`Traders in Financial Futures - Futures Only Positions as of July 2, 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   126,754
Positions
    46,121      6,863      1,069     16,520     22,897        127     27,164     51,405      4,875     11,245      1,965         14     19,619     37,539
 
Changes from:       June 25, 2013                                    Total Change is:    16,935
     7,869       -715        343       -869        519        -34      9,184     13,075        491        857        -41          2       -908      3,295
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        5.4        0.8       13.0       18.1        0.1       21.4       40.6        3.8        8.9        1.6        0.0       15.5       29.6
 
Number of Traders in Each Category                                    Total Traders:        95
         8          5          4          5          6          .         15         38          8         12          5          .
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Traders in Financial Futures - Futures Only Positions as of July 2, 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    31,795
Positions
    10,096      8,469        104          0      1,385          0     11,516      7,207        282        408      2,502          0      9,389     11,846
 
Changes from:       June 25, 2013                                    Total Change is:       318
     2,897     -2,728         -5          0         -5          0     -1,651      1,212        -27          1        881          0       -897        990
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       26.6        0.3        0.0        4.4        0.0       36.2       22.7        0.9        1.3        7.9        0.0       29.5       37.3
 
Number of Traders in Each Category                                    Total Traders:        35
         9          4          .          0          .          0         10          7          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of July 2, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   131,817
Positions
    53,567      2,975        536     14,718     30,840        166     32,054     55,342      3,879      9,913      5,866         16     16,968     32,197
 
Changes from:       June 25, 2013                                    Total Change is:     8,215
    13,721     -9,525       -375        129       -405       -141     -1,997     14,535       -752      4,032     -1,597          5     -6,407      6,470
 
Percent of Open Interest Represented by Each Category of Trader
      40.6        2.3        0.4       11.2       23.4        0.1       24.3       42.0        2.9        7.5        4.5        0.0       12.9       24.4
 
Number of Traders in Each Category                                    Total Traders:       101
        11          6          .          5         18          .         24         26         10          5          6          .
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Traders in Financial Futures - Futures Only Positions as of July 2, 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   178,926
Positions
    95,104      4,118        192     25,233     24,410      1,754     34,274     84,398      2,295      4,771     13,447        237     15,066     48,075
 
Changes from:       June 25, 2013                                    Total Change is:    17,766
    14,320     -1,483        -44       -415      1,169          7      2,375     11,856       -294      3,070      1,006         31     -1,284      5,518
 
Percent of Open Interest Represented by Each Category of Trader
      53.2        2.3        0.1       14.1       13.6        1.0       19.2       47.2        1.3        2.7        7.5        0.1        8.4       26.9
 
Number of Traders in Each Category                                    Total Traders:       139
        12          8          .          6         21          .         21         46          6          5         19          .
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Traders in Financial Futures - Futures Only Positions as of July 2, 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   196,064
Positions
    43,772     10,197      1,986     32,855     55,504      4,172     47,669     53,155      3,618     18,175     12,664      1,086     42,731     53,682
 
Changes from:       June 25, 2013                                    Total Change is:   -15,587
    17,175    -20,896        -65        474     -1,149       -306    -28,396      2,136        428        962        380        169     -6,028      3,716
 
Percent of Open Interest Represented by Each Category of Trader
      22.3        5.2        1.0       16.8       28.3        2.1       24.3       27.1        1.8        9.3        6.5        0.6       21.8       27.4
 
Number of Traders in Each Category                                    Total Traders:       165
        20         10          8         13         21          9         23         44         11         17         17          .
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Traders in Financial Futures - Futures Only Positions as of July 2, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   182,925
Positions
   106,952      2,187        229        632     43,869        968     48,379     84,220      1,082      7,506      9,000         78     17,099     41,292
 
Changes from:       June 25, 2013                                    Total Change is:     8,913
     7,351        876        112          0       -950        -17     -2,318      8,853        383      1,976      1,521         78      1,348     -1,943
 
Percent of Open Interest Represented by Each Category of Trader
      58.5        1.2        0.1        0.3       24.0        0.5       26.4       46.0        0.6        4.1        4.9        0.0        9.3       22.6
 
Number of Traders in Each Category                                    Total Traders:        97
        13          .          5          .         11          4         21         30          5          8         10          .
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Traders in Financial Futures - Futures Only Positions as of July 2, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    41,277
Positions
    15,245     19,570     12,960          0        720         52      5,012        995      3,328      1,379          0      2,855        446        797
 
