`Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   146,676
Positions
    45,405      8,323      6,381     16,520     21,705      1,337     27,456     52,391     11,290     10,251      1,916      4,010     24,025     39,322
 
Changes from:       June 25, 2013                                    Total Change is:    17,983
     7,336     -1,584      1,500       -920        452         24      9,279     13,088      1,084        586        -98        638     -1,545      2,878
 
Percent of Open Interest Represented by Each Category of Trader
      31.0        5.7        4.4       11.3       14.8        0.9       18.7       35.7        7.7        7.0        1.3        2.7       16.4       26.8
 
Number of Traders in Each Category                                    Total Traders:        99
         9          4          6          5          6          4         18         37         20         14          5         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    34,972
Positions
    10,080      7,950      1,214          0      1,387          0     10,964      6,966      2,338        406      2,563          2      9,969     12,553
 
Changes from:       June 25, 2013                                    Total Change is:       210
     2,805     -2,827        155          0        -16          0     -1,707      1,164        -90          2        942         -1       -954        882
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       22.7        3.5        0.0        4.0        0.0       31.4       19.9        6.7        1.2        7.3        0.0       28.5       35.9
 
Number of Traders in Each Category                                    Total Traders:        36
         8          5          4          0          .          0          9          8          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   151,507
Positions
    54,339      3,613      4,555     14,722     30,103      1,870     31,020     55,058     14,448      9,516      5,815      1,710     19,327     34,335
 
Changes from:       June 25, 2013                                    Total Change is:    11,660
    14,331     -8,457       -121        133       -921        446     -2,514     14,966        658      3,957     -1,659        440     -5,671      6,307
 
Percent of Open Interest Represented by Each Category of Trader
      35.9        2.4        3.0        9.7       19.9        1.2       20.5       36.3        9.5        6.3        3.8        1.1       12.8       22.7
 
Number of Traders in Each Category                                    Total Traders:       108
        10          7          7          6         18          .         25         28         21          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   231,026
Positions
    95,447      4,243     10,789     25,278     24,241      2,762     34,905     83,424     30,996      4,008     12,765      6,985     19,856     54,820
 
Changes from:       June 25, 2013                                    Total Change is:    22,416
    13,216       -738      1,422       -427        683        557      2,767     12,611      1,110      1,993       -389      1,878       -101      5,282
 
Percent of Open Interest Represented by Each Category of Trader
      41.3        1.8        4.7       10.9       10.5        1.2       15.1       36.1       13.4        1.7        5.5        3.0        8.6       23.7
 
Number of Traders in Each Category                                    Total Traders:       146
        12          9          8          7         20          7         24         45         26          9         19         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   261,718
Positions
    44,175     14,886     11,930     33,013     55,899      5,110     48,803     49,319     44,246     17,124     12,217      8,290     49,028     59,822
 
Changes from:       June 25, 2013                                    Total Change is:    -9,038
    16,958    -18,294      1,384        632     -1,112       -329    -27,472      1,170      2,940          1       -662      1,595     -4,746      4,270
 
Percent of Open Interest Represented by Each Category of Trader
      16.9        5.7        4.6       12.6       21.4        2.0       18.6       18.8       16.9        6.5        4.7        3.2       18.7       22.9
 
Number of Traders in Each Category                                    Total Traders:       184
        19         12         12         14         21         12         29         43         40         24         22         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   223,120
Positions
   107,535      3,094     10,362        652     43,812      1,600     45,848     80,661     24,208      6,796      9,808      4,836     21,281     44,737
 
Changes from:       June 25, 2013                                    Total Change is:    10,147
     7,749      1,596        441         20     -1,067     -1,079     -3,472      7,069      2,893      2,154      1,734        790        651     -2,230
 
Percent of Open Interest Represented by Each Category of Trader
      48.2        1.4        4.6        0.3       19.6        0.7       20.5       36.2       10.8        3.0        4.4        2.2        9.5       20.1
 
Number of Traders in Each Category                                    Total Traders:       101
        11          5          9          .         10          6         19         34         24          5         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    41,277
Positions
    15,245     19,570     12,960          0        720         52      5,012        995      3,328      1,379          0      2,855        446        797
 
