
 
Number of Traders in Each Category                                    Total Traders:       175
        18         14          9         14         21         10         33         40          9         18         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   174,012
Positions
    99,601      1,311        117        632     44,819        985     50,697     75,367        699      5,530      7,479          0     15,751     43,235
 
Changes from:       June 18, 2013                                    Total Change is:    -6,883
       871      1,311         97        632       -135        107     -8,332     -8,902         18     -1,455       -663          0      1,179      1,284
 
Percent of Open Interest Represented by Each Category of Trader
      57.2        0.8        0.1        0.4       25.8        0.6       29.1       43.3        0.4        3.2        4.3        0.0        9.1       24.8
 
Number of Traders in Each Category                                    Total Traders:        91
        12          .          4          .          9          .         22         29          .          7          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    41,549
Positions
    14,778     19,786     12,084          0         89        212      5,131      1,343      3,328      1,379          0      2,855      1,782      1,852
 
Changes from:       June 18, 2013                                    Total Change is:       431
         0       -500       -150       -426         89        212        793      1,081          0          0          0          0          2       -301
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       47.6       29.1        0.0        0.2        0.5       12.3        3.2        8.0        3.3        0.0        6.9        4.3        4.5
 
Number of Traders in Each Category                                    Total Traders:        25
         5         11          9          0          .          .          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    67,796
Positions
    24,470     16,490        537      3,575        941          0     23,774     42,789        660      9,374      2,661          0      5,406      3,718
 
Changes from:       June 18, 2013                                    Total Change is:     3,901
    15,463     -4,383       -112       -311       -116          0     -9,394      7,651       -285       -743       -234          0       -717      1,380
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       24.3        0.8        5.3        1.4        0.0       35.1       63.1        1.0       13.8        3.9        0.0        8.0        5.5
 
Number of Traders in Each Category                                    Total Traders:        93
         7          6          .          5          4          0         25         31          4          8          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    32,142
Positions
    10,105     17,121      3,060      1,806      3,091          0      5,355      1,426      1,515      8,196      3,202      1,335        770      1,392
 
Changes from:       June 18, 2013                                    Total Change is:    -5,217
    -1,050     -4,446       -366          0        346          0      1,234     -1,576        847     -6,104        147          0        222       -169
 
Percent of Open Interest Represented by Each Category of Trader
      31.4       53.3        9.5        5.6        9.6        0.0       16.7        4.4        4.7       25.5       10.0        4.2        2.4        4.3
 
Number of Traders in Each Category                                    Total Traders:        37
         6          7          .          .          .          0          9          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    11,632
Positions
     4,877          0         21        146        488          0      4,117      6,563        231        663        203          0      1,577      4,126
 
Changes from:       June 18, 2013                                    Total Change is:      -110
     2,544       -255         21          0         30          0     -2,804       -285        107        205          0          0       -183        272
 
Percent of Open Interest Represented by Each Category of Trader
      41.9        0.0        0.2        1.3        4.2        0.0       35.4       56.4        2.0        5.7        1.7        0.0       13.6       35.5
 
Number of Traders in Each Category                                    Total Traders:        36
         7          0          .          .          .          0          9         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    45,296
Positions
    10,264     33,197        128      4,733        616        230     18,014      4,482        274      4,698        237         74      6,882      6,059
 
Changes from:       June 18, 2013                                    Total Change is:   -31,197
     2,147     -3,291    -16,143       -521        362        152    -12,964     -5,160     -2,169      1,151       -702       -736     -2,115     -3,510
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       73.3        0.3       10.4        1.4        0.5       39.8        9.9        0.6       10.4        0.5        0.2       15.2       13.4
 
Number of Traders in Each Category                                    Total Traders:        95
        16         14          .          7          .          .         30         14          6         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    90,591
Positions
    20,528     66,394        255      9,466      1,231        460     36,028      8,964        547      9,396        474        148     13,763     12,118
 
Changes from:       June 18, 2013                                    Total Change is:   -62,393
     4,294     -6,582    -32,285     -1,041        723        304    -25,927    -10,320     -4,338      2,301     -1,404     -1,471     -4,230     -7,020
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       73.3        0.3       10.4        1.4        0.5       39.8        9.9        0.6       10.4        0.5        0.2       15.2       13.4
 
Number of Traders in Each Category                                    Total Traders:        95
        16         14          .          7          .          .         30         14          6         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   703,009
Positions
    22,855    196,807      7,359    332,368    153,015     45,420    100,211    143,027     17,723     51,706     45,211      3,945    121,422     90,501
 