Changes from:       June 25, 2013                                    Total Change is:      -272
       467       -216        876          0        631       -160       -119       -348          0          0          0          0     -1,336     -1,055
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       47.4       31.4        0.0        1.7        0.1       12.1        2.4        8.1        3.3        0.0        6.9        1.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        26
         6         10         10          0          .          .          4          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of July 2, 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    64,863
Positions
    26,637     15,834          0      3,285        944          0     20,416     40,087        578      8,495      3,840          0      5,452      3,580
 
Changes from:       June 25, 2013                                    Total Change is:    -2,933
     2,167       -656       -537       -290          3          0     -3,358     -2,702        -82       -879      1,179          0         46       -138
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       24.4        0.0        5.1        1.5        0.0       31.5       61.8        0.9       13.1        5.9        0.0        8.4        5.5
 
Number of Traders in Each Category                                    Total Traders:        92
         7          6          0          4          .          0         25         28          6          7         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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    27,642
Positions
    10,389     14,382      3,348        744      3,123          0      2,619      1,706        342      9,531      3,231          0        669      1,510
 
Changes from:       June 25, 2013                                    Total Change is:    -4,500
       284     -2,739        288     -1,062         32          0     -2,736        280     -1,173      1,335         29     -1,335       -101        118
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       52.0       12.1        2.7       11.3        0.0        9.5        6.2        1.2       34.5       11.7        0.0        2.4        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 2, 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    12,384
Positions
     5,954        126         31        146        508          0      3,907      6,964        161        290        203          0      1,895      4,391
 
Changes from:       June 25, 2013                                    Total Change is:       752
     1,077        126         10          0         20          0       -210        401        -70       -373          0          0        318        265
 
Percent of Open Interest Represented by Each Category of Trader
      48.1        1.0        0.3        1.2        4.1        0.0       31.5       56.2        1.3        2.3        1.6        0.0       15.3       35.5
 
Number of Traders in Each Category                                    Total Traders:        36
         8          .          .          .          .          0          8         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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    47,054
Positions
     9,476     36,373        137      4,996        515        305     20,133      3,209        183      4,815        347         76      6,936      5,911
 
Changes from:       June 25, 2013                                    Total Change is:     1,758
      -789      3,176          9        263       -101         75      2,119     -1,274        -91        117        110          2         55       -149
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       77.3        0.3       10.6        1.1        0.6       42.8        6.8        0.4       10.2        0.7        0.2       14.7       12.6
 
Number of Traders in Each Category                                    Total Traders:        89
        17         13          .          7          .          .         27         10          4         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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    94,107
Positions
    18,951     72,746        273      9,991      1,030        609     40,265      6,417        365      9,629        694        152     13,872     11,821
 
Changes from:       June 25, 2013                                    Total Change is:     3,516
    -1,577      6,352         18        525       -201        149      4,237     -2,547       -182        233        220          4        109       -297
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       77.3        0.3       10.6        1.1        0.6       42.8        6.8        0.4       10.2        0.7        0.2       14.7       12.6
 
Number of Traders in Each Category                                    Total Traders:        89
        17         13          .          7          .          .         27         10          4         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   703,729
Positions
    21,202    183,865     18,283    323,720    143,924     43,883     98,887    149,599     26,643     49,195     43,784      4,871    117,047     88,877
 
Changes from:       June 25, 2013                                    Total Change is:       721
    -1,653    -12,942     10,924     -8,648     -9,091     -1,537     -1,324      6,572      8,919     -2,511     -1,427        926     -4,375     -1,623
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       26.1        2.6       46.0       20.5        6.2       14.1       21.3        3.8        7.0        6.2        0.7       16.6       12.6
 
Number of Traders in Each Category                                    Total Traders:       544
        28         37         18        114         63         59         89        109         72         45         59         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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   162,285
Positions
     9,969     61,802         36     72,957     27,406      1,643     10,758     14,276        521     14,383     11,082        414     51,604     45,105
 
Changes from:       June 25, 2013                                    Total Change is:     5,117
     5,899       -658          0      1,863      1,956       -358     -2,414      6,067         -8      1,742       -102       -131     -1,476     -1,649
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       38.1        0.0       45.0       16.9        1.0        6.6        8.8        0.3        8.9        6.8        0.3       31.8       27.8
 