Changes from:       June 25, 2013                                    Total Change is:      -272
       467       -216        876          0        631       -160       -119       -348          0          0          0          0     -1,336     -1,055
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       47.4       31.4        0.0        1.7        0.1       12.1        2.4        8.1        3.3        0.0        6.9        1.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        26
         6         10         10          0          .          .          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    65,479
Positions
    26,499     15,834        188      3,285        944          0     20,174     40,087        928      8,495      3,568        272      5,638      3,658
 
Changes from:       June 25, 2013                                    Total Change is:    -2,934
     2,165       -656       -535       -290          3          0     -3,376     -2,721        -62       -936      1,121         58         41       -142
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       24.2        0.3        5.0        1.4        0.0       30.8       61.2        1.4       13.0        5.4        0.4        8.6        5.6
 
Number of Traders in Each Category                                    Total Traders:        92
         7          6          .          4          .          0         25         28          7          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    27,642
Positions
    10,389     14,382      3,348        744      3,123          0      2,619      1,706        342      9,531      3,231          0        669      1,510
 
Changes from:       June 25, 2013                                    Total Change is:    -4,500
       284     -2,739        288     -1,062         32          0     -2,736        280     -1,173      1,335         29     -1,335       -101        118
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       52.0       12.1        2.7       11.3        0.0        9.5        6.2        1.2       34.5       11.7        0.0        2.4        5.5
 
Number of Traders in Each Category                                    Total Traders:        28
         7          4          .          .          .          0          5          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    12,384
Positions
     5,954        126         31        146        508          0      3,907      6,964        161        290        203          0      1,895      4,391
 
Changes from:       June 25, 2013                                    Total Change is:       752
     1,077        126         10          0         20          0       -210        401        -70       -373          0          0        318        265
 
Percent of Open Interest Represented by Each Category of Trader
      48.1        1.0        0.3        1.2        4.1        0.0       31.5       56.2        1.3        2.3        1.6        0.0       15.3       35.5
 
Number of Traders in Each Category                                    Total Traders:        36
         8          .          .          .          .          0          8         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    50,075
Positions
     9,485     36,373        143      4,996        515        305     20,665      3,518      1,338      4,585        298      1,405      7,154      6,181
 
Changes from:       June 25, 2013                                    Total Change is:     1,958
      -786      3,176          7        263       -101         75      2,223     -1,276         11        106        108         76        -17       -119
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       72.6        0.3       10.0        1.0        0.6       41.3        7.0        2.7        9.2        0.6        2.8       14.3       12.3
 
Number of Traders in Each Category                                    Total Traders:        91
        17         13          .          7          .          .         28          9          9         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   100,151
Positions
    18,971     72,746        286      9,991      1,030        609     41,330      7,036      2,677      9,169        596      2,810     14,308     12,362
 
Changes from:       June 25, 2013                                    Total Change is:     3,916
    -1,572      6,352         14        525       -201        149      4,446     -2,551         21        213        216        153        -33       -237
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       72.6        0.3       10.0        1.0        0.6       41.3        7.0        2.7        9.2        0.6        2.8       14.3       12.3
 
Number of Traders in Each Category                                    Total Traders:        91
        17         13          .          7          .          .         28          9          9         12          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   883,024
Positions
    20,492    183,556     30,526    323,999    143,692     45,505     97,791    145,745    158,327     49,009     45,447     27,894    129,480    102,332
 
Changes from:       June 25, 2013                                    Total Change is:    -9,163
    -1,951    -14,112     10,949     -8,705     -9,672     -1,393     -3,761      1,615      7,356     -3,812       -853       -400     -7,446     -2,653
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       20.8        3.5       36.7       16.3        5.2       11.1       16.5       17.9        5.6        5.1        3.2       14.7       11.6
 
Number of Traders in Each Category                                    Total Traders:       576
        29         36         25        113         64         64         89        120        105         59         66         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   221,760
Positions
     9,969     61,591      2,237     72,884     27,090      2,928     10,152     14,037     40,724     14,424     11,277      9,621     58,821     52,255
 
Changes from:       June 25, 2013                                    Total Change is:    -1,211
     6,087     -1,494       -251      1,898      1,417       -195     -3,102      6,373     -4,280      1,712       -308       -228     -2,853     -2,246
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       27.8        1.0       32.9       12.2        1.3        4.6        6.3       18.4        6.5        5.1        4.3       26.5       23.6
 
