`Traders in Financial Futures - Futures Only Positions as of July 16, 2013                   
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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   133,870
Positions
    55,029     11,533      1,456     16,097     21,981        147     26,581     52,474      4,958      8,357      3,309      1,440     19,805     36,572
 
Changes from:       July 9, 2013                                     Total Change is:    -6,236
        53      3,872        908       -337       -437         17     -3,517     -9,016        -47     -2,262        310        -50     -1,001     -1,793
 
Percent of Open Interest Represented by Each Category of Trader
      41.1        8.6        1.1       12.0       16.4        0.1       19.9       39.2        3.7        6.2        2.5        1.1       14.8       27.3
 
Number of Traders in Each Category                                    Total Traders:        89
         6          8          4          6          5          .         17         30          7         11          5          .
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Traders in Financial Futures - Futures Only Positions as of July 16, 2013                   
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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    40,258
Positions
    17,359      8,384        208          0      1,857          0     14,635     13,647        313        408      1,621          0      7,335     14,228
 
Changes from:       July 9, 2013                                     Total Change is:       821
     3,656        134         70          0         34          0     -1,145      1,593         23     -1,216          0       -146       -421       -887
 
Percent of Open Interest Represented by Each Category of Trader
      43.1       20.8        0.5        0.0        4.6        0.0       36.4       33.9        0.8        1.0        4.0        0.0       18.2       35.3
 
Number of Traders in Each Category                                    Total Traders:        37
        10          5          .          0          .          0         10          7          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 16, 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   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   151,127
Positions
    82,614      4,240        575     12,048     27,933        224     24,086     67,901      5,110     11,497      7,361        386     14,587     37,397
 
Changes from:       July 9, 2013                                     Total Change is:     6,094
    15,126       -379          6     -1,242     -1,425         39     -6,275      5,947        788         19      1,524          0     -2,367       -406
 
Percent of Open Interest Represented by Each Category of Trader
      54.7        2.8        0.4        8.0       18.5        0.1       15.9       44.9        3.4        7.6        4.9        0.3        9.7       24.7
 
Number of Traders in Each Category                                    Total Traders:       110
        14          6          .          6         16          .         20         36         12          5          7          .
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Traders in Financial Futures - Futures Only Positions as of July 16, 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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   182,429
Positions
   108,780      5,334        270     25,424     22,504      1,784     26,520     92,385      2,093      3,582     12,889        326     13,650     44,844
 
Changes from:       July 9, 2013                                     Total Change is:    -2,820
     2,543      1,793        223       -915     -1,203         28     -4,397       -428       -178        161        475        -13       -272     -3,517
 
Percent of Open Interest Represented by Each Category of Trader
      59.6        2.9        0.1       13.9       12.3        1.0       14.5       50.6        1.1        2.0        7.1        0.2        7.5       24.6
 
Number of Traders in Each Category                                    Total Traders:       133
        13          7          .          6         19          .         21         46         11          4         17          .
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Traders in Financial Futures - Futures Only Positions as of July 16, 2013                   
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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   220,137
Positions
    70,762     12,181      3,273     36,032     55,673      4,681     42,779     68,057      3,267     22,144     12,170      2,808     34,391     58,027
 
Changes from:       July 9, 2013                                     Total Change is:    -4,914
    -1,242      3,464        211      1,435        363        515        130     -1,908     -1,114      2,569       -944        123     -7,541     -5,624
 
Percent of Open Interest Represented by Each Category of Trader
      32.1        5.5        1.5       16.4       25.3        2.1       19.4       30.9        1.5       10.1        5.5        1.3       15.6       26.4
 
Number of Traders in Each Category                                    Total Traders:       169
        21         12          9         14         21         11         23         41         15         19         18          .
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Traders in Financial Futures - Futures Only Positions as of July 16, 2013                   
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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   186,264
Positions
   111,534      8,299        399        649     43,180      1,006     47,351     81,982      1,326      7,481      9,798         15     16,503     40,259
 
Changes from:       July 9, 2013                                     Total Change is:     7,669
     6,703      4,209         76          0       -229         54     -1,658      4,988        328      1,377       -207         14        775     -1,564
 
Percent of Open Interest Represented by Each Category of Trader
      59.9        4.5        0.2        0.3       23.2        0.5       25.4       44.0        0.7        4.0        5.3        0.0        8.9       21.6
 
