`Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   145,484
Positions
    62,028     16,061     19,098     17,187     20,356        160      7,405     42,418     14,079      5,835      4,487        414     19,278     28,411
 
Changes from:       June 11, 2013                                    Total Change is:      -245
    -6,276      5,721      6,406       -157        163       -259     -1,869    -10,038      4,653        146       -353        -18     -2,871     -6,520
 
Percent of Open Interest Represented by Each Category of Trader
      42.6       11.0       13.1       11.8       14.0        0.1        5.1       29.2        9.7        4.0        3.1        0.3       13.3       19.5
 
Number of Traders in Each Category                                    Total Traders:        80
         7         10          8          6          4          .         14         27         12          6          6          .
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Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    33,846
Positions
     7,230     10,411         55          0      1,315          0     14,804      7,432        314        407      1,621          0     11,036     12,698
 
Changes from:       June 11, 2013                                    Total Change is:   -31,398
   -30,519     -6,596     -1,609          0        -15          0      7,930    -14,800     -6,675     -1,651       -425          0      1,126     -1,278
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       30.8        0.2        0.0        3.9        0.0       43.7       22.0        0.9        1.2        4.8        0.0       32.6       37.5
 
Number of Traders in Each Category                                    Total Traders:        29
         .          6          .          0          .          0         11          5          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   140,550
Positions
    40,720     12,983        791     15,862     28,408        268     48,102     60,735      3,785      6,713      7,062          0     24,309     26,518
 
Changes from:       June 11, 2013                                    Total Change is:   -78,626
   -51,372     -6,747     -4,705       -358        810       -204     13,752    -35,566    -22,567    -15,986     -2,311       -129      2,943     -7,207
 
Percent of Open Interest Represented by Each Category of Trader
      29.0        9.2        0.6       11.3       20.2        0.2       34.2       43.2        2.7        4.8        5.0        0.0       17.3       18.9
 
Number of Traders in Each Category                                    Total Traders:       104
         6         10          .          5         17          .         27         27          6          5          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   163,921
Positions
    87,747      4,789          0     25,469     21,086      1,740     30,375     72,191      2,286      2,579     12,276        145     13,580     49,408
 
Changes from:       June 11, 2013                                    Total Change is:   -79,723
   -22,317    -31,883    -10,552        371      2,789       -145    -12,868     -8,865    -23,019     -4,576       -366     -3,210     -3,407     -4,472
 
Percent of Open Interest Represented by Each Category of Trader
      53.5        2.9        0.0       15.5       12.9        1.1       18.5       44.0        1.4        1.6        7.5        0.1        8.3       30.1
 
Number of Traders in Each Category                                    Total Traders:       127
        11          7          0          6         17          .         24         40          8          5         16          .
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Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   213,331
Positions
    26,016     29,409      1,238     33,653     51,992      4,731     76,841     52,976      2,056     15,136     13,085      1,102     52,558     56,742
 
Changes from:       June 11, 2013                                    Total Change is:   -47,087
   -14,040     -3,247    -18,698     -2,074       -399       -786     17,280     -8,730    -12,039    -20,658      3,075       -729      4,657     -5,534
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       13.8        0.6       15.8       24.4        2.2       36.0       24.8        1.0        7.1        6.1        0.5       24.6       26.6
 
Number of Traders in Each Category                                    Total Traders:       165
        16         17          9         15         21         10         35         33          8         15         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   180,895
Positions
    98,730          0         20          0     44,954        878     59,029     84,269        681      6,985      8,142          0     14,572     41,951
 
Changes from:       June 11, 2013                                    Total Change is:   -59,172
   -32,665    -24,651    -19,770       -666      1,692       -497     19,722      4,391    -15,879     -3,637     -1,130     -1,375     -4,405     -1,953
 
Percent of Open Interest Represented by Each Category of Trader
      54.6        0.0        0.0        0.0       24.9        0.5       32.6       46.6        0.4        3.9        4.5        0.0        8.1       23.2
 
Number of Traders in Each Category                                    Total Traders:        93
        14          0          .          0          7          .         24         33          .          6          9          0
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Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    41,118
Positions
    14,778     20,286     12,234        426          0          0      4,338        262      3,328      1,379          0      2,855      1,780      2,153
 
Changes from:       June 11, 2013                                    Total Change is:    -8,033
      -979      3,516     -6,230       -435          0          0        812     -1,323     -1,037        178          0       -356         14     -2,603
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       49.3       29.8        1.0        0.0        0.0       10.6        0.6        8.1        3.4        0.0        6.9        4.3        5.2
 
