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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   109,116
Positions
    24,305      8,887      5,199     20,868     34,304        294     10,842     21,521      7,650      8,454        541        693     30,811     30,027
 
Changes from:       July 3, 2012                                     Total Change is:     1,766
     4,191        555     -2,221        358        -21         13      2,876      8,355     -2,308      1,310        410     -2,032       -420       -985
 
Percent of Open Interest Represented by Each Category of Trader
      22.3        8.1        4.8       19.1       31.4        0.3        9.9       19.7        7.0        7.7        0.5        0.6       28.2       27.5
 
Number of Traders in Each Category                                    Total Traders:        76
         5          7          7          6          5          4         16         24         14          9          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    58,994
Positions
    22,276      8,786          0      1,954      1,539        183     23,962     21,587         81      1,171          0          0      9,366     26,817
 
Changes from:       July 3, 2012                                     Total Change is:     4,445
     3,105        714       -505          0         75        -64        541     -1,018       -153          0          0          0      1,521      5,397
 
Percent of Open Interest Represented by Each Category of Trader
      37.8       14.9        0.0        3.3        2.6        0.3       40.6       36.6        0.1        2.0        0.0        0.0       15.9       45.5
 
Number of Traders in Each Category                                    Total Traders:        37
         5          4          0          .          .          .          6         14          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   122,780
Positions
    29,364      3,295      3,422      8,832     33,579     10,096     36,842     32,969      2,790     11,949      3,270        500     18,985     32,859
 
Changes from:       July 3, 2012                                     Total Change is:     7,352
    13,228     -2,055        123       -960        -44       -108     -6,808      6,268       -188      1,105       -277       -257      1,218      3,890
 
Percent of Open Interest Represented by Each Category of Trader
      23.9        2.7        2.8        7.2       27.3        8.2       30.0       26.9        2.3        9.7        2.7        0.4       15.5       26.8
 
Number of Traders in Each Category                                    Total Traders:        91
        12          .          7          5         16          6         18         29         11          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   123,010
Positions
    10,008     23,773      2,776     59,183      7,930        726     29,367     29,166      2,234        538     17,610        861     17,317     37,934
 
Changes from:       July 3, 2012                                     Total Change is:    -4,049
       572      7,581       -359        385       -122        -34     -3,677     -8,546     -1,459       -625        -65       -266      1,415       -779
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       19.3        2.3       48.1        6.4        0.6       23.9       23.7        1.8        0.4       14.3        0.7       14.1       30.8
 
Number of Traders in Each Category                                    Total Traders:        83
         7         11          5          9          7          5         17         24         10          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   375,187
Positions
   113,801      7,781     10,582     39,628     38,279      4,953     72,996    192,949     25,446     61,408     11,172      4,843     41,530     79,181
 
Changes from:       July 3, 2012                                     Total Change is:    25,271
    21,066     -6,278     -3,302     -9,952        558        446     10,660     31,082     -2,791      2,967     -2,254      1,333      4,845      6,477
 
Percent of Open Interest Represented by Each Category of Trader
      30.3        2.1        2.8       10.6       10.2        1.3       19.5       51.4        6.8       16.4        3.0        1.3       11.1       21.1
 
Number of Traders in Each Category                                    Total Traders:       203
        26          9         11         18         25         19         28         67         31         14         16         12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   130,767
Positions
    32,390     15,594      4,836      2,405     43,655      1,203     63,448     32,164      3,056      2,569      3,060      1,472     19,389     25,728
 
Changes from:       July 3, 2012                                     Total Change is:   -10,491
    -8,773      1,352     -2,196        106       -877        -39      3,883     -5,865     -3,121       -507        953       -247        402       -452
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       11.9        3.7        1.8       33.4        0.9       48.5       24.6        2.3        2.0        2.3        1.1       14.8       19.7
 
Number of Traders in Each Category                                    Total Traders:        82
        10          5          6          .          9          5         20         25         10          4          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   105,237
Positions
    52,015     57,978     36,143      1,759          0        144      3,069      1,324      6,050      2,964          0      2,855        238        743
 
Changes from:       July 3, 2012                                     Total Change is:      -503
      -121        499       -596       -204          0       -339        251         71       -265        755          0          0         16        127
 