Number of Traders in Each Category                                    Total Traders:        97
         9          8          6          .          9          5         20         33          8          6         11          .
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Traders in Financial Futures - Futures Only Positions as of July 16, 2013                   
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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    40,442
Positions
    15,844     19,504     12,691          0      1,270          0      3,875        257      3,328      1,379          0      2,855        470        537
 
Changes from:       July 9, 2013                                     Total Change is:      -278
       316         86       -211          0        313        -64       -377       -372          0          0          0          0         58        -30
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       48.2       31.4        0.0        3.1        0.0        9.6        0.6        8.2        3.4        0.0        7.1        1.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        23
         6         10          9          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 16, 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   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    78,638
Positions
    25,973     19,410        405      2,994        615          0     33,320     48,470        686      8,942      6,702          0      6,318      2,350
 
Changes from:       July 9, 2013                                     Total Change is:    10,087
       -46      1,544         91       -235        -22          0      9,623      6,433        -25        459      2,850          0        220       -784
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       24.7        0.5        3.8        0.8        0.0       42.4       61.6        0.9       11.4        8.5        0.0        8.0        3.0
 
Number of Traders in Each Category                                    Total Traders:        97
         7          8          .          4          .          0         32         28          5          9          7          0
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Traders in Financial Futures - Futures Only Positions as of July 16, 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   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,576
Positions
    10,049     14,653      3,255        744      3,087          0      2,903      1,948        367      9,531      3,155          0        727      1,111
 
Changes from:       July 9, 2013                                     Total Change is:      -215
      -334        267       -142          0        -70          0        289        237        -42          0        -55          0         14       -410
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       53.1       11.8        2.7       11.2        0.0       10.5        7.1        1.3       34.6       11.4        0.0        2.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        28
         5          5          .          .          .          0          5          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    12,904
Positions
     6,860        142         15        146        509          0      2,817      7,528        145        668        309          0      2,253      4,256
 
Changes from:       July 9, 2013                                     Total Change is:       392
     1,237        -75        -12          0         -7          0     -1,210        757         59        156          6          0        162       -336
 
Percent of Open Interest Represented by Each Category of Trader
      53.2        1.1        0.1        1.1        3.9        0.0       21.8       58.3        1.1        5.2        2.4        0.0       17.5       33.0
 
Number of Traders in Each Category                                    Total Traders:        38
         6          .          .          .          .          0          5         19          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,559
Positions
     9,875     44,688        210      5,552        277        404     29,281      5,710        254      4,463        533         79      8,443      6,407
 
Changes from:       July 9, 2013                                     Total Change is:     5,719
       809      6,562         14        539         10        -30      3,368       -626         34         93        -69          0        894       -175
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       76.3        0.4        9.5        0.5        0.7       50.0        9.7        0.4        7.6        0.9        0.1       14.4       10.9
 
Number of Traders in Each Category                                    Total Traders:        98
        16         14          .          9          .          .         31         15          7          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   117,118
Positions
    19,750     89,376        419     11,103        553        808     58,561     11,419        508      8,926      1,065        157     16,886     12,813
 
Changes from:       July 9, 2013                                     Total Change is:    11,438
     1,618     13,124         28      1,077         19        -60      6,736     -1,252         67        185       -138          0      1,787       -350
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       76.3        0.4        9.5        0.5        0.7       50.0        9.7        0.4        7.6        0.9        0.1       14.4       10.9
 
Number of Traders in Each Category                                    Total Traders:        98
        16         14          .          9          .          .         31         15          7          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   716,164
Positions
    22,106    198,373     12,420    335,096    134,768     40,044     99,339    165,397     25,920     55,645     41,120      4,624    120,970     93,498
 
Changes from:       July 9, 2013                                     Total Change is:    10,418
     1,100     12,143     -4,820      3,710     -3,838       -827      3,046      9,710      1,102      8,833     -1,879         16     -1,742     -1,189
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       27.7        1.7       46.8       18.8        5.6       13.9       23.1        3.6        7.8        5.7        0.6       16.9       13.1
 
Number of Traders in Each Category                                    Total Traders:       557
        30         42         18        117         55         59         93        107         75         54         59         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   159,348
Positions
     7,915     54,927        244     72,349     29,345      1,417     10,745     14,444        617     12,828      9,538        423     52,810     48,393
 
Changes from:       July 9, 2013                                     Total Change is:    -1,663
    -2,367     -2,832        208       -339        246        -26        446      2,865        206       -106     -1,489         -8        323       -833
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       34.5        0.2       45.4       18.4        0.9        6.7        9.1        0.4        8.1        6.0        0.3       33.1       30.4
 