Number of Traders in Each Category                                    Total Traders:        26
         5         11          8          .          0          0          6          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    63,895
Positions
     9,007     20,873        649      3,886      1,057          0     33,168     35,138        945     10,117      2,895          0      6,123      2,338
 
Changes from:       June 11, 2013                                    Total Change is:   -55,862
    -5,603    -40,998     -4,783        188       -515        -33    -26,501      8,974    -17,727     -1,452         45          0         49       -825
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       32.7        1.0        6.1        1.7        0.0       51.9       55.0        1.5       15.8        4.5        0.0        9.6        3.7
 
Number of Traders in Each Category                                    Total Traders:        96
         6          8          .          6          4          0         34         23          7          9          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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    37,359
Positions
    11,155     21,567      3,426      1,806      2,745          0      4,121      3,002        668     14,300      3,055      1,335        548      1,561
 
Changes from:       June 11, 2013                                    Total Change is:    -2,493
       123        798          0          0        261          0       -721     -1,981       -701        -91          0     -1,196         93        326
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       57.7        9.2        4.8        7.3        0.0       11.0        8.0        1.8       38.3        8.2        3.6        1.5        4.2
 
Number of Traders in Each Category                                    Total Traders:        41
         7          8          .          .          .          0          8          7          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    11,742
Positions
     2,333        255          0        146        458          0      6,921      6,848        124        458        203          0      1,760      3,854
 
Changes from:       June 11, 2013                                    Total Change is:   -14,551
   -11,288    -11,191     -1,850          0        132        -59     -1,247       -525         74         28       -598          0       -209       -534
 
Percent of Open Interest Represented by Each Category of Trader
      19.9        2.2        0.0        1.2        3.9        0.0       58.9       58.3        1.1        3.9        1.7        0.0       15.0       32.8
 
Number of Traders in Each Category                                    Total Traders:        34
         5          .          0          .          .          0          6         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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    76,492
Positions
     8,117     36,488     16,270      5,254        254         78     30,978      9,642      2,443      3,548        939        810      8,997      9,569
 
Changes from:       June 11, 2013                                    Total Change is:    21,066
      -153      2,555     14,301        858       -230        -98      2,869        987      2,372       -144        173        776        285        231
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       47.7       21.3        6.9        0.3        0.1       40.5       12.6        3.2        4.6        1.2        1.1       11.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       102
        16         19         14          8          .          .         31         11         14          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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   152,984
Positions
    16,234     72,976     32,540     10,507        508        156     61,955     19,284      4,885      7,095      1,878      1,619     17,993     19,138
 
Changes from:       June 11, 2013                                    Total Change is:    42,132
      -306      5,109     28,602      1,715       -460       -196      5,738      1,974      4,744       -287        346      1,552        570        461
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       47.7       21.3        6.9        0.3        0.1       40.5       12.6        3.2        4.6        1.2        1.1       11.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       102
        16         19         14          8          .          .         31         11         14          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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   991,389
Positions
    38,434    194,092    139,655    358,846    134,604     63,796    109,315    198,548     60,939     62,328     46,306     10,154    147,924    143,297
 
Changes from:       June 11, 2013                                    Total Change is:    96,787
    -3,455      3,567     60,006      6,986     -3,845       -470      6,787      3,451      8,671      1,949      4,699      1,566     14,746     19,142
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       19.6       14.1       36.2       13.6        6.4       11.0       20.0        6.1        6.3        4.7        1.0       14.9       14.5
 
Number of Traders in Each Category                                    Total Traders:       569
        29         39         44        111         60         73         94        123         96         56         56         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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   242,088
Positions
    43,461     66,814     21,036     60,812     31,613     12,708     21,032     14,739      2,738     14,344     13,485      2,277     63,680     76,678
 
Changes from:       June 11, 2013                                    Total Change is:    26,967
      -299       -365     14,474      3,435       -270      3,339      7,655    -10,672        570          3      1,007        494     -2,704     18,390
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       27.6        8.7       25.1       13.1        5.2        8.7        6.1        1.1        5.9        5.6        0.9       26.3       31.7
 
Number of Traders in Each Category                                    Total Traders:        99
        10         10          8         16         10         12         19         19         20          9          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 3,746,507
Positions
   213,675    875,204    354,282  1,512,577    537,360    233,031    496,613    974,240    235,807    245,435    169,621     33,867    421,220    333,095
 
