`Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   155,564
Positions
    67,691      9,867     15,947     17,344     20,441        514      9,171     52,560     12,491      5,694      4,299      1,829     24,883     37,616
 
Changes from:       June 4, 2013                                     Total Change is:    -4,845
    -3,042       -815      7,017        545        798       -140     -4,451     -7,337        714     -2,590        623     -1,026     -1,870     -4,679
 
Percent of Open Interest Represented by Each Category of Trader
      43.5        6.3       10.3       11.1       13.1        0.3        5.9       33.8        8.0        3.7        2.8        1.2       16.0       24.2
 
Number of Traders in Each Category                                    Total Traders:        81
         6          8          9          5          5          4         14         29         23          7          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    68,540
Positions
    37,935     16,839      2,257          0      1,355          0      6,667     22,078      8,972      2,055      2,046          3     10,652     14,990
 
Changes from:       June 4, 2013                                     Total Change is:      -773
    -4,885      5,857       -704          0        -85          0        -94     -4,308      3,346     -1,133        425        -69      2,767     -5,234
 
Percent of Open Interest Represented by Each Category of Trader
      55.3       24.6        3.3        0.0        2.0        0.0        9.7       32.2       13.1        3.0        3.0        0.0       15.5       21.9
 
Number of Traders in Each Category                                    Total Traders:        43
         7          8          5          0          .          0          9         12          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   229,380
Positions
    92,047     18,945      8,148     16,164     27,742        596     34,586     95,648     32,116     22,699      9,366        737     22,288     36,083
 
Changes from:       June 4, 2013                                     Total Change is:      -749
   -22,375      6,332      1,381     -1,009     -1,853         -4      7,546    -14,487     14,820     -4,833       -242       -175      3,900     -6,520
 
Percent of Open Interest Represented by Each Category of Trader
      40.1        8.3        3.6        7.0       12.1        0.3       15.1       41.7       14.0        9.9        4.1        0.3        9.7       15.7
 
Number of Traders in Each Category                                    Total Traders:       113
        10         10         11          5         16          4         26         31         28          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   280,853
Positions
   110,580     34,591     18,641     25,098     18,548      2,050     43,227     77,724     47,255      6,813     14,091      6,849     20,340     61,104
 
Changes from:       June 4, 2013                                     Total Change is:      -543
    -4,418      3,185      4,336      1,059      1,687       -596      2,986    -10,760      6,487     -4,026      3,694     -4,310     -2,058     -4,264
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       12.3        6.6        8.9        6.6        0.7       15.4       27.7       16.8        2.4        5.0        2.4        7.2       21.8
 
Number of Traders in Each Category                                    Total Traders:       140
        10         14         10          6         18          5         25         42         28          4         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   306,795
Positions
    41,444     31,369     27,301     35,300     53,877      6,143     60,210     59,188     43,427     36,134     11,211      5,393     51,443     68,886
 
Changes from:       June 4, 2013                                     Total Change is:      -142
   -30,244     15,578     10,848       -215        -11      1,059     25,142    -15,089     -6,398     -3,850     -5,128     -1,896      5,411        894
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       10.2        8.9       11.5       17.6        2.0       19.6       19.3       14.2       11.8        3.7        1.8       16.8       22.5
 
Number of Traders in Each Category                                    Total Traders:       182
        18         18         19         15         23         13         30         41         42         16         21         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   270,535
Positions
   131,877     24,930     26,887        666     43,440      2,754     38,704     79,016     32,035     10,048      9,093      4,488     23,075     47,891
 
Changes from:       June 4, 2013                                     Total Change is:     9,988
     4,436      4,098     10,273        610     -1,188       -996     -4,595      1,179      4,926       -674     -1,879     -2,368     -1,624     -4,057
 
Percent of Open Interest Represented by Each Category of Trader
      48.7        9.2        9.9        0.2       16.1        1.0       14.3       29.2       11.8        3.7        3.4        1.7        8.5       17.7
 
Number of Traders in Each Category                                    Total Traders:       116
        12          9         11          .          8          .         26         44         32          5         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    49,280
Positions
    15,757     16,893     18,470        861          0          0      3,526      1,585      4,365      1,324          0      3,211      1,766      4,756
 