Number of Traders in Each Category                                    Total Traders:        90
         5         11          .         15          8          8         23         13          5          9          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 2,784,081
Positions
    99,875    746,152     31,958  1,331,030    544,407    175,843    496,752    808,545     72,734    220,946    164,774     14,143    340,800    225,525
 
Changes from:       July 9, 2013                                     Total Change is:    60,405
    -7,728     49,811        -76     20,543    -20,120     -4,304     14,002     35,228      3,478     38,857     -7,786      5,956    -10,323     -1,782
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       26.8        1.1       47.8       19.6        6.3       17.8       29.0        2.6        7.9        5.9        0.5       12.2        8.1
 
Number of Traders in Each Category                                    Total Traders:       535
        29         40         18        112         50         55         91        106         67         50         57         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   115,190
Positions
     2,953     57,939        121     64,696     42,688      1,914     34,131      5,768        625        593      1,795          0     10,157      4,340
 
Changes from:       July 9, 2013                                     Total Change is:     4,965
        83      5,660          1      2,927       -752       -359      1,621       -226        240        -37        -10          0        489        411
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       50.3        0.1       56.2       37.1        1.7       29.6        5.0        0.5        0.5        1.6        0.0        8.8        3.8
 
Number of Traders in Each Category                                    Total Traders:        96
         4         16          .         35         13         12         16          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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    73,333
Positions
     1,079     50,357        459     35,356      5,006        792     26,936      7,742        202      2,356      5,367         60      6,092      3,348
 
Changes from:       July 9, 2013                                     Total Change is:     9,329
      -286      6,539        -56      3,569       -172        -21      5,440      1,277         85        157      1,079        -37        477        635
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       68.7        0.6       48.2        6.8        1.1       36.7       10.6        0.3        3.2        7.3        0.1        8.3        4.6
 
Number of Traders in Each Category                                    Total Traders:       214
        11         26          5         33         18          9         63         25          7         19         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   366,666
Positions
     5,396    251,783      2,296    176,782     25,032      3,958    134,682     38,708      1,012     11,781     26,837        300     30,459     16,740
 
Changes from:       July 9, 2013                                     Total Change is:    46,647
    -1,428     32,695       -278     17,844       -860       -106     27,198      6,386        426        787      5,394       -183      2,387      3,173
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       68.7        0.6       48.2        6.8        1.1       36.7       10.6        0.3        3.2        7.3        0.1        8.3        4.6
 
Number of Traders in Each Category                                    Total Traders:       214
        11         26          5         33         18          9         63         25          7         19         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   353,702
Positions
    72,498     81,946      4,876    141,844    138,095     19,421     79,642     78,269      6,254      5,839      6,199        300     23,028     18,342
 
Changes from:       July 9, 2013                                     Total Change is:     8,487
    -1,362     16,608     -2,424      3,408     -1,197       -412      5,308     -9,151        568        148         34        -88      3,341      4,549
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       23.2        1.4       40.1       39.0        5.5       22.5       22.1        1.8        1.7        1.8        0.1        6.5        5.2
 
Number of Traders in Each Category                                    Total Traders:       257
        18         17          .         56         35         23         55         50          8         15         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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    65,374
Positions
     7,435     43,769        109     24,648          0        278     15,632     14,792          0      5,696        530          0     11,576      5,896
 
Changes from:       July 9, 2013                                     Total Change is:     2,672
      -338      3,318         24        444          0         93      1,879        741       -111        131        -97          0        550     -1,296
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       67.0        0.2       37.7        0.0        0.4       23.9       22.6        0.0        8.7        0.8        0.0       17.7        9.0
 
Number of Traders in Each Category                                    Total Traders:        68
         7          8          .         19          0          .         16          8          0          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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    71,541
Positions
    21,604     15,824        522     13,468      2,397        452     20,505      4,086      1,750      4,142      1,513          0      9,098     44,997
 
Changes from:       July 9, 2013                                     Total Change is:    -2,111
    -1,311        251         65      1,774       -597         82     -2,939      1,290         15        657        574          0       -454     -3,791
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       22.1        0.7       18.8        3.4        0.6       28.7        5.7        2.4        5.8        2.1        0.0       12.7       62.9
 
Number of Traders in Each Category                                    Total Traders:        86
        17         13          .          9          .          .         24          9          6          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    79,108
Positions
     1,889     31,409      2,146     35,658     23,719      3,937     26,737     11,794      2,145          0        891          0      6,596      3,067
 
