`Traders in Financial Futures - Futures Only Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   141,838
Positions
    73,075     10,027      2,214     16,799     20,019        152     14,337     60,778      5,676      7,877      3,033        669     21,039     39,270
 
Changes from:       May 28, 2013                                     Total Change is:    -2,887
     6,982     -1,596        450        420       -381          3     -5,436      1,488       -974       -110       -179        186     -4,408     -1,884
 
Percent of Open Interest Represented by Each Category of Trader
      51.5        7.1        1.6       11.8       14.1        0.1       10.1       42.9        4.0        5.6        2.1        0.5       14.8       27.7
 
Number of Traders in Each Category                                    Total Traders:        87
         9          7          6          5          4          4         12         33         11         10          7          4
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Traders in Financial Futures - Futures Only Positions as of June 4, 2013                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    64,552
Positions
    42,287     11,081      2,346          0      1,330          0      7,206     26,494      2,355      3,086      1,621         55      7,217     19,270
 
Changes from:       May 28, 2013                                     Total Change is:    -5,463
    -2,397        234        451          0       -200          0     -3,460     -3,934      1,638     -1,252          0         55       -498     -3,707
 
Percent of Open Interest Represented by Each Category of Trader
      65.5       17.2        3.6        0.0        2.1        0.0       11.2       41.0        3.6        4.8        2.5        0.1       11.2       29.9
 
Number of Traders in Each Category                                    Total Traders:        45
         9          7          4          0          .          0         10         14          5          .          .          .
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Traders in Financial Futures - Futures Only Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   210,499
Positions
   114,402     12,945      2,221     17,173     29,447        252     28,070    110,868      5,685     27,544      9,839          0     15,152     39,242
 
Changes from:       May 28, 2013                                     Total Change is:   -11,113
       299      2,494       -869       -103       -833         65     -9,080     -8,132      1,341     -1,166       -831        -67     -1,533     -4,281
 
Percent of Open Interest Represented by Each Category of Trader
      54.3        6.1        1.1        8.2       14.0        0.1       13.3       52.7        2.7       13.1        4.7        0.0        7.2       18.6
 
Number of Traders in Each Category                                    Total Traders:       108
        10          7          6          6         18          .         17         35         11          4         11          0
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Traders in Financial Futures - Futures Only Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   219,135
Positions
   115,566     31,524      2,631     24,073     16,612      1,821     38,271     90,863      4,424     12,636     11,058      3,235     16,478     56,967
 
Changes from:       May 28, 2013                                     Total Change is:   -11,877
   -11,968      6,529        355      1,990     -2,355       -362       -184    -12,129        402     -1,873     -3,792       -141        -96       -384
 
Percent of Open Interest Represented by Each Category of Trader
      52.7       14.4        1.2       11.0        7.6        0.8       17.5       41.5        2.0        5.8        5.0        1.5        7.5       26.0
 
Number of Traders in Each Category                                    Total Traders:       138
        10         13          4          7         16          .         17         52         15          5         17          .
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Traders in Financial Futures - Futures Only Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   240,733
Positions
    69,606     17,509      5,533     35,514     52,712      4,713     37,549     78,958      6,835     40,167     14,724        620     40,196     59,129
 
Changes from:       May 28, 2013                                     Total Change is:   -23,479
   -25,311      3,529      3,422     -1,509       -126        438        368    -27,424      2,973     -3,455      1,115       -622        217     -6,784
 
Percent of Open Interest Represented by Each Category of Trader
      28.9        7.3        2.3       14.8       21.9        2.0       15.6       32.8        2.8       16.7        6.1        0.3       16.7       24.6
 
Number of Traders in Each Category                                    Total Traders:       172
        23         14         11         14         21         12         17         48         20         19         15          7
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Traders in Financial Futures - Futures Only Positions as of June 4, 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   212,222
Positions
   128,426     21,326      5,157          0     44,437      1,007     42,568     80,539      2,880     13,682     10,731          0     18,502     46,145
 
Changes from:       May 28, 2013                                     Total Change is:     3,195
    12,794     -7,426      3,248          0        266        -36    -10,103      7,651     -1,172         -7       -563         -5     -1,524      1,232
 
Percent of Open Interest Represented by Each Category of Trader
      60.5       10.0        2.4        0.0       20.9        0.5       20.1       38.0        1.4        6.4        5.1        0.0        8.7       21.7
 
Number of Traders in Each Category                                    Total Traders:       121
        15          6          7          0         10          .         21         50         18          7         12          0
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Traders in Financial Futures - Futures Only Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    49,774
Positions
    17,538     17,750     16,779      1,252          0          0      3,680      1,919      4,317      1,201          0      3,211      1,796      5,798
 
Changes from:       May 28, 2013                                     Total Change is:    -2,257
    -1,843     -5,923       -823       -461          0          0       -425       -814          2          0          0          0      1,293      5,301
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       35.7       33.7        2.5        0.0        0.0        7.4        3.9        8.7        2.4        0.0        6.5        3.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        26
         6          9         11          .          0          0          5          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   126,313
Positions
    13,072     74,633      1,818      3,952        870        116     81,119     36,694      6,200     13,262      3,174          0      6,774      2,808
 
Changes from:       May 28, 2013                                     Total Change is:   -24,152
     6,449    -25,753        348     -1,033          0        104    -32,932     -3,726      4,719        716       -339          0     -2,523        495
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       59.1        1.4        3.1        0.7        0.1       64.2       29.1        4.9       10.5        2.5        0.0        5.4        2.2
 
