`Traders in Financial Futures - Futures Only Positions as of July 9, 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   140,106
Positions
    54,976      7,661        548     16,434     22,418        130     30,098     61,490      5,005     10,619      2,999      1,490     20,806     38,365
 
Changes from:       July 2, 2013                                     Total Change is:    13,352
     8,855        798       -521        -86       -479          3      2,934     10,085        130       -626      1,034      1,476      1,187        826
 
Percent of Open Interest Represented by Each Category of Trader
      39.2        5.5        0.4       11.7       16.0        0.1       21.5       43.9        3.6        7.6        2.1        1.1       14.9       27.4
 
Number of Traders in Each Category                                    Total Traders:        87
         8          6          5          5          6          .         14         31          7         11          5          .
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Traders in Financial Futures - Futures Only Positions as of July 9, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    39,437
Positions
    13,703      8,250        138          0      1,823          0     15,780     12,054        290      1,624      1,621        146      7,756     15,115
 
Changes from:       July 2, 2013                                     Total Change is:     7,642
     3,607       -219         34          0        438          0      4,264      4,847          8      1,216       -881        146     -1,633      3,269
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       20.9        0.3        0.0        4.6        0.0       40.0       30.6        0.7        4.1        4.1        0.4       19.7       38.3
 
Number of Traders in Each Category                                    Total Traders:        37
        11          4          .          0          .          0         10          6          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of July 9, 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   145,033
Positions
    67,488      4,619        569     13,290     29,358        185     30,361     61,954      4,322     11,478      5,837        386     16,954     37,803
 
Changes from:       July 2, 2013                                     Total Change is:    13,216
    13,921      1,644         33     -1,428     -1,482         19     -1,693      6,612        443      1,565        -29        370        -14      5,606
 
Percent of Open Interest Represented by Each Category of Trader
      46.5        3.2        0.4        9.2       20.2        0.1       20.9       42.7        3.0        7.9        4.0        0.3       11.7       26.1
 
Number of Traders in Each Category                                    Total Traders:       113
        14          6          .          5         17          .         20         40          9          6          5          .
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Traders in Financial Futures - Futures Only Positions as of July 9, 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   185,249
Positions
   106,237      3,541         47     26,339     23,707      1,756     30,917     92,813      2,271      3,421     12,414        339     13,922     48,361
 
Changes from:       July 2, 2013                                     Total Change is:     6,323
    11,133       -577       -145      1,106       -703          2     -3,357      8,415        -24     -1,350     -1,033        102     -1,144        286
 
Percent of Open Interest Represented by Each Category of Trader
      57.3        1.9        0.0       14.2       12.8        0.9       16.7       50.1        1.2        1.8        6.7        0.2        7.5       26.1
 
Number of Traders in Each Category                                    Total Traders:       133
        14          6          .          6         20          .         21         46          7          .         17          .
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Traders in Financial Futures - Futures Only Positions as of July 9, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   225,051
Positions
    72,004      8,717      3,062     34,597     55,310      4,166     42,649     69,965      4,381     19,575     13,114      2,685     41,932     63,651
 
Changes from:       July 2, 2013                                     Total Change is:    28,987
    28,232     -1,480      1,076      1,742       -194         -6     -5,020     16,810        763      1,400        450      1,599       -799      9,969
 
Percent of Open Interest Represented by Each Category of Trader
      32.0        3.9        1.4       15.4       24.6        1.9       19.0       31.1        1.9        8.7        5.8        1.2       18.6       28.3
 
Number of Traders in Each Category                                    Total Traders:       164
        20          9          7         14         21          9         25         45         18         15         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   178,595
Positions
   104,831      4,090        323        649     43,409        952     49,009     76,994        998      6,104     10,005          1     15,728     41,823
 
Changes from:       July 2, 2013                                     Total Change is:    -4,330
    -2,121      1,903         94         17       -460        -16        630     -7,226        -84     -1,402      1,005        -77     -1,371        531
 
Percent of Open Interest Represented by Each Category of Trader
      58.7        2.3        0.2        0.4       24.3        0.5       27.4       43.1        0.6        3.4        5.6        0.0        8.8       23.4
 