Number of Traders in Each Category                                    Total Traders:        88
         4         12          .         15          8          8         20         14          7          9          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 2,707,222
Positions
   118,645    672,799     28,754  1,268,769    597,541    196,246    493,046    729,018     78,205    189,694    179,147      6,650    327,213    218,862
 
Changes from:       June 25, 2013                                    Total Change is:   -21,982
     9,546    -14,113      7,314    -52,044    -54,725     -6,409     40,755     37,829      9,331    -12,638      2,003     -3,341    -14,496        129
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       24.9        1.1       46.9       22.1        7.2       18.2       26.9        2.9        7.0        6.6        0.2       12.1        8.1
 
Number of Traders in Each Category                                    Total Traders:       520
        28         35         17        109         58         55         85        107         59         40         58         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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   105,516
Positions
     3,279     45,685        113     61,034     46,300      2,131     28,540      5,953        374        888      1,815          0      9,157      3,145
 
Changes from:       June 25, 2013                                    Total Change is:     4,867
    -1,674      6,463        -45      5,197     -1,432        -46      3,632      1,316     -1,471         48        -15          0       -774         97
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       43.3        0.1       57.8       43.9        2.0       27.0        5.6        0.4        0.8        1.7        0.0        8.7        3.0
 
Number of Traders in Each Category                                    Total Traders:        93
         5         15          .         32         13         10         17          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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    61,504
Positions
     2,261     41,672        492     31,867      5,090        786     19,276      6,385         15      1,978      4,234         51      4,778      2,780
 
Changes from:       June 25, 2013                                    Total Change is:     1,475
       250        505        -83      1,453         17       -497      1,122      1,001       -523        142        993         -0       -387         63
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       67.8        0.8       51.8        8.3        1.3       31.3       10.4        0.0        3.2        6.9        0.1        7.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       195
        19         25          .         28         18          9         46         32          6         15         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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   307,520
Positions
    11,306    208,358      2,460    159,336     25,449      3,929     96,382     31,927         74      9,889     21,170        255     23,889     13,898
 
Changes from:       June 25, 2013                                    Total Change is:     7,377
     1,248      2,527       -415      7,263         84     -2,485      5,609      5,005     -2,614        710      4,964         -2     -1,937        313
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       67.8        0.8       51.8        8.3        1.3       31.3       10.4        0.0        3.2        6.9        0.1        7.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       195
        19         25          .         28         18          9         46         32          6         15         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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   344,325
Positions
    77,810     58,422     10,411    129,629    143,070     20,945     71,060     82,260      5,877      5,296      5,862        228     23,069     17,250
 
Changes from:       June 25, 2013                                    Total Change is:     2,794
     3,097      1,339       -595        299     -1,054        143      6,405      3,644     -3,770       -103         74        228     -2,910      2,785
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       17.0        3.0       37.6       41.6        6.1       20.6       23.9        1.7        1.5        1.7        0.1        6.7        5.0
 
Number of Traders in Each Category                                    Total Traders:       243
        20         14          .         49         36         21         47         52          9         12         13          .
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Traders in Financial Futures - Futures Only Positions as of July 2, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    58,865
Positions
     7,200     37,766         47     23,859         92        423     11,109     12,233          0      5,344        640        200     10,683      7,464
 
Changes from:       June 25, 2013                                    Total Change is:     3,644
     2,494      3,479        -38        170       -170        -35      1,167      1,179          0        214       -475        200       -528       -496
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       64.2        0.1       40.5        0.2        0.7       18.9       20.8        0.0        9.1        1.1        0.3       18.1       12.7
 
Number of Traders in Each Category                                    Total Traders:        69
         8          8          .         17          .          .         15         10          0          8          .          .
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Traders in Financial Futures - Futures Only Positions as of July 2, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    72,269
Positions
    21,529     17,160      1,230     11,637      3,138        372     23,002      3,346      1,323      2,763        966          0     10,413     44,734
 
Changes from:       June 25, 2013                                    Total Change is:    10,728
     3,380      6,231       -340       -910       -358         26      8,197       -359        974       -409        -41          0       -190      4,595
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       23.7        1.7       16.1        4.3        0.5       31.8        4.6        1.8        3.8        1.3        0.0       14.4       61.9
 