Changes from:       June 18, 2013                                    Total Change is:  -288,381
   -15,579      2,715   -132,296    -26,478     18,411    -18,375     -9,105    -55,520    -43,215    -10,622     -1,095     -6,209    -26,502    -52,796
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       28.0        1.0       47.3       21.8        6.5       14.3       20.3        2.5        7.4        6.4        0.6       17.3       12.9
 
Number of Traders in Each Category                                    Total Traders:       543
        29         38         19        106         66         58         88        116         76         46         54         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   157,168
Positions
     4,070     62,460         36     71,094     25,450      2,001     13,172      8,209        529     12,641     11,184        545     53,080     46,754
 
Changes from:       June 18, 2013                                    Total Change is:   -84,920
   -39,391     -4,354    -21,000     10,282     -6,163    -10,707     -7,860     -6,530     -2,209     -1,703     -2,301     -1,732    -10,600    -29,924
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       39.7        0.0       45.2       16.2        1.3        8.4        5.2        0.3        8.0        7.1        0.3       33.8       29.7
 
Number of Traders in Each Category                                    Total Traders:        82
         4         11          .         14          8          8         18         15          7          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,729,204
Positions
   109,099    686,912     21,440  1,320,813    652,266    202,655    452,291    691,189     68,874    202,332    177,144      9,991    341,709    218,733
 
Changes from:       June 18, 2013                                    Total Change is:-1,017,303
  -104,576   -188,292   -332,842   -191,764    114,906    -30,376    -44,322   -283,051   -166,933    -43,103      7,523    -23,876    -79,511   -114,362
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       25.2        0.8       48.4       23.9        7.4       16.6       25.3        2.5        7.4        6.5        0.4       12.5        8.0
 
Number of Traders in Each Category                                    Total Traders:       518
        28         37         19        101         61         54         82        114         65         44         51         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   100,649
Positions
     4,953     39,222        158     55,837     47,732      2,177     24,908      4,637      1,845        840      1,830          0      9,931      3,048
 
Changes from:       June 18, 2013                                    Total Change is:   -23,763
     2,391    -12,594    -11,968     -2,581      3,530       -189     -8,227     -1,251        275        198       -354          0     -3,662     -1,212
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       39.0        0.2       55.5       47.4        2.2       24.7        4.6        1.8        0.8        1.8        0.0        9.9        3.0
 
Number of Traders in Each Category                                    Total Traders:        91
         6         13          .         32         13         10         18          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    60,029
Positions
     2,012     41,166        575     30,415      5,073      1,283     18,155      5,384        538      1,836      3,241         51      5,165      2,717
 
Changes from:       June 18, 2013                                    Total Change is:   -45,038
    -3,519    -13,761    -17,585     -1,367        -60     -3,001     -9,265     -1,223     -2,739       -604     -2,112     -1,436     -5,521     -3,121
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       68.6        1.0       50.7        8.5        2.1       30.2        9.0        0.9        3.1        5.4        0.1        8.6        4.5
 
Number of Traders in Each Category                                    Total Traders:       186
        17         25          4         27         20          8         46         27          7         12         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   300,143
Positions
    10,058    205,831      2,875    152,073     25,365      6,414     90,773     26,922      2,688      9,179     16,206        257     25,826     13,585
 
Changes from:       June 18, 2013                                    Total Change is:  -157,054
   -16,661    -65,644    -54,112    -16,836       -302        995    -47,391    -11,752     -5,256     -1,955     -4,031     -6,351     -9,487    -10,601
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       68.6        1.0       50.7        8.5        2.1       30.2        9.0        0.9        3.1        5.4        0.1        8.6        4.5
 
Number of Traders in Each Category                                    Total Traders:       186
        17         25          4         27         20          8         46         27          7         12         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   341,531
Positions
    74,713     57,083     11,006    129,330    144,124     20,802     64,655     78,616      9,647      5,399      5,788          0     25,979     14,465
 
Changes from:       June 18, 2013                                    Total Change is:   -63,348
     6,751      1,943    -24,634        897      1,100       -390    -23,539    -17,952     -1,231     -1,070     -1,028     -1,746    -18,386    -19,410
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       16.7        3.2       37.9       42.2        6.1       18.9       23.0        2.8        1.6        1.7        0.0        7.6        4.2
 
Number of Traders in Each Category                                    Total Traders:       233
        18         14          .         48         32         19         50         46          9         12         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    55,221
Positions
     4,706     34,287         85     23,689        262        458      9,942     11,054          0      5,130      1,115          0     11,211      7,960
 
Changes from:       June 18, 2013                                    Total Change is:       520
       746        184       -183        -33        262        -39       -194       -356       -175       -104         30          0        502        797
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       62.1        0.2       42.9        0.5        0.8       18.0       20.0        0.0        9.3        2.0        0.0       20.3       14.4
 