Percent of Open Interest Represented by Each Category of Trader
      49.4       55.1       34.3        1.7        0.0        0.1        2.9        1.3        5.7        2.8        0.0        2.7        0.2        0.7
 
Number of Traders in Each Category                                    Total Traders:        22
         7         10         11          .          0          .          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   142,469
Positions
    63,253     51,941         11     23,604        764      1,555     48,265     64,638      1,028        882     18,190         99      3,772      4,243
 
Changes from:       July 3, 2012                                     Total Change is:     9,800
        13      2,759         10      3,321       -491          0      5,973      8,166        420         38       -877         -3         28       -184
 
Percent of Open Interest Represented by Each Category of Trader
      44.4       36.5        0.0       16.6        0.5        1.1       33.9       45.4        0.7        0.6       12.8        0.1        2.6        3.0
 
Number of Traders in Each Category                                    Total Traders:        97
         5         11          .          9          .          .         29         28          6          4          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    17,476
Positions
    15,671      1,356         65        404        528         82        735      1,241         29        100     13,428          0        390        747
 
Changes from:       July 3, 2012                                     Total Change is:      -429
      -529       -145          0          0       -417         82          0        273        -64          0          0          0         82       -158
 
Percent of Open Interest Represented by Each Category of Trader
      89.7        7.8        0.4        2.3        3.0        0.5        4.2        7.1        0.2        0.6       76.8        0.0        2.2        4.3
 
Number of Traders in Each Category                                    Total Traders:        21
         6          4          .          .          .          .          .          4          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    22,356
Positions
     5,011     13,635          0        210        232          0     12,973      5,683        134        297      1,064          0      3,731      1,608
 
Changes from:       July 3, 2012                                     Total Change is:     1,873
      -410      1,896          0       -217        -29          0      2,098        439          0          0       -201          0        402       -232
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       61.0        0.0        0.9        1.0        0.0       58.0       25.4        0.6        1.3        4.8        0.0       16.7        7.2
 
Number of Traders in Each Category                                    Total Traders:        45
         4          7          0          .          .          0          9         16          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    44,743
Positions
    13,514     29,893         71      3,798        574        440     15,822      8,360        922      2,481        395        157      7,539      3,933
 
Changes from:       July 3, 2012                                     Total Change is:    -2,150
      -514       -761         -5       -140        210        -13     -1,801     -1,827        108        292        376         18        -96       -256
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       66.8        0.2        8.5        1.3        1.0       35.4       18.7        2.1        5.5        0.9        0.4       16.8        8.8
 
Number of Traders in Each Category                                    Total Traders:        87
        16         16          .          6          .          .         27         11         11          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    89,485
Positions
    27,027     59,785        142      7,596      1,147        879     31,643     16,720      1,844      4,962        789        314     15,078      7,865
 
Changes from:       July 3, 2012                                     Total Change is:    -4,301
    -1,027     -1,522        -10       -279        420        -26     -3,601     -3,655        216        584        753         36       -192       -512
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       66.8        0.2        8.5        1.3        1.0       35.4       18.7        2.1        5.5        0.9        0.4       16.8        8.8
 
Number of Traders in Each Category                                    Total Traders:        87
        16         16          .          6          .          .         27         11         11          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   942,154
Positions
    50,448    129,130     47,732    361,099    188,074     55,702     67,744    185,542    147,856     27,248     30,386     24,446    159,879    133,286
 
Changes from:       July 3, 2012                                     Total Change is:    22,192
     2,557    -17,301      9,792        104      8,334        564     -9,141     12,543     13,703       -395     -6,905      2,541      2,469     -1,078
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       13.7        5.1       38.3       20.0        5.9        7.2       19.7       15.7        2.9        3.2        2.6       17.0       14.1
 
Number of Traders in Each Category                                    Total Traders:       581
        35         45         40        120         61         63         85        140        110         47         47         42
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   310,821
Positions
    27,954     59,113     10,431    100,926     30,342      9,465     14,122     36,290     58,663      1,141      8,236     15,237     72,882     83,044
 