Number of Traders in Each Category                                    Total Traders:        94
        10          6          5          .          9          4         20         32          5          5         11          .
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Traders in Financial Futures - Futures Only Positions as of July 9, 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    40,720
Positions
    15,528     19,418     12,902          0        957         64      4,252        629      3,328      1,379          0      2,855        412        567
 
Changes from:       July 2, 2013                                     Total Change is:      -557
       283       -152        -58          0        237         12       -760       -366          0          0          0          0        -34       -230
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       47.7       31.7        0.0        2.4        0.2       10.4        1.5        8.2        3.4        0.0        7.0        1.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        24
         7          9         10          0          .          .          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    68,551
Positions
    26,019     17,866        314      3,229        637          0     23,697     42,037        711      8,483      3,852          0      6,098      3,134
 
Changes from:       July 2, 2013                                     Total Change is:     3,688
      -618      2,032        314        -56       -307          0      3,281      1,950        133        -12         12          0        646       -446
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       26.1        0.5        4.7        0.9        0.0       34.6       61.3        1.0       12.4        5.6        0.0        8.9        4.6
 
Number of Traders in Each Category                                    Total Traders:        90
         6          7          .          4          .          0         31         25          5          7          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    27,791
Positions
    10,383     14,386      3,397        744      3,157          0      2,614      1,711        409      9,531      3,210          0        713      1,521
 
Changes from:       July 2, 2013                                     Total Change is:       149
        -6          4         49          0         34          0         -5          5         67          0        -21          0         44         11
 
Percent of Open Interest Represented by Each Category of Trader
      37.4       51.8       12.2        2.7       11.4        0.0        9.4        6.2        1.5       34.3       11.6        0.0        2.6        5.5
 
Number of Traders in Each Category                                    Total Traders:        28
         7          4          .          .          .          0          5          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    12,512
Positions
     5,623        217         27        146        516          0      4,027      6,771         86        512        303          0      2,091      4,592
 
Changes from:       July 2, 2013                                     Total Change is:       128
      -331         91         -4          0          8          0        120       -193        -75        222        100          0        196        201
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        1.7        0.2        1.2        4.1        0.0       32.2       54.1        0.7        4.1        2.4        0.0       16.7       36.7
 
Number of Traders in Each Category                                    Total Traders:        37
         6          .          .          .          .          0          7         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    52,840
Positions
     9,066     38,126        196      5,013        267        434     25,913      6,336        221      4,371        602         79      7,550      6,582
 
Changes from:       July 2, 2013                                     Total Change is:     5,787
      -410      1,753         59         18       -248        130      5,780      3,127         38       -444        255          3        614        671
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       72.2        0.4        9.5        0.5        0.8       49.0       12.0        0.4        8.3        1.1        0.1       14.3       12.5
 
Number of Traders in Each Category                                    Total Traders:        98
        15         14          .          7          .          .         30         16          6          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   105,680
Positions
    18,132     76,252        391     10,026        534        868     51,825     12,671        441      8,741      1,203        157     15,099     13,163
 
Changes from:       July 2, 2013                                     Total Change is:    11,573
      -819      3,506        118         35       -496        259     11,560      6,254         76       -888        509          5      1,227      1,342
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       72.2        0.4        9.5        0.5        0.8       49.0       12.0        0.4        8.3        1.1        0.1       14.3       12.5
 
Number of Traders in Each Category                                    Total Traders:        98
        15         14          .          7          .          .         30         16          6          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   705,746
Positions
    21,006    186,230     17,240    331,386    138,605     40,871     96,293    155,687     24,818     46,812     42,999      4,608    122,712     94,687
 
Changes from:       July 2, 2013                                     Total Change is:     2,017
      -196      2,365     -1,044      7,666     -5,318     -3,011     -2,593      6,088     -1,825     -2,383       -785       -263      5,665      5,810
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       26.4        2.4       47.0       19.6        5.8       13.6       22.1        3.5        6.6        6.1        0.7       17.4       13.4
 
Number of Traders in Each Category                                    Total Traders:       546
        27         39         18        116         60         59         86        115         77         42         61         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   161,011
Positions
    10,282     57,759         36     72,688     29,099      1,443     10,299     11,579        411     12,934     11,027        431     52,487     49,226
 
Changes from:       July 2, 2013                                     Total Change is:    -1,274
       313     -4,043          0       -269      1,693       -200       -459     -2,697       -110     -1,449        -55         17        883      4,121
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       35.9        0.0       45.1       18.1        0.9        6.4        7.2        0.3        8.0        6.8        0.3       32.6       30.6
 