Changes from:       June 4, 2013                                     Total Change is:      -559
    -1,781       -914      1,682       -391          0          0       -154       -334         48         66          0          0        -30     -1,042
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       34.3       37.5        1.7        0.0        0.0        7.2        3.2        8.9        2.7        0.0        6.5        3.6        9.7
 
Number of Traders in Each Category                                    Total Traders:        29
         6         11         13          .          0          0          5          .          4          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   120,262
Positions
    14,610     61,952      5,478      3,698      1,572         33     59,441     26,197     18,978     11,570      2,606        247      6,207      3,199
 
Changes from:       June 4, 2013                                     Total Change is:    -6,575
     1,541    -12,751      3,609       -254        702        -83    -21,433    -10,536     12,455     -1,692       -339         13       -731        355
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       51.5        4.6        3.1        1.3        0.0       49.4       21.8       15.8        9.6        2.2        0.2        5.2        2.7
 
Number of Traders in Each Category                                    Total Traders:       110
         9         11          .          6          4          .         42         17         20         13          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    39,852
Positions
    11,032     20,769      3,426      1,806      2,484          0      4,842      4,983      1,369     14,391      3,055      2,531        455      1,235
 
Changes from:       June 4, 2013                                     Total Change is:       912
       211       -151       -176          0        440          0        222     -1,090        535       -544          0        885       -221        469
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       52.1        8.6        4.5        6.2        0.0       12.1       12.5        3.4       36.1        7.7        6.4        1.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        45
         7          8          .          .          .          0          9          8          4          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    26,293
Positions
    13,621     11,446      1,850        146        326         59      8,168      7,373         50        430        801          0      1,969      4,388
 
Changes from:       June 4, 2013                                     Total Change is:       763
     1,885     -1,764      1,618          0         -1         59     -2,441        755         25       -447       -157          0         64        228
 
Percent of Open Interest Represented by Each Category of Trader
      51.8       43.5        7.0        0.6        1.2        0.2       31.1       28.0        0.2        1.6        3.0        0.0        7.5       16.7
 
Number of Traders in Each Category                                    Total Traders:        48
         7          6          5          .          .          .         10         18          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    59,524
Positions
     8,270     33,784      2,142      4,396        484        176     28,303      8,734      2,031      3,351        582      1,838      9,017      9,753
 
Changes from:       June 4, 2013                                     Total Change is:    -2,535
       405     -2,521        956       -425        -65         56     -3,396       -393        406         30        178        128       -694     -1,279
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       56.8        3.6        7.4        0.8        0.3       47.5       14.7        3.4        5.6        1.0        3.1       15.1       16.4
 
Number of Traders in Each Category                                    Total Traders:        98
        16         19         10          5          .          .         29         12          9          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   119,048
Positions
    16,540     67,568      4,284      8,792        968        352     56,607     17,468      4,061      6,701      1,165      3,677     18,034     19,505
 
Changes from:       June 4, 2013                                     Total Change is:    -5,070
       809     -5,043      1,912       -849       -130        112     -6,792       -786        811         60        356        255     -1,389     -2,558
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       56.8        3.6        7.4        0.8        0.3       47.5       14.7        3.4        5.6        1.0        3.1       15.1       16.4
 
Number of Traders in Each Category                                    Total Traders:        98
        16         19         10          5          .          .         29         12          9          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 1,147,016
Positions
    41,490    191,174     96,196    352,590    137,982     66,550    108,843    196,765    234,101     59,744     43,818     37,797    149,705    142,634
 
Changes from:       June 4, 2013                                     Total Change is:    33,356
    -3,431    -14,911     17,264     -9,028      5,764      2,890     -3,552     -7,675      4,771      3,676      3,680       -371     21,135     21,943
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       16.7        8.4       30.7       12.0        5.8        9.5       17.2       20.4        5.2        3.8        3.3       13.1       12.4
 
Number of Traders in Each Category                                    Total Traders:       597
        30         41         46        117         61         74         90        127        128         72         56         63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   306,769
Positions
    43,702     67,179     10,519     57,978     31,386     10,878     13,349     25,179     67,449     14,215     12,901     12,931     75,749     68,347
 
Changes from:       June 4, 2013                                     Total Change is:     6,851
     6,400     -5,864        538     -3,649     -2,163       -768       -591     -2,322       -618        505        415       -126      5,159     17,758
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       21.9        3.4       18.9       10.2        3.5        4.4        8.2       22.0        4.6        4.2        4.2       24.7       22.3
 