Changes from:       July 3, 2012                                     Total Change is:     5,562
     5,865     -3,177        869     -1,613      1,295       -516       -694      6,099       -814         23        723      1,242      1,201       -158
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       19.0        3.4       32.5        9.8        3.0        4.5       11.7       18.9        0.4        2.6        4.9       23.4       26.7
 
Number of Traders in Each Category                                    Total Traders:       115
        12         10          9         25          8         14         14         31         39          7          7         11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,156,665
Positions
   255,336    492,952     43,636  1,327,875    815,668    204,178    357,386    835,537    356,686    131,738    111,955     44,844    434,986    251,209
 
Changes from:       July 3, 2012                                     Total Change is:    83,148
    29,641    -24,439     -1,569      8,496     35,109      5,488     -6,298     68,157     36,648     -1,484    -37,533      5,885      6,342     -4,597
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       15.6        1.4       42.1       25.8        6.5       11.3       26.5       11.3        4.2        3.5        1.4       13.8        8.0
 
Number of Traders in Each Category                                    Total Traders:       541
        34         42         35        105         58         55         89        129        100         42         42         33
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   105,140
Positions
    17,027     22,090          0     60,625     60,479      1,859     13,727     12,638        969      2,748      2,810          0      8,184      4,294
 
Changes from:       July 3, 2012                                     Total Change is:     2,537
       943       -468        -31       -759      1,318         33        565        -24        868        526         -3          0        392        844
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       21.0        0.0       57.7       57.5        1.8       13.1       12.0        0.9        2.6        2.7        0.0        7.8        4.1
 
Number of Traders in Each Category                                    Total Traders:        95
        10          9          0         34         12         10         14         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    71,173
Positions
     4,548     44,633        353     36,677      8,856      1,217     19,092      8,552      1,429      1,947      2,913        231      5,679      2,989
 
Changes from:       July 3, 2012                                     Total Change is:    -1,210
        52     -1,572         71      2,272        351        281     -3,085       -693        465     -1,125       -223         10       -151         99
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       62.7        0.5       51.5       12.4        1.7       26.8       12.0        2.0        2.7        4.1        0.3        8.0        4.2
 
Number of Traders in Each Category                                    Total Traders:       218
        15         33          6         34         22         12         56         37         20         12          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   355,863
Positions
    22,739    223,165      1,764    183,385     44,282      6,083     95,459     42,758      7,145      9,737     14,566      1,154     28,397     14,945
 
Changes from:       July 3, 2012                                     Total Change is:    -6,051
       261     -7,858        355     11,360      1,757      1,404    -15,425     -3,466      2,327     -5,627     -1,114         48       -754        496
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       62.7        0.5       51.5       12.4        1.7       26.8       12.0        2.0        2.7        4.1        0.3        8.0        4.2
 
Number of Traders in Each Category                                    Total Traders:       218
        15         33          6         34         22         12         56         37         20         12          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   436,756
Positions
   175,415     33,051     13,034    138,293    228,481     23,563     60,120    102,841      3,336      3,526     16,555        223     19,246     15,672
 
Changes from:       July 3, 2012                                     Total Change is:    -5,777
    -9,034     -1,999       -157      1,836      2,929        550      1,344     -5,664        -34        907       -672         12     -1,200       -742
 
Percent of Open Interest Represented by Each Category of Trader
      40.2        7.6        3.0       31.7       52.3        5.4       13.8       23.5        0.8        0.8        3.8        0.1        4.4        3.6
 
Number of Traders in Each Category                                    Total Traders:       247
        21         13          4         52         42         27         45         53         18          4         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    29,680
Positions
     9,291        220          0      9,265        754        473      2,978      7,101          0      1,662      6,255          0      6,011     14,877
 
Changes from:       July 3, 2012                                     Total Change is:     1,183
     1,491          0          0        -46       -227         27       -326         84          0        200       -155          0       -163      1,454
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        0.7        0.0       31.2        2.5        1.6       10.0       23.9        0.0        5.6       21.1        0.0       20.3       50.1
 
Number of Traders in Each Category                                    Total Traders:        37
         6          .          0         12          .          .          5          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    41,067
Positions
    14,943      6,793      1,878      5,748      2,600        829      7,561      1,907        809      4,644      3,531          0      4,655     22,720
 