Number of Traders in Each Category                                    Total Traders:        66
         8          6          .         18          .          .         14          9          0          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,541
Positions
    18,149     10,929      1,570     12,547      3,496        346     14,805      3,705        349      3,172      1,007          0     10,603     40,139
 
Changes from:       June 18, 2013                                    Total Change is:    -1,533
     1,228        147        109       -779      1,079         12       -929        278       -168       -188        388          0       -818     -3,378
 
Percent of Open Interest Represented by Each Category of Trader
      29.5       17.8        2.6       20.4        5.7        0.6       24.1        6.0        0.6        5.2        1.6        0.0       17.2       65.2
 
Number of Traders in Each Category                                    Total Traders:        80
        17         12          5          9          5          .         23          6          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    77,294
Positions
     4,407     27,920      2,091     34,455     23,990      5,099     24,519     12,547      2,191          0        891          0      4,532      2,565
 
Changes from:       June 18, 2013                                    Total Change is:   -24,022
   -12,175     -6,598    -13,483      2,857      2,154        480        881     -3,556       -419       -240        250          0     -1,923     -2,850
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       36.1        2.7       44.6       31.0        6.6       31.7       16.2        2.8        0.0        1.2        0.0        5.9        3.3
 
Number of Traders in Each Category                                    Total Traders:        76
         4          9          .         26         18         12         12          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   217,229
Positions
    19,075     90,216      8,217     70,396     44,288     42,156     53,375      8,747      1,590      8,720     13,239        617     13,083      8,159
 
Changes from:       June 18, 2013                                    Total Change is:   -45,763
       392    -16,627    -23,755    -11,079     15,779      2,900      3,151    -21,808     -5,030       -376      9,399        241    -12,207     -6,862
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       41.5        3.8       32.4       20.4       19.4       24.6        4.0        0.7        4.0        6.1        0.3        6.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       159
        15         21          5         34         28         20         27         13          6         16          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   546,939
Positions
     9,972     68,247      4,533    240,855     84,450     79,768     52,384     94,376     11,645     13,600     38,313         41    134,141    165,566
 
Changes from:       June 18, 2013                                    Total Change is:   -18,044
    -4,156     -6,088     -7,777     -2,504     -3,222     -5,382    -13,221      7,905     -6,891      2,312     12,404         41     19,534     -9,034
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       12.5        0.8       44.0       15.4       14.6        9.6       17.3        2.1        2.5        7.0        0.0       24.5       30.3
 
Number of Traders in Each Category                                    Total Traders:       156
         7         16          5         38         23         31         22         33         15          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   381,970
Positions
     6,760    104,785      1,060    239,055     50,335     41,609     12,502    109,253      5,914      6,806      4,625          0     68,264     64,389
 
Changes from:       June 18, 2013                                    Total Change is:    -2,527
    -5,291      3,574     -3,462      4,706     -4,353      3,805      2,031     -3,283       -294     -2,546     -3,529          0     -1,476      5,015
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       27.4        0.3       62.6       13.2       10.9        3.3       28.6        1.5        1.8        1.2        0.0       17.9       16.9
 
Number of Traders in Each Category                                    Total Traders:        70
         .         11          5         29         12         18          .          9          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   790,523
Positions
    93,242     72,578     14,525    194,990    234,086     60,063    161,649    194,546     24,790    122,171     54,634     31,734     87,359    103,567
 
Changes from:       June 18, 2013                                    Total Change is:    -8,628
    27,330        792        340    -12,808     30,720     12,224    -27,951    -52,320     -5,890      6,067     -3,143       -933     -7,007      9,582
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        9.2        1.8       24.7       29.6        7.6       20.4       24.6        3.1       15.5        6.9        4.0       11.1       13.1
 
Number of Traders in Each Category                                    Total Traders:       195
        15         24          6         34         26         28         33         31         19         11         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    51,110
Positions
     9,705     27,478      9,322        680          0          0     25,155      7,837      4,959          0         34      1,275         14        205
 
Changes from:       June 18, 2013                                    Total Change is:       195
      -550      1,628       -739          0          0          0      1,769       -525        199          0        -27       -302       -182        -39
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       53.8       18.2        1.3        0.0        0.0       49.2       15.3        9.7        0.0        0.1        2.5        0.0        0.4
 
Number of Traders in Each Category                                    Total Traders:        45
         6         14         13          .          0          0          9         11         11          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,102,828
Positions
   132,180    160,760     23,668    566,218    853,463    290,186    711,363    189,847     47,533     52,726    114,695     23,778    255,176    398,898
 