Changes from:       June 11, 2013                                    Total Change is:   349,100
    -9,916     25,523    221,798      8,300    -27,331     -9,589    -21,688     53,264     57,857     -1,598      7,129     16,688     87,248      3,761
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       23.4        9.5       40.4       14.3        6.2       13.3       26.0        6.3        6.6        4.5        0.9       11.2        8.9
 
Number of Traders in Each Category                                    Total Traders:       545
        32         36         40        105         54         67         89        123         88         52         52         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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   124,412
Positions
     2,562     51,816     12,126     58,418     44,202      2,366     33,135      5,888      1,570        642      2,184          0     13,593      4,260
 
Changes from:       June 11, 2013                                    Total Change is:    15,112
      -321      1,249     11,565        942       -369        196        746      1,214      1,010         83          0          0        891        247
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       41.6        9.7       47.0       35.5        1.9       26.6        4.7        1.3        0.5        1.8        0.0       10.9        3.4
 
Number of Traders in Each Category                                    Total Traders:        98
         4         16          9         36         12         12         19          8          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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   105,066
Positions
     5,530     54,928     18,160     31,782      5,133      4,284     27,420      6,607      3,277      2,440      5,353      1,487     10,687      5,838
 
Changes from:       June 11, 2013                                    Total Change is:    27,217
        70      1,286     17,325     -3,029         -5      3,333      1,639       -288      1,917        127      2,008      1,332      4,503        308
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       52.3       17.3       30.2        4.9        4.1       26.1        6.3        3.1        2.3        5.1        1.4       10.2        5.6
 
Number of Traders in Each Category                                    Total Traders:       212
        19         24         21         30         20         11         66         21         23         18         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,627
Positions
     4,854      5,300      2,095          0      2,000      1,200      1,475        560          0        379      1,471          0      3,624      1,001
 
Changes from:       June 11, 2013                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       38.9       15.4        0.0       14.7        8.8       10.8        4.1        0.0        2.8       10.8        0.0       26.6        7.3
 
Number of Traders in Each Category                                    Total Traders:        20
         5          8          .          0          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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   457,197
Positions
    26,719    271,475     56,987    168,909     25,667      5,419    138,164     38,674      7,944     11,134     20,237      6,608     35,313     24,186
 
Changes from:       June 11, 2013                                    Total Change is:    67,952
      -585      3,269     52,814     -5,143        -23        663      9,260      4,200      1,146       -430      3,514      5,833      4,394     -3,464
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       59.4       12.5       36.9        5.6        1.2       30.2        8.5        1.7        2.4        4.4        1.4        7.7        5.3
 
Number of Traders in Each Category                                    Total Traders:       211
        20         23         19         30         20         10         65         22         20         18          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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   404,879
Positions
    67,962     55,140     35,640    128,433    143,024     21,192     88,194     96,568     10,878      6,469      6,816      1,746     44,365     33,875
 
Changes from:       June 11, 2013                                    Total Change is:    34,319
    -8,216      1,128     26,863     -1,556     -2,178       -237      5,808     -5,159      3,096       -590         -7      1,746      7,405      9,067
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       13.6        8.8       31.7       35.3        5.2       21.8       23.9        2.7        1.6        1.7        0.4       11.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       254
        18         16         14         45         36         22         59         49         24         17         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    54,701
Positions
     3,960     34,103        268     23,722          0        497     10,136     11,410        175      5,234      1,085          0     10,709      7,163
 
Changes from:       June 11, 2013                                    Total Change is:   -42,877
    -1,044      5,726    -25,257        561       -262        -43     -8,123       -976     -4,916     -1,776     -1,637       -390     -1,889    -15,122
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       62.3        0.5       43.4        0.0        0.9       18.5       20.9        0.3        9.6        2.0        0.0       19.6       13.1
 
Number of Traders in Each Category                                    Total Traders:        58
         5          5          .         18          0          .         14          7          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    63,074
Positions
    16,921     10,782      1,461     13,326      2,417        334     15,734      3,427        517      3,360        619          0     11,421     43,517
 
Changes from:       June 11, 2013                                    Total Change is:   -26,132
   -16,064     -5,802     -3,605      2,494     -2,164        285       -586     -9,046     -4,762        229     -1,303       -139     -3,984        404
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       17.1        2.3       21.1        3.8        0.5       24.9        5.4        0.8        5.3        1.0        0.0       18.1       69.0
 