Changes from:       July 9, 2013                                     Total Change is:     1,275
       195      1,631          0       -591      2,534       -165      1,116     -2,940        -30       -253          0          0      1,003        245
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       39.7        2.7       45.1       30.0        5.0       33.8       14.9        2.7        0.0        1.1        0.0        8.3        3.9
 
Number of Traders in Each Category                                    Total Traders:        79
         .         10          .         26         20         11         12          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   224,587
Positions
    16,401    103,776      5,952     92,176     33,961     32,503     39,138     21,496      1,686     23,538     17,681        833     12,360      6,699
 
Changes from:       July 9, 2013                                     Total Change is:   -18,264
     3,818     -1,626     -1,686     17,797     -3,891    -12,849        956        210          2    -26,759      2,039         26        431       -489
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       46.2        2.7       41.0       15.1       14.5       17.4        9.6        0.8       10.5        7.9        0.4        5.5        3.0
 
Number of Traders in Each Category                                    Total Traders:       161
        17         22          5         35         27         20         19         20         11         12          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   576,327
Positions
     9,251     74,003      1,076    260,629     89,688     84,647     69,694     88,807      8,776     16,333     56,252        292    125,629    172,786
 
Changes from:       July 9, 2013                                     Total Change is:       310
    -8,073     12,728       -108      3,197     -7,774     -4,787     12,262     -3,170      1,185      2,219        153        127     -5,712      1,956
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       12.8        0.2       45.2       15.6       14.7       12.1       15.4        1.5        2.8        9.8        0.1       21.8       30.0
 
Number of Traders in Each Category                                    Total Traders:       169
         4         19          7         40         27         30         23         38         18          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   376,666
Positions
     1,873     93,560         66    235,303     39,651     45,060     13,477    118,321      1,303      9,350      6,125          0     70,234     72,580
 
Changes from:       July 9, 2013                                     Total Change is:      -517
    -4,007     -6,962        -12     -1,397      1,220        199         89       -187        174        460          0          0      3,977      5,051
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       24.8        0.0       62.5       10.5       12.0        3.6       31.4        0.3        2.5        1.6        0.0       18.6       19.3
 
Number of Traders in Each Category                                    Total Traders:        69
         .          9          .         31         12         20          .          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   783,842
Positions
   118,682     63,709      4,323    211,747    234,244     72,213    152,672    203,021      7,157     97,327     57,848     30,573     89,148    110,754
 
Changes from:       July 9, 2013                                     Total Change is:    16,292
    14,739     -3,003         -2      9,459    -16,599       -883     -4,238     33,524      1,164     -3,807      4,495        161       -301     -2,565
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        8.1        0.6       27.0       29.9        9.2       19.5       25.9        0.9       12.4        7.4        3.9       11.4       14.1
 
Number of Traders in Each Category                                    Total Traders:       201
        16         19          5         35         27         29         36         31         22         13         24          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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    34,656
Positions
    12,494     13,471      6,247      1,139          0          0      8,065      8,354      5,015         21          0        985        690        584
 
Changes from:       July 9, 2013                                     Total Change is:       513
       207       -468        342        300          0          0       -311        833        879         11          0        -39       -876     -1,034
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       38.9       18.0        3.3        0.0        0.0       23.3       24.1       14.5        0.1        0.0        2.8        2.0        1.7
 
Number of Traders in Each Category                                    Total Traders:        41
         8         10         10          .          0          0         10         11          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 2,120,175
Positions
   167,084    169,983     27,872    571,367    780,608    306,688    708,899    192,685     33,303     50,866    158,897     29,634    224,462    420,505
 
Changes from:       July 9, 2013                                     Total Change is:  -106,773
    -4,091    -19,168      3,500      3,690    -25,425     -5,304    -76,572    -47,309    -21,236    -12,052    -10,006      3,173      2,119     15,002
 
Percent of Open Interest Represented by Each Category of Trader
       7.9        8.0        1.3       26.9       36.8       14.5       33.4        9.1        1.6        2.4        7.5        1.4       10.6       19.8
 
Number of Traders in Each Category                                    Total Traders:       310
        30         35         15         25         67         51         59         49         40         16         29          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 1,586,558
Positions
   255,761     99,903     14,605    437,677    483,555    151,277    351,973    355,726     37,838    158,706    134,436      9,555    169,166    299,663
 