Number of Traders in Each Category                                    Total Traders:        85
        19         13          5          8          4          .         30          6          5          4          .          0
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Traders in Financial Futures - Futures Only Positions as of July 2, 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    80,533
Positions
     4,090     29,484      2,096     37,016     22,642      4,172     25,079     15,670      2,202          0        891          0      5,878      3,376
 
Changes from:       June 25, 2013                                    Total Change is:     3,239
      -317      1,564          5      2,561     -1,348       -927        560      3,123         11          0          0          0      1,346        811
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       36.6        2.6       46.0       28.1        5.2       31.1       19.5        2.7        0.0        1.1        0.0        7.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        73
         .          9          .         26         17         12          9          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   237,837
Positions
    11,802     97,724      9,119     74,341     38,801     44,944     35,924     23,001      1,418     48,318     13,586        664     11,307      8,580
 
Changes from:       June 25, 2013                                    Total Change is:    20,608
    -7,273      7,508        902      3,945     -5,487      2,788    -17,451     14,254       -172     39,598        347         47     -1,776        421
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       41.1        3.8       31.3       16.3       18.9       15.1        9.7        0.6       20.3        5.7        0.3        4.8        3.6
 
Number of Traders in Each Category                                    Total Traders:       153
        11         26          5         33         26         20         19         19          7         14          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   560,247
Positions
    10,071     67,132        895    258,420     89,203     79,575     56,066     88,875      8,675     12,234     55,926        165    134,146    169,801
 
Changes from:       June 25, 2013                                    Total Change is:    13,308
        99     -1,115     -3,638     17,565      4,753       -193      3,682     -5,501     -2,970     -1,366     17,613        124          5      4,235
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       12.0        0.2       46.1       15.9       14.2       10.0       15.9        1.5        2.2       10.0        0.0       23.9       30.3
 
Number of Traders in Each Category                                    Total Traders:       162
         6         21          5         38         26         29         22         33         17          5         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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   377,324
Positions
     3,419     97,889         78    242,057     34,758     42,107     13,221    124,109      1,482      9,161      6,323          0     65,799     70,578
 
Changes from:       June 25, 2013                                    Total Change is:    -4,646
    -3,341     -6,896       -982      3,002    -15,577        498        719     14,856     -4,432      2,355      1,698          0     -2,465      6,189
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       25.9        0.0       64.2        9.2       11.2        3.5       32.9        0.4        2.4        1.7        0.0       17.4       18.7
 
Number of Traders in Each Category                                    Total Traders:        69
         .         11          .         31          9         19          .          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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   769,295
Positions
    99,395     55,183     13,236    180,483    256,169     65,266    182,204    186,309     14,707    122,346     62,246     30,619     61,039     85,560
 
Changes from:       June 25, 2013                                    Total Change is:   -21,228
     6,153    -17,395     -1,289    -14,507     22,083      5,203     20,555     -8,237    -10,083        175      7,612     -1,115    -26,320    -18,007
 
Percent of Open Interest Represented by Each Category of Trader
      12.9        7.2        1.7       23.5       33.3        8.5       23.7       24.2        1.9       15.9        8.1        4.0        7.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       200
        16         21          4         32         29         30         37         29         20         13         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    34,058
Positions
    12,030     14,869      6,384        500          0          0      9,270      6,887      4,833         16          0      1,018          7         67
 
Changes from:       June 25, 2013                                    Total Change is:   -17,052
     2,325    -12,609     -2,938       -180          0          0    -15,885       -950       -126         16        -34       -257         -7       -138
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       43.7       18.7        1.5        0.0        0.0       27.2       20.2       14.2        0.0        0.0        3.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        38
         7         10         10          .          0          0          9          9          9          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 2,154,516
Positions
   151,755    174,192     21,214    589,025    806,852    302,145    732,795    213,766     55,087     46,815    158,312     26,019    229,661    396,929
 
Changes from:       June 25, 2013                                    Total Change is:    51,688
    19,575     13,432     -2,454     22,807    -46,611     11,959     21,432     23,919      7,554     -5,911     43,617      2,241    -25,515     -1,969
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        8.1        1.0       27.3       37.4       14.0       34.0        9.9        2.6        2.2        7.3        1.2       10.7       18.4
 