Number of Traders in Each Category                                    Total Traders:       105
         4         12          .         15          9         10         24         17         38         15          9         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,306,319
Positions
   114,864    672,076     79,197  1,270,527    597,962    197,932    513,144    733,485    513,069    189,161    187,082     75,131    353,294    250,385
 
Changes from:       June 25, 2013                                    Total Change is:   -39,759
     7,824    -15,077      7,983    -52,503    -54,929     -6,501     39,447     18,952     15,438    -18,684      6,209     -9,797    -22,965     -2,036
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       20.3        2.4       38.4       18.1        6.0       15.5       22.2       15.5        5.7        5.7        2.3       10.7        7.6
 
Number of Traders in Each Category                                    Total Traders:       539
        28         35         25        108         59         58         83        115         94         51         60         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   105,545
Positions
     3,279     45,685        113     61,034     46,300      2,131     28,540      5,969        380        888      1,815          0      9,179      3,151
 
Changes from:       June 25, 2013                                    Total Change is:     4,866
    -1,674      6,463        -45      5,197     -1,432        -46      3,632      1,332     -1,465         48        -15          0       -781         74
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       43.3        0.1       57.8       43.9        2.0       27.0        5.7        0.4        0.8        1.7        0.0        8.7        3.0
 
Number of Traders in Each Category                                    Total Traders:        93
         5         15          .         32         13         10         17          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    63,348
Positions
     2,261     41,640        857     31,867      5,090        786     19,276      6,334        804      1,994      4,245        636      4,867      2,956
 
Changes from:       June 25, 2013                                    Total Change is:     1,729
       250        487        -44      1,453         17       -497      1,249      1,025       -443         96        980        104       -437        100
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       65.7        1.4       50.3        8.0        1.2       30.4       10.0        1.3        3.1        6.7        1.0        7.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       197
        19         25          6         28         18          9         46         32         10         17         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   316,738
Positions
    11,305    208,200      4,285    159,336     25,449      3,929     96,382     31,670      4,020      9,969     21,225      3,179     24,333     14,779
 
Changes from:       June 25, 2013                                    Total Change is:     8,645
     1,248      2,437       -220      7,263         84     -2,485      6,243      5,124     -2,217        480      4,900        519     -2,186        502
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       65.7        1.4       50.3        8.0        1.2       30.4       10.0        1.3        3.1        6.7        1.0        7.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       197
        19         25          6         28         18          9         46         32         10         17         12          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   346,032
Positions
    77,810     58,419     10,435    129,629    143,070     20,945     71,389     82,246      6,748      5,296      6,074        595     23,184     17,500
 
Changes from:       June 25, 2013                                    Total Change is:     2,930
     3,097      1,343       -590        299     -1,054        143      6,326      3,605     -3,642       -106        -72        292     -2,890      2,905
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       16.9        3.0       37.5       41.3        6.1       20.6       23.8        2.0        1.5        1.8        0.2        6.7        5.1
 
Number of Traders in Each Category                                    Total Traders:       244
        20         14          4         49         36         21         48         51         12         12         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    58,865
Positions
     7,200     37,766         47     23,859         92        423     11,109     12,233          0      5,344        640        200     10,683      7,464
 
Changes from:       June 25, 2013                                    Total Change is:     3,644
     2,494      3,479        -38        170       -170        -35      1,167      1,179          0        214       -475        200       -528       -496
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       64.2        0.1       40.5        0.2        0.7       18.9       20.8        0.0        9.1        1.1        0.3       18.1       12.7
 
Number of Traders in Each Category                                    Total Traders:        69
         8          8          .         17          .          .         15         10          0          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    72,269
Positions
    21,529     17,160      1,230     11,637      3,138        372     23,002      3,346      1,323      2,763        966          0     10,413     44,734
 
Changes from:       June 25, 2013                                    Total Change is:    10,728
     3,380      6,231       -340       -910       -358         26      8,197       -359        974       -409        -41          0       -190      4,595
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       23.7        1.7       16.1        4.3        0.5       31.8        4.6        1.8        3.8        1.3        0.0       14.4       61.9
 
Number of Traders in Each Category                                    Total Traders:        85
        19         13          5          8          4          .         30          6          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    80,533
Positions
     4,090     29,484      2,096     37,016     22,642      4,172     25,079     15,670      2,202          0        891          0      5,878      3,376
 