Changes from:       July 9, 2013                                     Total Change is:    51,788
    -9,761       -240     -1,545     25,309      8,767     -9,649     57,016     58,259    -11,739      4,512      9,679     -3,342        987      1,598
 
Percent of Open Interest Represented by Each Category of Trader
      16.1        6.3        0.9       27.6       30.5        9.5       22.2       22.4        2.4       10.0        8.5        0.6       10.7       18.9
 
Number of Traders in Each Category                                    Total Traders:       226
        19         21          9         33         41         38         42         39         23         10         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   305,992
Positions
    80,569     77,213    109,460      1,015        745      2,013     38,496     24,298     41,230          0      7,117      9,061     24,148     34,855
 
Changes from:       July 9, 2013                                     Total Change is:     4,193
        35     -2,152       -540          0          0          0     -2,184      1,387     -1,468          0        433      3,607      4,743      2,926
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       25.2       35.8        0.3        0.2        0.7       12.6        7.9       13.5        0.0        2.3        3.0        7.9       11.4
 
Number of Traders in Each Category                                    Total Traders:        63
        13         22         22          .          .          .         13          7         16          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 8,565,243
Positions
 1,891,013  2,372,414  1,540,545    975,038    766,598    202,461  1,051,282    437,333  1,623,509    308,074    296,837    277,250    696,071  1,048,296
 
Changes from:       July 9, 2013                                     Total Change is:  -175,460
    86,077    -16,121    -19,617      1,009     50,387    -10,221     -9,971    -17,751   -202,382    -35,314     22,587    -17,776     32,735     35,434
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       27.7       18.0       11.4        9.0        2.4       12.3        5.1       19.0        3.6        3.5        3.2        8.1       12.2
 
Number of Traders in Each Category                                    Total Traders:       232
        28         44         67         12          8         17         56         34         84         17         14         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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    30,246
Positions
    24,874        961          0      1,690      7,060         80      2,752     14,734         16        820      7,388          0         14          7
 
Changes from:       July 9, 2013                                     Total Change is:       -31
       411        240          0         35        -15         26       -979       -567          0        500        336          0        -24        -51
 
Percent of Open Interest Represented by Each Category of Trader
      82.2        3.2        0.0        5.6       23.3        0.3        9.1       48.7        0.1        2.7       24.4        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        40
         7          4          0          .          5          .          .          7          .          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    11,742
Positions
    11,733      1,930          4          0      3,490          0          0      4,522          0          0      1,785          0          5         11
 
Changes from:       July 9, 2013                                     Total Change is:     2,462
     2,489      1,644        -20          0        -23          0          0        332          0          0        525          0         -7          4
 
Percent of Open Interest Represented by Each Category of Trader
      99.9       16.4        0.0        0.0       29.7        0.0        0.0       38.5        0.0        0.0       15.2        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         .          4          .          0          5          0          0          8          0          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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    64,342
Positions
    12,511     29,902        874      7,902        384        372     21,089     29,627        740     13,330      1,104          0      7,524      1,339
 
Changes from:       July 9, 2013                                     Total Change is:    -5,138
     1,164       -189          0         77          0         39     -1,564     -3,649        -71     -3,162       -862          0     -1,621       -406
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       46.5        1.4       12.3        0.6        0.6       32.8       46.0        1.2       20.7        1.7        0.0       11.7        2.1
 
Number of Traders in Each Category                                    Total Traders:       132
         6          .          .         11          .          .         40         12          4         53          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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   356,401
Positions
    88,952     23,255     49,382     55,635     22,555     11,461     32,365    116,007     48,306      5,230     16,159     44,428     20,642     24,848
 
Changes from:       July 9, 2013                                     Total Change is:    20,474
     6,116     -1,989     10,927      2,128      1,307     -1,923     -3,901      4,710      4,967        966     -1,494      6,968     -5,774     -2,999
 
Percent of Open Interest Represented by Each Category of Trader
      25.0        6.5       13.9       15.6        6.3        3.2        9.1       32.5       13.6        1.5        4.5       12.5        5.8        7.0
 
Number of Traders in Each Category                                    Total Traders:       166
        23          8         24          8         13         10         28         51         51         10         19         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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     9,987
Positions
     1,293      7,693          0      6,561          0          0      1,206      1,627        145          0          0          0        782        522
 
Changes from:       July 9, 2013                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       77.0        0.0       65.7        0.0        0.0       12.1       16.3        1.5        0.0        0.0        0.0        7.8        5.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0         11          0          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated July 19, 2013