Number of Traders in Each Category                                    Total Traders:       309
        28         32         13         27         65         50         56         55         33         15         31          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 1,535,489
Positions
   264,898     98,166     14,423    376,118    477,214    159,345    312,481    293,171     54,921    176,705    121,279     11,117    165,481    305,853
 
Changes from:       June 25, 2013                                    Total Change is:    67,545
    15,556    -13,718      1,093     23,971        887     -1,400     -4,949     94,194      1,236     47,465    -12,114     -4,583    -10,844      1,950
 
Percent of Open Interest Represented by Each Category of Trader
      17.3        6.4        0.9       24.5       31.1       10.4       20.4       19.1        3.6       11.5        7.9        0.7       10.8       19.9
 
Number of Traders in Each Category                                    Total Traders:       217
        19         21          7         31         42         39         42         33         26         14         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   302,643
Positions
    81,839     74,767    107,711      1,015        745      2,013     37,683     23,487     44,940        199      6,660      5,579     21,664     36,741
 
Changes from:       June 25, 2013                                    Total Change is:   -37,498
   -19,815    -29,123     -7,319        -90     -1,270          0     -5,460      4,327     -5,420       -197     -3,029       -812      1,615      5,148
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       24.7       35.6        0.3        0.2        0.7       12.5        7.8       14.8        0.1        2.2        1.8        7.2       12.1
 
Number of Traders in Each Category                                    Total Traders:        63
        16         18         22          .          .          .         11         10         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 8,590,139
Positions
 1,884,387  2,374,968  1,469,642    939,427    720,013    212,200    904,998    442,930  1,851,794    341,793    201,747    302,229    683,669  1,014,616
 
Changes from:       June 25, 2013                                    Total Change is:  -157,207
   -36,867   -131,981     70,442     17,516     45,497    -13,536    -71,361    -60,358   -125,256    -32,613     45,909     13,028     21,440       -952
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       27.6       17.1       10.9        8.4        2.5       10.5        5.2       21.6        4.0        2.3        3.5        8.0       11.8
 
Number of Traders in Each Category                                    Total Traders:       232
        27         44         65         12          9         16         60         33         83         13         16         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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    30,289
Positions
    24,206        604          0      1,689      7,153         83      3,946     14,549         16        320      7,840          0         29         44
 
Changes from:       June 25, 2013                                    Total Change is:     1,214
       666         54          0        229         -2         15        322        103          0          0      1,041          0        -18          3
 
Percent of Open Interest Represented by Each Category of Trader
      79.9        2.0        0.0        5.6       23.6        0.3       13.0       48.0        0.1        1.1       25.9        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          0          .          5          .          .          7          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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     9,419
Positions
     9,399        430         18          0      3,448          0          0      4,421          0          0      1,097          0          2          5
 
Changes from:       June 25, 2013                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      99.8        4.6        0.2        0.0       36.6        0.0        0.0       46.9        0.0        0.0       11.6        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .          0          .          0          0          7          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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    55,430
Positions
    11,054     16,104        874      3,500        709        338     13,898     32,539      1,395     15,995        966        400      7,976      2,105
 
Changes from:       June 25, 2013                                    Total Change is:     2,690
     1,242      2,445          0       -539       -306        145      2,322      1,543       -943       -299       -317        396        366       -273
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       29.1        1.6        6.3        1.3        0.6       25.1       58.7        2.5       28.9        1.7        0.7       14.4        3.8
 
Number of Traders in Each Category                                    Total Traders:       125
         4          .          .         10          .          .         26         16          5         58          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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   301,348
Positions
    72,420     25,849     31,451     46,345     19,967     10,949     27,265     91,327     56,097      3,294     13,993     30,422     23,105     21,293
 
Changes from:       June 25, 2013                                    Total Change is:     7,638
    11,704     -3,961      3,330     10,721      5,683     -2,960        470     14,728      2,141        842      3,488     -7,873    -10,737     -6,938
 
Percent of Open Interest Represented by Each Category of Trader
      24.0        8.6       10.4       15.4        6.6        3.6        9.0       30.3       18.6        1.1        4.6       10.1        7.7        7.1
 
Number of Traders in Each Category                                    Total Traders:       159
        19         12         20          8         12         12         31         47         48         11         14         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated July 8, 2013