Changes from:       July 3, 2012                                     Total Change is:     4,820
     2,259     -1,073        725        108         81         65        582     -4,691       -150        649        515          0        582      9,348
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       16.5        4.6       14.0        6.3        2.0       18.4        4.6        2.0       11.3        8.6        0.0       11.3       55.3
 
Number of Traders in Each Category                                    Total Traders:        52
        16          8          4          6          .          .         10          5          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    66,793
Positions
     1,334     13,295      2,126     47,424     29,468      5,720      6,301     13,300          4        208          0          0      3,676      2,880
 
Changes from:       July 3, 2012                                     Total Change is:       311
       -12        818       -269       -852      1,485         67      1,140     -1,927          0        208          0          0         29        137
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       19.9        3.2       71.0       44.1        8.6        9.4       19.9        0.0        0.3        0.0        0.0        5.5        4.3
 
Number of Traders in Each Category                                    Total Traders:        64
         4          .          .         22         21          8          8          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   117,230
Positions
    13,718     58,481      1,807     69,891     11,953      4,263     10,693     29,893        369      3,965      1,706        240     12,284      8,518
 
Changes from:       July 3, 2012                                     Total Change is:     3,709
    -1,082      2,260         93      7,180       -162       -164       -494       -568          0     -2,116        705          0        292      1,545
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       49.9        1.5       59.6       10.2        3.6        9.1       25.5        0.3        3.4        1.5        0.2       10.5        7.3
 
Number of Traders in Each Category                                    Total Traders:        95
        10         19          5         24         11          9         13          7          .          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   758,251
Positions
     6,671    157,799     34,125    282,701    143,221     72,087     71,748     95,488     70,640     26,341     32,021      5,044    188,895    147,827
 
Changes from:       July 3, 2012                                     Total Change is:    27,637
     1,289     -2,440      1,512      6,534     -3,236     -5,351      2,285     21,925      3,156      1,909        662       -940     17,244     12,349
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       20.8        4.5       37.3       18.9        9.5        9.5       12.6        9.3        3.5        4.2        0.7       24.9       19.5
 
Number of Traders in Each Category                                    Total Traders:       165
         4         23         22         42         20         32         35         23         42          9          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   354,011
Positions
     2,484    131,750        323    232,380     13,882     35,726      5,930    100,611      1,415      8,594     20,356          0     67,160     49,948
 
Changes from:       July 3, 2012                                     Total Change is:     5,925
      -119       -950       -295       -989         -7      2,414      2,169      3,668        -82        206     -2,121          0      2,620      3,296
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       37.2        0.1       65.6        3.9       10.1        1.7       28.4        0.4        2.4        5.8        0.0       19.0       14.1
 
Number of Traders in Each Category                                    Total Traders:        68
         .         10          .         32          6         18          .         11          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   929,737
Positions
    50,869     66,437     26,551    187,694     92,623     62,146    248,572    490,960     45,181    166,085     39,385     15,628    127,011     90,826
 
Changes from:       July 3, 2012                                     Total Change is:    90,263
   -18,284      9,402     12,449     19,695     -2,082     -7,121     54,815     67,754      6,695     21,297      2,190        964       -247         12
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        7.1        2.9       20.2       10.0        6.7       26.7       52.8        4.9       17.9        4.2        1.7       13.7        9.8
 
Number of Traders in Each Category                                    Total Traders:       229
        17         20         11         42         27         36         43         39         35         22         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,188,693
Positions
    89,511    194,986    185,205    715,023    501,722    215,923    272,499    370,973    262,385     95,213     94,868     41,853    311,080    320,777
 
Changes from:       July 3, 2012                                     Total Change is:    62,337
     6,173    -17,532      7,538    -14,354      1,961     -8,014     31,615     49,074     16,782     10,307     -5,762     16,002     -3,713      2,285
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        8.9        8.5       32.7       22.9        9.9       12.5       16.9       12.0        4.4        4.3        1.9       14.2       14.7
 
Number of Traders in Each Category                                    Total Traders:       267
        20         36         50         21         55         47         54         50         69         14         17         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,230,325
Positions
   141,463     76,509     22,766    250,987    504,693     94,446    346,470    139,024     73,712     60,285     76,019      7,476    232,718    235,679
 