Number of Traders in Each Category                                    Total Traders:       113
         9         10          5         17         12         13         20         22         40         14          9         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 4,201,236
Positions
   221,601    852,631    195,730  1,505,251    565,171    246,167    560,680    941,135    750,051    237,171    164,114    114,805    369,780    371,433
 
Changes from:       June 4, 2013                                     Total Change is:   132,522
   -12,715     -8,795     47,192    -20,409     46,123     11,802    -36,539    -48,495     48,678     16,472     16,937     -1,841     79,882     20,921
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       20.3        4.7       35.8       13.5        5.9       13.3       22.4       17.9        5.6        3.9        2.7        8.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       562
        31         40         44        108         57         65         84        125        119         62         51         52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   109,345
Positions
     2,883     50,567        561     57,476     44,571      2,170     32,389      4,688        575        559      2,184          0     12,732      4,028
 
Changes from:       June 4, 2013                                     Total Change is:       316
      -654     -2,355        496       -833      1,861        472      1,216         95        -84        -44          5          0       -253       -175
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       46.2        0.5       52.6       40.8        2.0       29.6        4.3        0.5        0.5        2.0        0.0       11.6        3.7
 
Number of Traders in Each Category                                    Total Traders:        91
         4         16          .         33         12         11         18          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    81,202
Positions
     5,458     53,666      1,393     34,810      5,138        951     25,755      7,475      2,336      2,985      3,348      1,093      6,420      5,801
 
Changes from:       June 4, 2013                                     Total Change is:    -8,033
     1,208     -8,062        191     -4,106       -115         77     -5,151        128        443       -125        -10         86       -655       -770
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       66.1        1.7       42.9        6.3        1.2       31.7        9.2        2.9        3.7        4.1        1.3        7.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       215
        19         26         13         31         21          9         63         24         25         18         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   406,008
Positions
    27,289    268,331      6,963    174,052     25,690      4,756    128,776     37,376     11,682     14,924     16,741      5,465     32,101     29,004
 
Changes from:       June 4, 2013                                     Total Change is:   -40,167
     6,041    -40,311        953    -20,531       -574        383    -25,754        640      2,216       -625        -52        428     -3,277     -3,850
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       66.1        1.7       42.9        6.3        1.2       31.7        9.2        2.9        3.7        4.1        1.3        7.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       215
        19         26         13         31         21          9         63         24         25         18         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   373,948
Positions
    76,178     54,012      8,777    129,989    145,202     21,429     82,512    101,560      9,676      6,827      6,594      1,303     37,257     25,395
 
Changes from:       June 4, 2013                                     Total Change is:    -4,217
    -1,978        576      1,771      1,757      1,661     -3,640     -4,155     -3,085       -203     -1,022       -287         27      3,225     -1,038
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       14.4        2.3       34.8       38.8        5.7       22.1       27.2        2.6        1.8        1.8        0.3       10.0        6.8
 
Number of Traders in Each Category                                    Total Traders:       243
        16         15          7         47         35         22         51         46         17         17         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    97,578
Positions
     5,004     28,377     25,525     23,161        262        540     18,259     12,386      5,091      7,010      2,722        390     12,598     22,285
 
Changes from:       June 4, 2013                                     Total Change is:    27,911
       711       -580     25,295        127       -605         92        512      1,396      4,889     -2,379     -1,335        390     -1,726     -1,631
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       29.1       26.2       23.7        0.3        0.6       18.7       12.7        5.2        7.2        2.8        0.4       12.9       22.8
 
Number of Traders in Each Category                                    Total Traders:        76
         5          8          4         16          .          .         20         11          7         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    89,206
Positions
    32,985     16,584      5,066     10,832      4,581         49     16,320     12,473      5,279      3,131      1,922        139     15,405     43,113
 
Changes from:       June 4, 2013                                     Total Change is:     3,045
       -25        978      2,811       -841        486       -103     -1,751        -23      2,948       -824        125        139        691     -4,316
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       18.6        5.7       12.1        5.1        0.1       18.3       14.0        5.9        3.5        2.2        0.2       17.3       48.3
 