Number of Traders in Each Category                                    Total Traders:        89
         4         12          .         15          8          8         21         13          4          9          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 2,723,676
Positions
   107,603    696,341     32,034  1,310,487    564,527    180,147    482,750    773,317     69,256    182,089    172,560      8,187    351,123    227,307
 
Changes from:       July 2, 2013                                     Total Change is:    16,454
   -11,042     23,542      3,280     41,718    -33,014    -16,099    -10,296     44,299     -8,949     -7,605     -6,587      1,537     23,910      8,445
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       25.6        1.2       48.1       20.7        6.6       17.7       28.4        2.5        6.7        6.3        0.3       12.9        8.3
 
Number of Traders in Each Category                                    Total Traders:       520
        27         36         17        111         55         55         83        113         63         39         56         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   110,225
Positions
     2,870     52,279        120     61,769     43,440      2,273     32,510      5,994        385        630      1,805          0      9,668      3,929
 
Changes from:       July 2, 2013                                     Total Change is:     4,709
      -409      6,594          7        735     -2,860        142      3,970         41         11       -258        -10          0        511        784
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       47.4        0.1       56.0       39.4        2.1       29.5        5.4        0.3        0.6        1.6        0.0        8.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        92
         4         15          .         33         13         11         16          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    64,004
Positions
     1,365     43,818        515     31,788      5,178        813     21,497      6,464        117      2,199      4,289         97      5,614      2,713
 
Changes from:       July 2, 2013                                     Total Change is:     2,500
      -896      2,146         23        -80         89         27      2,220         79        102        221         55         46        837        -66
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       68.5        0.8       49.7        8.1        1.3       33.6       10.1        0.2        3.4        6.7        0.2        8.8        4.2
 
Number of Traders in Each Category                                    Total Traders:       201
        12         26          5         30         18          8         52         30          6         17         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   320,019
Positions
     6,824    219,088      2,574    158,938     25,892      4,064    107,484     32,322        586     10,994     21,443        483     28,072     13,567
 
Changes from:       July 2, 2013                                     Total Change is:    12,499
    -4,482     10,730        114       -398        443        135     11,102        395        512      1,105        273        228      4,183       -331
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       68.5        0.8       49.7        8.1        1.3       33.6       10.1        0.2        3.4        6.7        0.2        8.8        4.2
 
Number of Traders in Each Category                                    Total Traders:       201
        12         26          5         30         18          8         52         30          6         17         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   345,215
Positions
    73,860     65,338      7,300    138,436    139,292     19,833     74,334     87,420      5,686      5,691      6,165        388     19,687     13,793
 
Changes from:       July 2, 2013                                     Total Change is:       890
    -3,950      6,916     -3,111      8,807     -3,778     -1,112      3,274      5,160       -191        395        303        160     -3,382     -3,457
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       18.9        2.1       40.1       40.3        5.7       21.5       25.3        1.6        1.6        1.8        0.1        5.7        4.0
 
Number of Traders in Each Category                                    Total Traders:       253
        17         17          .         53         35         22         47         58          9         15         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    62,702
Positions
     7,773     40,451         85     24,204          0        185     13,753     14,051        111      5,565        627          0     11,026      7,192
 
Changes from:       July 2, 2013                                     Total Change is:     3,837
       573      2,685         38        345        -92       -238      2,644      1,818        111        221        -13       -200        343       -272
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       64.5        0.1       38.6        0.0        0.3       21.9       22.4        0.2        8.9        1.0        0.0       17.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        66
         8          7          .         18          0          .         15          8          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    73,652
Positions
    22,915     15,573        457     11,694      2,994        370     23,444      2,796      1,735      3,485        939          0      9,552     48,788
 
Changes from:       July 2, 2013                                     Total Change is:     1,383
     1,386     -1,587       -773         57       -144         -2        442       -550        412        722        -27          0       -861      4,054
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       21.1        0.6       15.9        4.1        0.5       31.8        3.8        2.4        4.7        1.3        0.0       13.0       66.2
 
Number of Traders in Each Category                                    Total Traders:        83
        19         11          .          8          4          .         27          6          5          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    77,833
Positions
     1,694     29,778      2,146     36,249     21,185      4,102     25,621     14,734      2,175        253        891          0      5,593      2,822
 