Number of Traders in Each Category                                    Total Traders:        71
        15         11          5          9          .          .         21          5          6          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   101,316
Positions
    16,582     34,518     15,574     31,598     21,836      4,619     23,638     16,103      2,610        240        641          0      6,455      5,415
 
Changes from:       June 11, 2013                                    Total Change is:    12,045
      -259       -915     13,271     -1,626     -1,153        196       -303     -1,088        208          0          0          0        558      1,526
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       34.1       15.4       31.2       21.6        4.6       23.3       15.9        2.6        0.2        0.6        0.0        6.4        5.3
 
Number of Traders in Each Category                                    Total Traders:        77
         7          6          6         25         20         12         11          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   262,992
Positions
    18,683    106,843     31,972     81,475     28,509     39,256     50,224     30,555      6,620      9,096      3,840        376     25,290     15,021
 
Changes from:       June 11, 2013                                    Total Change is:    20,876
     1,528     -2,820     18,898     -4,914     -1,408     10,186     -3,172     -3,832     -5,020       -492      1,725         33      3,829      3,114
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       40.6       12.2       31.0       10.8       14.9       19.1       11.6        2.5        3.5        1.5        0.1        9.6        5.7
 
Number of Traders in Each Category                                    Total Traders:       157
        15         21         11         37         26         23         26         13         11         13          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   564,983
Positions
    14,128     74,335     12,310    243,359     87,672     85,150     65,605     86,471     18,536     11,288     25,909          0    114,607    174,600
 
Changes from:       June 11, 2013                                    Total Change is:   -15,670
   -11,941     12,123     -4,623     14,425     -2,072       -936      1,015     -6,913     -8,189        -68     -5,127          0     -5,353         67
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       13.2        2.2       43.1       15.5       15.1       11.6       15.3        3.3        2.0        4.6        0.0       20.3       30.9
 
Number of Traders in Each Category                                    Total Traders:       166
         7         19          4         43         23         27         28         31         18          5         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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   384,497
Positions
    12,051    101,211      4,522    234,349     54,688     37,804     10,471    112,536      6,208      9,352      8,154          0     69,740     59,374
 
Changes from:       June 11, 2013                                    Total Change is:   -13,710
    -1,668     -3,130       -131     -4,218      3,260       -110        222     13,619     -7,014         25    -20,965          0       -816        761
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       26.3        1.2       60.9       14.2        9.8        2.7       29.3        1.6        2.4        2.1        0.0       18.1       15.4
 
Number of Traders in Each Category                                    Total Traders:        72
         .         12          7         28         11         17          .         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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   799,151
Positions
    65,912     71,786     14,185    207,798    203,366     47,839    189,600    246,866     30,680    116,104     57,777     32,667     94,366     93,985
 
Changes from:       June 11, 2013                                    Total Change is:   -19,736
   -30,367      9,088     -2,686      1,501     -3,020     -2,153     18,082     22,738    -30,401     30,859     -5,666        -70     -4,501     -7,566
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        9.0        1.8       26.0       25.4        6.0       23.7       30.9        3.8       14.5        7.2        4.1       11.8       11.8
 
Number of Traders in Each Category                                    Total Traders:       189
        11         23          5         32         25         26         33         34         23         11         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    50,915
Positions
    10,255     25,850     10,061        680          0          0     23,386      8,362      4,760          0         61      1,577        196        244
 
Changes from:       June 11, 2013                                    Total Change is:       398
    -4,079       -227        874          0          0          0      3,845        -66       -228         -1         61        -73         60         57
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       50.8       19.8        1.3        0.0        0.0       45.9       16.4        9.3        0.0        0.1        3.1        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        46
         7         13         14          .          0          0         10         11         11          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 2,087,833
Positions
   130,050    205,375     44,143    506,070    748,060    275,437    733,802    212,749     64,467     76,465    118,344     23,428    233,971    395,830
 
Changes from:       June 11, 2013                                    Total Change is:   -73,163
   -24,067    -20,958     -5,795     42,438     22,603     -8,798    -17,247    -36,190     -7,109    -42,219      5,178       -172    -10,194    -21,922
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        9.8        2.1       24.2       35.8       13.2       35.1       10.2        3.1        3.7        5.7        1.1       11.2       19.0
 
Number of Traders in Each Category                                    Total Traders:       316
        29         39         15         25         67         47         59         55         38         14         28          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 1,442,088
Positions
   265,972    102,810     16,665    354,374    468,737    145,731    341,573    221,247     36,853     74,693    131,063     19,438    186,789    299,544
 