Changes from:       July 3, 2012                                     Total Change is:     8,970
   -17,914      6,944      5,703      6,343      5,083    -12,705     17,571     -5,694      8,442     -2,707     -1,353        425      3,812      2,125
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        6.2        1.9       20.4       41.0        7.7       28.2       11.3        6.0        4.9        6.2        0.6       18.9       19.2
 
Number of Traders in Each Category                                    Total Traders:       202
        16         19         17         28         39         38         43         31         39          8         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   527,097
Positions
   201,210    145,142    163,416      2,174      2,199      3,999     33,625     60,087     89,075          1     13,559     11,635     21,961     37,984
 
Changes from:       July 3, 2012                                     Total Change is:       -87
     7,858      7,850     -1,027         -2        -23          0     -3,948       -716     -1,487          1       -410        914     -2,396     -5,190
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       27.5       31.0        0.4        0.4        0.8        6.4       11.4       16.9        0.0        2.6        2.2        4.2        7.2
 
Number of Traders in Each Category                                    Total Traders:       100
        23         27         45          .          .          .         16         21         29          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,240,540
Positions
 1,571,810  2,624,809  2,740,336    524,893     58,308    217,540  1,195,010    316,139  3,789,744    129,382    329,686  1,157,614    914,209  1,006,363
 
Changes from:       July 3, 2012                                     Total Change is:   387,808
    -8,490     33,841     23,258      6,718     -3,689      2,617      8,890     -4,614    128,039    -67,720    -73,712    314,696    -20,198    -32,626
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       21.4       22.4        4.3        0.5        1.8        9.8        2.6       31.0        1.1        2.7        9.5        7.5        8.2
 
Number of Traders in Each Category                                    Total Traders:       252
        28         54         81         12         12         21         42         61         85         17         18         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,132
Positions
     6,817        217          0        586        802          6      1,038      8,758         50      1,339        255          0        296         44
 
Changes from:       July 3, 2012                                     Total Change is:       137
       234         28          0          5          0          0       -118        111          0        -20          0          0         36         -2
 
Percent of Open Interest Represented by Each Category of Trader
      67.3        2.1        0.0        5.8        7.9        0.1       10.2       86.4        0.5       13.2        2.5        0.0        2.9        0.4
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    12,084
Positions
     9,257      6,307          0      1,028      1,058         46      1,377      4,511          0          0        100          0        376         62
 
Changes from:       July 3, 2012                                     Total Change is:      -229
        -9        284          0          0        -11          0       -245       -496          0          0          0          0         25         -6
 
Percent of Open Interest Represented by Each Category of Trader
      76.6       52.2        0.0        8.5        8.8        0.4       11.4       37.3        0.0        0.0        0.8        0.0        3.1        0.5
 
Number of Traders in Each Category                                    Total Traders:        32
         .          6          0          .          5          .          4         12          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    65,412
Positions
    13,408     33,346        528      5,903         60        228     31,882     28,669        887      5,576        370         15      6,984      1,309
 
Changes from:       July 3, 2012                                     Total Change is:      -256
      -253      4,662         12        106        -40        -79       -925     -4,440       -204        260          4         15        813       -185
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       51.0        0.8        9.0        0.1        0.3       48.7       43.8        1.4        8.5        0.6        0.0       10.7        2.0
 
Number of Traders in Each Category                                    Total Traders:       116
         4          6          .          7          .          .         55         11          7         26          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 10, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   334,343
Positions
   127,820     47,334     35,245     42,288      8,496      6,867     23,934    111,806     32,080      2,669     27,653     41,814     21,626     23,048
 
Changes from:       July 3, 2012                                     Total Change is:      -291
    -4,705     -4,272      3,330       -642        852      3,013       -470      3,523      2,554        608     -6,374        611     -4,590     -3,528
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       14.2       10.5       12.6        2.5        2.1        7.2       33.4        9.6        0.8        8.3       12.5        6.5        6.9
 
Number of Traders in Each Category                                    Total Traders:       141
        18         11         20          8         10         10         22         44         45          9         11         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated July 13, 2012