Changes from:       June 25, 2013                                    Total Change is:     3,239
      -317      1,564          5      2,561     -1,348       -927        560      3,123         11          0          0          0      1,346        811
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       36.6        2.6       46.0       28.1        5.2       31.1       19.5        2.7        0.0        1.1        0.0        7.3        4.2
 
Number of Traders in Each Category                                    Total Traders:        73
         .          9          .         26         17         12          9          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   237,837
Positions
    11,802     97,724      9,119     74,341     38,801     44,944     35,924     23,001      1,418     48,318     13,586        664     11,307      8,580
 
Changes from:       June 25, 2013                                    Total Change is:    20,608
    -7,273      7,508        902      3,945     -5,487      2,788    -17,451     14,254       -172     39,598        347         47     -1,776        421
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       41.1        3.8       31.3       16.3       18.9       15.1        9.7        0.6       20.3        5.7        0.3        4.8        3.6
 
Number of Traders in Each Category                                    Total Traders:       153
        11         26          5         33         26         20         19         19          7         14          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   692,793
Positions
     7,523     66,911     24,176    259,101     90,011     88,953     47,364     79,527     88,001     12,621     54,538      9,570    155,484    191,106
 
Changes from:       June 25, 2013                                    Total Change is:    19,958
     2,791     -1,529     -4,886     17,139      4,825      3,313        547     -6,925      1,027     -1,171     16,950      2,468     -1,270      4,716
 
Percent of Open Interest Represented by Each Category of Trader
       1.1        9.7        3.5       37.4       13.0       12.8        6.8       11.5       12.7        1.8        7.9        1.4       22.4       27.6
 
Number of Traders in Each Category                                    Total Traders:       166
         5         22         18         39         25         34         19         38         42          4         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   378,403
Positions
     3,419     97,889         78    242,057     34,758     42,107     13,221    124,109      1,482      9,161      6,323          0     66,878     71,657
 
Changes from:       June 25, 2013                                    Total Change is:    -4,693
    -3,341     -6,896       -982      3,002    -15,577        498        719     14,856     -4,432      2,355      1,698          0     -2,512      6,142
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       25.9        0.0       64.0        9.2       11.1        3.5       32.8        0.4        2.4        1.7        0.0       17.7       18.9
 
Number of Traders in Each Category                                    Total Traders:        69
         .         11          .         31          9         19          .          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   892,604
Positions
   100,767     51,769     31,607    180,483    256,305     65,266    188,690    177,088     84,540    101,663     62,153     77,745     61,844     86,132
 
Changes from:       June 25, 2013                                    Total Change is:       791
     5,148    -18,723      5,547    -14,507     22,165      5,203     -1,908    -14,518     20,400     16,727      8,383     -8,757    -27,062    -18,909
 
Percent of Open Interest Represented by Each Category of Trader
      11.3        5.8        3.5       20.2       28.7        7.3       21.1       19.8        9.5       11.4        7.0        8.7        6.9        9.6
 
Number of Traders in Each Category                                    Total Traders:       202
        20         18         18         32         29         30         38         29         29         15         21         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    34,058
Positions
    12,030     14,869      6,384        500          0          0      9,270      6,887      4,833         16          0      1,018          7         67
 
Changes from:       June 25, 2013                                    Total Change is:   -17,052
     2,325    -12,609     -2,938       -180          0          0    -15,885       -950       -126         16        -34       -257         -7       -138
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       43.7       18.7        1.5        0.0        0.0       27.2       20.2       14.2        0.0        0.0        3.0        0.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        38
         7         10         10          .          0          0          9          9          9          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,975,051
Positions
   130,765    164,118    286,792    632,020    811,250    350,171    726,890    219,209    454,550     42,543    166,213     83,139    268,181    439,609
 
Changes from:       June 25, 2013                                    Total Change is:    55,381
     8,040     -9,985     43,252     18,934    -42,182      7,739     28,402     30,950    -19,645     -2,645     49,492      2,680    -31,377     -6,920
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        5.5        9.6       21.2       27.3       11.8       24.4        7.4       15.3        1.4        5.6        2.8        9.0       14.8
 