Changes from:       June 18, 2013                                    Total Change is:    14,995
     2,130    -44,615    -20,475     60,148    105,403     14,749    -22,439    -22,902    -16,934    -23,739     -3,649        350     21,205      3,068
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        7.6        1.1       26.9       40.6       13.8       33.8        9.0        2.3        2.5        5.5        1.1       12.1       19.0
 
Number of Traders in Each Category                                    Total Traders:       298
        24         36         13         25         67         49         60         40         34         16         30          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,467,944
Positions
   249,342    111,884     13,330    352,147    476,327    160,745    317,430    198,977     53,685    129,240    133,393     15,700    176,325    303,903
 
Changes from:       June 18, 2013                                    Total Change is:    25,856
   -16,630      9,074     -3,335     -2,227      7,590     15,014    -24,143    -22,270     16,832     54,547      2,330     -3,738    -10,464      4,359
 
Percent of Open Interest Represented by Each Category of Trader
      17.0        7.6        0.9       24.0       32.4       11.0       21.6       13.6        3.7        8.8        9.1        1.1       12.0       20.7
 
Number of Traders in Each Category                                    Total Traders:       216
        19         21         11         28         44         37         42         30         21         13         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   340,141
Positions
   101,654    103,890    115,030      1,105      2,015      2,013     43,143     19,160     50,360        396      9,689      6,391     20,049     31,593
 
Changes from:       June 18, 2013                                    Total Change is:     3,876
    -7,888      3,664     14,504          0          0     -1,028      1,903     -5,816      2,288        396       -291     -2,487     -3,812     -6,958
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       30.5       33.8        0.3        0.6        0.6       12.7        5.6       14.8        0.1        2.8        1.9        5.9        9.3
 
Number of Traders in Each Category                                    Total Traders:        68
        15         23         25          .          .          .         16          6         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,747,346
Positions
 1,921,254  2,506,949  1,399,200    921,911    674,516    225,736    976,359    503,288  1,977,050    374,406    155,838    289,201    662,229  1,015,568
 
Changes from:       June 18, 2013                                    Total Change is:   -27,351
   -26,058     69,684     15,272     31,120     48,901    -12,985     -9,727     60,506   -120,008    196,125    -46,041      3,776   -104,866    -46,456
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       28.7       16.0       10.5        7.7        2.6       11.2        5.8       22.6        4.3        1.8        3.3        7.6       11.6
 
Number of Traders in Each Category                                    Total Traders:       228
        25         41         61          9          9         16         59         34         80         16         14         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    29,075
Positions
    23,540        550          0      1,460      7,155         68      3,624     14,446         16        320      6,799          0         47         41
 
Changes from:       June 18, 2013                                    Total Change is:      -723
      -247       -292          0       -736        193         -3        814       -935          0       -575        332          0         24        -18
 
Percent of Open Interest Represented by Each Category of Trader
      81.0        1.9        0.0        5.0       24.6        0.2       12.5       49.7        0.1        1.1       23.4        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        31
         6          .          0          .          5          .          .          6          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    52,740
Positions
     9,812     13,659        874      4,039      1,015        193     11,576     30,996      2,338     16,294      1,283          4      7,610      2,378
 
Changes from:       June 18, 2013                                    Total Change is:     1,704
       739        633          0      1,066       -369        -31     -2,679       -411      1,113      1,051        670          4        441         95
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       25.9        1.7        7.7        1.9        0.4       21.9       58.8        4.4       30.9        2.4        0.0       14.4        4.5
 
Number of Traders in Each Category                                    Total Traders:       131
         4          4          .         11          .          .         20         21          .         63          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   293,710
Positions
    60,716     29,810     28,121     35,624     14,284     13,909     26,795     76,599     53,956      2,452     10,505     38,295     33,842     28,231
 
Changes from:       June 18, 2013                                    Total Change is:   -73,994
   -11,014      2,145    -19,037     -6,611     -2,804     -1,281     -9,560    -24,069     -6,954     -1,928     -1,666    -16,036     -1,573     -4,292
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       10.1        9.6       12.1        4.9        4.7        9.1       26.1       18.4        0.8        3.6       13.0       11.5        9.6
 
Number of Traders in Each Category                                    Total Traders:       156
        18         14         18          7         12         11         30         45         45         10         12         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,557
Positions
     1,299      7,693          0      6,735          0          0        927      1,261          0          0          0          0        596        603
 
Changes from:       June 18, 2013                                    Total Change is:      -738
        23        -32          0       -220          0          0       -561       -816        -71          0          0          0         91        181
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       80.5        0.0       70.5        0.0        0.0        9.7       13.2        0.0        0.0        0.0        0.0        6.2        6.3
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         10          0          0          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated June 28, 2013