Changes from:       July 2, 2013                                     Total Change is:    -2,700
    -2,396        294         50       -767     -1,457        -70        542       -936        -27        253          0          0       -285       -554
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       38.3        2.8       46.6       27.2        5.3       32.9       18.9        2.8        0.3        1.1        0.0        7.2        3.6
 
Number of Traders in Each Category                                    Total Traders:        74
         .         10          .         25         18         12         10          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   242,851
Positions
    12,583    105,402      7,638     74,379     37,852     45,352     38,182     21,286      1,684     50,297     15,642        807     11,929      7,188
 
Changes from:       July 2, 2013                                     Total Change is:     5,014
       781      7,678     -1,481         38       -949        408      2,258     -1,715        266      1,979      2,056        143        622     -1,392
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       43.4        3.1       30.6       15.6       18.7       15.7        8.8        0.7       20.7        6.4        0.3        4.9        3.0
 
Number of Traders in Each Category                                    Total Traders:       156
        12         25          5         33         27         21         19         19          9         12          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   576,017
Positions
    17,324     61,275      1,184    257,432     97,462     89,434     57,432     91,977      7,591     14,114     56,099        165    131,341    170,830
 
Changes from:       July 2, 2013                                     Total Change is:    15,770
     7,253     -5,857        289       -988      8,259      9,859      1,366      3,102     -1,084      1,880        173          0     -2,805      1,029
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       10.6        0.2       44.7       16.9       15.5       10.0       16.0        1.3        2.5        9.7        0.0       22.8       29.7
 
Number of Traders in Each Category                                    Total Traders:       165
         7         18          7         38         26         30         21         37         15          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   377,183
Positions
     5,880    100,522         78    236,700     38,431     44,861     13,388    118,508      1,129      8,890      6,125          0     66,257     67,529
 
Changes from:       July 2, 2013                                     Total Change is:      -141
     2,461      2,633          0     -5,357      3,673      2,754        167     -5,601       -353       -271       -198          0        458     -3,049
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       26.7        0.0       62.8       10.2       11.9        3.5       31.4        0.3        2.4        1.6        0.0       17.6       17.9
 
Number of Traders in Each Category                                    Total Traders:        72
         .         11          .         31         11         19          .          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   767,550
Positions
   103,943     66,712      4,325    202,288    250,843     73,096    156,910    169,497      5,993    101,134     53,353     30,412     89,449    113,319
 
Changes from:       July 2, 2013                                     Total Change is:    -1,745
     4,548     11,529     -8,911     21,805     -5,326      7,830    -25,294    -16,812     -8,714    -21,212     -8,893       -207     28,410     27,759
 
Percent of Open Interest Represented by Each Category of Trader
      13.5        8.7        0.6       26.4       32.7        9.5       20.4       22.1        0.8       13.2        7.0        4.0       11.7       14.8
 
Number of Traders in Each Category                                    Total Traders:       193
        16         20          6         32         28         28         35         29         21         12         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    34,143
Positions
    12,287     13,939      5,905        839          0          0      8,376      7,521      4,136         10          0      1,024      1,566      1,618
 
Changes from:       July 2, 2013                                     Total Change is:        85
       257       -930       -479        339          0          0       -894        634       -697         -6          0          6      1,559      1,551
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       40.8       17.3        2.5        0.0        0.0       24.5       22.0       12.1        0.0        0.0        3.0        4.6        4.7
 
Number of Traders in Each Category                                    Total Traders:        39
         7         10         11          .          0          0          9         10          9          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 2,226,948
Positions
   171,175    189,151     24,372    567,677    806,033    311,992    785,471    239,994     54,539     62,918    168,903     26,461    222,343    405,503
 
Changes from:       July 2, 2013                                     Total Change is:    72,432
    19,420     14,959      3,158    -21,348       -819      9,847     52,676     26,228       -548     16,103     10,591        442     -7,318      8,574
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        8.5        1.1       25.5       36.2       14.0       35.3       10.8        2.4        2.8        7.6        1.2       10.0       18.2
 