Number of Traders in Each Category                                    Total Traders:       315
        23         38         49         28         64         56         53         62         82         12         35         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,031,462
Positions
   274,777     95,758    158,686    378,559    476,914    163,974    296,371    286,874    355,592    174,777    123,866     51,668    177,057    318,130
 
Changes from:       June 25, 2013                                    Total Change is:    30,050
    15,881    -14,455    -21,931     24,170      1,715     -1,259    -15,171     88,234      2,864     50,075     -9,565    -13,873    -10,706     -1,680
 
Percent of Open Interest Represented by Each Category of Trader
      13.5        4.7        7.8       18.6       23.5        8.1       14.6       14.1       17.5        8.6        6.1        2.5        8.7       15.7
 
Number of Traders in Each Category                                    Total Traders:       225
        22         20         24         32         42         43         36         43         49         13         17         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   303,331
Positions
    81,954     74,767    107,711      1,015        745      2,013     37,759     23,600     45,261        199      6,660      5,579     21,841     36,996
 
Changes from:       June 25, 2013                                    Total Change is:   -38,774
   -19,795    -28,270     -8,172        -90     -1,270          0     -5,079      4,065     -6,149       -197     -3,029       -812      1,520      4,863
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       24.6       35.5        0.3        0.2        0.7       12.4        7.8       14.9        0.1        2.2        1.8        7.2       12.2
 
Number of Traders in Each Category                                    Total Traders:        63
        16         18         22          .          .          .         11         10         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,939,304
Positions
 1,781,569  2,402,436  2,598,522    944,148    706,887    298,410    929,541    457,867  5,394,502    430,735    179,032  1,803,656    758,222  1,097,992
 
Changes from:       June 25, 2013                                    Total Change is:  -618,822
   -27,701   -144,438     31,909     19,355     48,088    -13,425    -82,248    -17,608   -242,834    -44,090      5,562   -267,014      7,226    -19,062
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       16.1       17.4        6.3        4.7        2.0        6.2        3.1       36.1        2.9        1.2       12.1        5.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       250
        22         52         69         12         15         22         58         44         92         19         16         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    30,289
Positions
    24,206        604          0      1,689      7,153         83      3,946     14,549         16        320      7,840          0         29         44
 
Changes from:       June 25, 2013                                    Total Change is:     1,214
       666         54          0        229         -2         15        322        103          0          0      1,041          0        -18          3
 
Percent of Open Interest Represented by Each Category of Trader
      79.9        2.0        0.0        5.6       23.6        0.3       13.0       48.0        0.1        1.1       25.9        0.0        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          0          .          5          .          .          7          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is     9,419
Positions
     9,399        430         18          0      3,448          0          0      4,421          0          0      1,097          0          2          5
 
Changes from:       June 25, 2013                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      99.8        4.6        0.2        0.0       36.6        0.0        0.0       46.9        0.0        0.0       11.6        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          .          0          .          0          0          7          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    56,391
Positions
    11,054     16,088        973      3,543        709        338     14,275     32,852      1,772     15,866        966        529      8,040      2,164
 
Changes from:       June 25, 2013                                    Total Change is:     2,895
     1,242      2,415         32       -533       -306        145      2,408      1,602       -844       -340       -317        432        352       -265
 
Percent of Open Interest Represented by Each Category of Trader
      19.6       28.5        1.7        6.3        1.3        0.6       25.3       58.3        3.1       28.1        1.7        0.9       14.3        3.8
 
Number of Traders in Each Category                                    Total Traders:       127
         4          .          .         11          .          .         28         15          9         58          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   301,348
Positions
    72,420     25,849     31,451     46,345     19,967     10,949     27,265     91,327     56,097      3,294     13,993     30,422     23,105     21,293
 
Changes from:       June 25, 2013                                    Total Change is:     7,638
    11,704     -3,961      3,330     10,721      5,683     -2,960        470     14,728      2,141        842      3,488     -7,873    -10,737     -6,938
 
Percent of Open Interest Represented by Each Category of Trader
      24.0        8.6       10.4       15.4        6.6        3.6        9.0       30.3       18.6        1.1        4.6       10.1        7.7        7.1
 
Number of Traders in Each Category                                    Total Traders:       159
        19         12         20          8         12         12         31         47         48         11         14         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated July 8, 2013