Number of Traders in Each Category                                    Total Traders:        99
        24         15         15          8          4          .         21         15         10          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    89,271
Positions
    16,841     35,433      2,303     33,224     22,989      4,423     23,941     17,191      2,402        240        641          0      5,897      3,889
 
Changes from:       June 4, 2013                                     Total Change is:       -30
       716     -1,799        -62       -871      2,704         35       -208     -2,406         46        240        641          0         74        811
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       39.7        2.6       37.2       25.8        5.0       26.8       19.3        2.7        0.3        0.7        0.0        6.6        4.4
 
Number of Traders in Each Category                                    Total Traders:        79
         7          6          .         26         20         11         12          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   242,116
Positions
    17,155    109,663     13,074     86,389     29,917     29,070     53,396     34,387     11,640      9,588      2,115        343     21,461     11,907
 
Changes from:       June 4, 2013                                     Total Change is:    17,835
     3,001       -992      3,406    -12,414      4,941      7,777      5,182     -8,236      3,936      1,628        -53        -45      5,364      7,101
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       45.3        5.4       35.7       12.4       12.0       22.1       14.2        4.8        4.0        0.9        0.1        8.9        4.9
 
Number of Traders in Each Category                                    Total Traders:       153
        16         17          7         33         27         21         29         12         12         15          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   737,126
Positions
    22,854     61,938     48,168    235,012     89,730     96,547     50,704     89,020    114,546     11,273     31,281     14,256    143,766    191,640
 
Changes from:       June 4, 2013                                     Total Change is:    13,988
     9,762     -8,412      9,658     -6,726     -6,248      6,037      6,586     11,784    -10,654        964      3,326        876     -2,514      7,622
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        8.4        6.5       31.9       12.2       13.1        6.9       12.1       15.5        1.5        4.2        1.9       19.5       26.0
 
Number of Traders in Each Category                                    Total Traders:       176
         6         19         19         43         23         35         26         40         51          .         16         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   399,535
Positions
    13,719    104,341      4,653    238,567     51,428     37,914     10,249     99,374     13,390      9,327     29,119          0     71,716     59,316
 
Changes from:       June 4, 2013                                     Total Change is:    -7,101
     3,893     12,535     -2,553      6,184       -221       -347         31      1,818     -6,904       -118        -35       -441     -6,846    -10,953
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       26.1        1.2       59.7       12.9        9.5        2.6       24.9        3.4        2.3        7.3        0.0       17.9       14.8
 
Number of Traders in Each Category                                    Total Traders:        76
         4         12          6         29         10         18          .         11          9          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   915,422
Positions
    98,658     60,185     29,427    206,297    206,504     49,992    182,544    223,994    104,285     69,039     63,431     75,987     99,194    101,617
 
Changes from:       June 4, 2013                                     Total Change is:   -50,326
    33,614    -21,923     -7,394     12,640     -2,231     -4,667    -15,757      4,323    -34,184    -36,404      2,157      5,928     -4,103      7,665
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        6.6        3.2       22.5       22.6        5.5       19.9       24.5       11.4        7.5        6.9        8.3       10.8       11.1
 
Number of Traders in Each Category                                    Total Traders:       190
        16         20         18         33         24         25         34         29         35         11         23         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    50,517
Positions
    14,334     26,077      9,187        680          0          0     19,541      8,428      4,988          1          0      1,650        136        187
 
Changes from:       June 4, 2013                                     Total Change is:     1,911
    -2,000         25        753         12          0          0      3,172      1,100       -401          1         -5        278         96        161
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       51.6       18.2        1.3        0.0        0.0       38.7       16.7        9.9        0.0        0.0        3.3        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        47
         8         13         14          .          0          0          8         13         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 2,945,726
Positions
   138,361    241,264    298,446    499,176    709,241    330,853    761,825    245,637    444,522    101,472    120,696     95,347    275,723    459,720
 
Changes from:       June 4, 2013                                     Total Change is:     3,508
    39,195    -48,190     29,334     -8,037     15,143     -7,383    -31,321      9,485     -8,443    -11,776     -4,917      2,431       -491     16,047
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        8.2       10.1       16.9       24.1       11.2       25.9        8.3       15.1        3.4        4.1        3.2        9.4       15.6
 
Number of Traders in Each Category                                    Total Traders:       322
        26         46         57         25         65         55         56         59         82         15         30         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 1,934,397
Positions
   258,872    120,834    171,431    368,253    490,443    133,898    380,203    250,547    283,236     98,912    134,073     41,314    198,277    308,621
 