Number of Traders in Each Category                                    Total Traders:       313
        27         37         12         25         63         52         58         54         39         20         29          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 1,534,770
Positions
   265,522    100,143     16,150    412,368    474,788    160,926    294,957    297,467     49,577    154,194    124,757     12,897    168,179    298,065
 
Changes from:       July 2, 2013                                     Total Change is:      -719
       624      1,977      1,727     36,250     -2,426      1,581    -17,524      4,296     -5,344    -22,511      3,478      1,780      2,698     -7,788
 
Percent of Open Interest Represented by Each Category of Trader
      17.3        6.5        1.1       26.9       30.9       10.5       19.2       19.4        3.2       10.0        8.1        0.8       11.0       19.4
 
Number of Traders in Each Category                                    Total Traders:       216
        19         19          8         30         43         40         42         36         26         10         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   301,799
Positions
    80,534     79,365    110,000      1,015        745      2,013     40,680     22,911     42,698          0      6,684      5,454     19,405     31,929
 
Changes from:       July 2, 2013                                     Total Change is:      -844
    -1,305      4,598      2,289          0          0          0      2,997       -576     -2,242       -199         24       -125     -2,259     -4,812
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       26.3       36.4        0.3        0.2        0.7       13.5        7.6       14.1        0.0        2.2        1.8        6.4       10.6
 
Number of Traders in Each Category                                    Total Traders:        64
        13         22         22          .          .          .         14          7         16          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 8,740,703
Positions
 1,804,936  2,388,535  1,560,162    974,029    716,211    212,682  1,061,253    455,084  1,825,891    343,388    274,250    295,026    663,336  1,012,862
 
Changes from:       July 2, 2013                                     Total Change is:   150,564
   -79,451     13,567     90,520     34,602     -3,802        482    156,255     12,154    -25,903      1,595     72,503     -7,203    -20,333     -1,754
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       27.3       17.8       11.1        8.2        2.4       12.1        5.2       20.9        3.9        3.1        3.4        7.6       11.6
 
Number of Traders in Each Category                                    Total Traders:       235
        26         44         65         12          7         16         61         31         84         18         15         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    30,277
Positions
    24,463        721          0      1,655      7,075         54      3,731     15,301         16        320      7,052          0         38         58
 
Changes from:       July 2, 2013                                     Total Change is:       -12
       257        117          0        -34        -78        -29       -215        752          0          0       -788          0          9         14
 
Percent of Open Interest Represented by Each Category of Trader
      80.8        2.4        0.0        5.5       23.4        0.2       12.3       50.5        0.1        1.1       23.3        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         6          4          0          .          5          .          .          6          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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     9,280
Positions
     9,244        286         24          0      3,513          0          0      4,190          0          0      1,260          0         12          7
 
Changes from:       July 2, 2013                                     Total Change is:      -139
      -155       -144          6          0         65          0          0       -231          0          0        163          0         10          2
 
Percent of Open Interest Represented by Each Category of Trader
      99.6        3.1        0.3        0.0       37.9        0.0        0.0       45.2        0.0        0.0       13.6        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        21
         4          .          .          0          .          0          0          7          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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    69,480
Positions
    11,347     30,091        874      7,825        384        333     22,653     33,276        811     16,492      1,966          0      9,145      1,745
 
Changes from:       July 2, 2013                                     Total Change is:    14,050
       293     13,987          0      4,325       -325         -5      8,755        737       -584        497      1,000       -400      1,169       -360
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       43.3        1.3       11.3        0.6        0.5       32.6       47.9        1.2       23.7        2.8        0.0       13.2        2.5
 
Number of Traders in Each Category                                    Total Traders:       141
         5          .          .         11          .          .         43         12          .         61          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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   335,927
Positions
    82,836     25,244     38,455     53,507     21,248     13,384     36,266    111,297     43,339      4,264     17,653     37,460     26,416     27,847
 
Changes from:       July 2, 2013                                     Total Change is:    34,579
    10,416       -605      7,004      7,162      1,281      2,435      9,001     19,970    -12,758        970      3,660      7,038      3,311      6,554
 
Percent of Open Interest Represented by Each Category of Trader
      24.7        7.5       11.4       15.9        6.3        4.0       10.8       33.1       12.9        1.3        5.3       11.2        7.9        8.3
 
Number of Traders in Each Category                                    Total Traders:       161
        18         12         23          6         13         10         27         49         49         11         16         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated July 12, 2013