Changes from:       June 11, 2013                                    Total Change is:   -87,879
    -9,815    -22,795    -19,377     -9,291    -22,103     23,579    -44,842    -41,324     -9,089    -20,205       -810      1,833       -672      2,207
 
Percent of Open Interest Represented by Each Category of Trader
      18.4        7.1        1.2       24.6       32.5       10.1       23.7       15.3        2.6        5.2        9.1        1.3       13.0       20.8
 
Number of Traders in Each Category                                    Total Traders:       218
        25         22         13         25         40         34         42         39         22          8         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   336,265
Positions
   109,542    100,226    100,526      1,105      2,015      3,041     41,240     24,976     48,072          0      9,980      8,878     23,861     38,551
 
Changes from:       June 11, 2013                                    Total Change is:    12,234
    -2,547      3,033      9,741         -3          0          0      5,038       -546        994       -237      1,069        102       -854     -2,159
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       29.8       29.9        0.3        0.6        0.9       12.3        7.4       14.3        0.0        3.0        2.6        7.1       11.5
 
Number of Traders in Each Category                                    Total Traders:        62
        13         19         18          .          .          .         12         10         18          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 8,774,697
Positions
 1,947,312  2,437,265  1,383,928    890,791    625,615    238,721    986,086    442,782  2,097,058    178,281    201,879    285,425    767,095  1,062,024
 
Changes from:       June 11, 2013                                    Total Change is:  -569,228
    67,027    -69,274   -389,346     64,261     30,029    -12,369     68,887    126,677   -160,808    -45,643     43,538   -113,670    -47,567    -24,005
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       27.8       15.8       10.2        7.1        2.7       11.2        5.0       23.9        2.0        2.3        3.3        8.7       12.1
 
Number of Traders in Each Category                                    Total Traders:       231
        25         42         58         10         10         17         55         37         81         12         17         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    29,798
Positions
    23,787        842          0      2,196      6,962         71      2,810     15,381         16        895      6,467          0         23         59
 
Changes from:       June 11, 2013                                    Total Change is:       461
     2,516          0     -1,050        -31      1,031        -32         63        259       -999          0      1,224          0         -6         28
 
Percent of Open Interest Represented by Each Category of Trader
      79.8        2.8        0.0        7.4       23.4        0.2        9.4       51.6        0.1        3.0       21.7        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        31
         5          .          0          .          5          .          .          6          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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    51,036
Positions
     9,073     13,026        874      2,973      1,384        224     14,255     31,407      1,225     15,243        613          0      7,169      2,283
 
Changes from:       June 11, 2013                                    Total Change is:   -28,279
        25    -24,439       -125     -1,111      1,070        113    -23,645     -1,185     -3,845      1,385       -192       -255       -821        579
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       25.5        1.7        5.8        2.7        0.4       27.9       61.5        2.4       29.9        1.2        0.0       14.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       126
         4          .          .          8          .          .         22         23          .         59          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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   367,704
Positions
    71,730     27,665     47,158     42,235     17,088     15,190     36,355    100,668     60,910      4,380     12,171     54,331     35,415     32,523
 
Changes from:       June 11, 2013                                    Total Change is:       -98
   -15,163      8,473     10,789     -5,457     -3,937        428      4,918    -22,583       -661       -215        821      6,584     -1,321        -12
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        7.5       12.8       11.5        4.6        4.1        9.9       27.4       16.6        1.2        3.3       14.8        9.6        8.8
 
Number of Traders in Each Category                                    Total Traders:       172
        18         14         22          7         12         12         30         53         46         13         17         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,597
Positions
       402      2,813        464      1,969        205        333      4,078      3,476      1,227          0         69          0        124         10
 
Changes from:       June 11, 2013                                    Total Change is:      -890
       249       -308        370         -7       -148       -115       -669       -428        192       -455          0          0       -455       -453
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       32.7        5.4       22.9        2.4        3.9       47.4       40.4       14.3        0.0        0.8        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          4          .          4          .          .          6          4          .          0          .          0
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Traders in Financial Futures - Futures Only Positions as of June 18, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,295
Positions
     1,276      7,725          0      6,955          0          0      1,488      2,077         71          0          0          0        505        422
 
Changes from:       June 11, 2013                                    Total Change is:      -288
         6        883          0        234          0          0       -417       -893        -64          0          0          0        -47       -214
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       75.0        0.0       67.6        0.0        0.0       14.5       20.2        0.7        0.0        0.0        0.0        4.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0         10          0          0          .          4          .          0          0          0
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Updated June 21, 2013