Changes from:       June 4, 2013                                     Total Change is:   -79,869
  -104,052     29,257      1,032    -21,918    -35,895      3,998    -23,965    -20,893     36,562     34,664   -105,346      4,422    -10,612      6,994
 
Percent of Open Interest Represented by Each Category of Trader
      13.4        6.2        8.9       19.0       25.4        6.9       19.7       13.0       14.6        5.1        6.9        2.1       10.3       16.0
 
Number of Traders in Each Category                                    Total Traders:       227
        22         26         32         28         40         36         46         36         45         12         17         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   325,873
Positions
   112,250     96,346     91,632      1,108      2,015      3,041     35,432     25,662     48,131        237      8,911      8,776     25,266     41,359
 
Changes from:       June 4, 2013                                     Total Change is:    11,501
     1,104        495      7,093      1,108          0          0        -36      3,557      1,222        237       -777      1,699       -925     -1,787
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       29.6       28.1        0.3        0.6        0.9       10.9        7.9       14.8        0.1        2.7        2.7        7.8       12.7
 
Number of Traders in Each Category                                    Total Traders:        59
        11         17         16          .          .          .         10         13         17          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 is15,410,500
Positions
 1,817,083  2,518,789  3,019,991    833,837    602,775    320,727    939,225    353,914  5,613,435    337,131    176,257  1,632,093    896,977  1,172,519
 
Changes from:       June 4, 2013                                     Total Change is:   488,565
   -39,718    -64,203    154,183         90    -61,032     12,577   -161,736    -54,804    336,711     80,682     14,672    130,821    -25,044     19,641
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       16.3       19.6        5.4        3.9        2.1        6.1        2.3       36.4        2.2        1.1       10.6        5.8        7.6
 
Number of Traders in Each Category                                    Total Traders:       261
        25         52         72         11         16         23         71         40         91         16         20         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    29,337
Positions
    21,271        842      1,050      2,227      5,931        103      2,747     15,122      1,015        895      5,243          0         29         31
 
Changes from:       June 4, 2013                                     Total Change is:     3,973
     2,915        -38      1,050        -76        772         14      1,757        558     -1,213          0      3,420          0       -474       -590
 
Percent of Open Interest Represented by Each Category of Trader
      72.5        2.9        3.6        7.6       20.2        0.4        9.4       51.5        3.5        3.1       17.9        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        31
         6          .          .          .          5          .          .          6          .          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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    79,511
Positions
     9,048     37,516      1,009      4,084        314        111     37,958     32,596      5,125     13,834        805        279      8,063      1,755
 
Changes from:       June 4, 2013                                     Total Change is:    -1,783
       -82        842       -164     -3,125        193         26        567     -6,983      3,925      1,038         14         -6     -3,963        370
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       47.2        1.3        5.1        0.4        0.1       47.7       41.0        6.4       17.4        1.0        0.4       10.1        2.2
 
Number of Traders in Each Category                                    Total Traders:       127
         4          4          .         11          .          .         31         16         11         53          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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   367,802
Positions
    86,893     19,192     36,369     47,692     21,025     14,762     31,437    123,251     61,571      4,595     11,350     47,747     36,736     32,535
 
Changes from:       June 4, 2013                                     Total Change is:    -4,991
     2,168      3,398     -3,235     -6,892        -41      2,169       -672    -10,517     -3,975       -923     -2,068      7,086       -717      2,192
 
Percent of Open Interest Represented by Each Category of Trader
      23.6        5.2        9.9       13.0        5.7        4.0        8.5       33.5       16.7        1.2        3.1       13.0       10.0        8.8
 
Number of Traders in Each Category                                    Total Traders:       167
        20         10         24          7         11         11         24         53         50         15         17         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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     9,487
Positions
       153      3,121         94      1,976        353        448      4,747      3,904      1,035        455         69          0        579        463
 
Changes from:       June 4, 2013                                     Total Change is:      -101
       141        -49         25       -111         27       -102       -573       -545        101          0          0          0        418        442
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       32.9        1.0       20.8        3.7        4.7       50.0       41.2       10.9        4.8        0.7        0.0        6.1        4.9
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          4          .          .          6          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated June 14, 2013