Number of Traders in Each Category                                    Total Traders:       115
         9         10          .          7          .          .         45         22         14         13          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    38,940
Positions
    10,821     20,920      3,602      1,806      2,044          0      4,620      6,073        834     14,935      3,055      1,646        676        766
 
Changes from:       May 28, 2013                                     Total Change is:    -4,814
    -5,634     -2,590      2,180          7       -300          0     -3,001      4,339       -141      1,949     -8,387       -211         37        296
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       53.7        9.3        4.6        5.2        0.0       11.9       15.6        2.1       38.4        7.8        4.2        1.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        39
         6          8          .          .          .          0          7          8          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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    25,530
Positions
    11,736     13,210        232        146        327          0     10,609      6,618         25        877        958          0      1,905      4,160
 
Changes from:       May 28, 2013                                     Total Change is:    -3,847
     4,519     -4,055       -135        146        -92          0     -7,850        606        -39       -148       -417          0       -340        285
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       51.7        0.9        0.6        1.3        0.0       41.6       25.9        0.1        3.4        3.8        0.0        7.5       16.3
 
Number of Traders in Each Category                                    Total Traders:        53
         8          7          .          .          .          0         11         19          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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    58,071
Positions
     7,866     36,451      1,033      4,821        549        120     31,367      8,752         33      3,537        659         36      9,260     10,439
 
Changes from:       May 28, 2013                                     Total Change is:       155
      -592      1,762        163       -136        380         36      1,692     -1,557       -125        179       -116         36     -1,098       -423
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       62.8        1.8        8.3        0.9        0.2       54.0       15.1        0.1        6.1        1.1        0.1       15.9       18.0
 
Number of Traders in Each Category                                    Total Traders:        95
        14         18          6          6          .          .         33          9          4          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   116,141
Positions
    15,731     72,902      2,066      9,641      1,098        240     62,734     17,503         65      7,074      1,318         71     18,519     20,878
 
Changes from:       May 28, 2013                                     Total Change is:       309
    -1,183      3,523        325       -272        760         71      3,384     -3,114       -249        357       -232         71     -2,195       -846
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       62.8        1.8        8.3        0.9        0.2       54.0       15.1        0.1        6.1        1.1        0.1       15.9       18.0
 
Number of Traders in Each Category                                    Total Traders:        95
        14         18          6          6          .          .         33          9          4          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   867,486
Positions
    45,211    205,545     62,968    361,309    135,043     58,670    106,729    202,052     55,896     56,850     38,302      8,081    111,772    100,928
 
Changes from:       May 28, 2013                                     Total Change is:    -9,016
    -3,518    -41,332      3,660     -7,459      6,225      2,602     -6,344     -8,981      8,129     -2,229         86       -897     -2,960     21,492
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       23.7        7.3       41.7       15.6        6.8       12.3       23.3        6.4        6.6        4.4        0.9       12.9       11.6
 
Number of Traders in Each Category                                    Total Traders:       562
        34         39         30        119         58         64         97        110         80         52         50         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   205,916
Positions
    37,312     73,043      6,009     61,603     36,513      7,410     14,836     27,354      2,444     13,829     11,721      1,905     60,568     39,517
 
Changes from:       May 28, 2013                                     Total Change is:     6,338
     2,795     -5,347      1,741        126        387     -1,162       -297      6,079        124        574       -181          0      2,437      4,697
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       35.5        2.9       29.9       17.7        3.6        7.2       13.3        1.2        6.7        5.7        0.9       29.4       19.2
 
Number of Traders in Each Category                                    Total Traders:        99
        10          9          4         18         12         11         19         17         11          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 3,307,852
Positions
   235,767    858,782     88,526  1,523,901    518,023    230,926    552,181    966,205    174,544    228,993    146,797     16,992    256,022    307,057
 
Changes from:       May 28, 2013                                     Total Change is:   -76,769
   -19,052   -167,415     -2,916    -36,337     30,776     17,232      9,882    -35,180        -94    -18,317     -2,967       -180    -26,987     83,975
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       26.0        2.7       46.1       15.7        7.0       16.7       29.2        5.3        6.9        4.4        0.5        7.7        9.3
 
Number of Traders in Each Category                                    Total Traders:       536
        35         37         28        111         52         56         94        109         69         48         47         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   108,988
Positions
     3,537     52,922         65     58,309     42,710      1,698     31,173      4,582        644        603      2,179          0     12,959      4,188
 
Changes from:       May 28, 2013                                     Total Change is:       -76
       169       -491         26      1,831        655       -772       -508       -725        115       -308          0          0       -629      1,116
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       48.6        0.1       53.5       39.2        1.6       28.6        4.2        0.6        0.6        2.0        0.0       11.9        3.8
 
Number of Traders in Each Category                                    Total Traders:        92
         5         15          .         35         12         11         17          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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    86,007
Positions
     4,331     61,672        656     38,917      5,253        875     30,929      6,780        991      2,366      3,354        127      6,816      6,299
 
Changes from:       May 28, 2013                                     Total Change is:    -1,207
       442     -1,896        -49        -33       -799        311     -2,516       -127        744       -240       -251        -53        187        913
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       71.7        0.8       45.2        6.1        1.0       36.0        7.9        1.2        2.8        3.9        0.1        7.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       222
        19         24         10         33         20          8         69         29         17         18          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   430,036
Positions
    21,654    308,362      3,281    194,583     26,264      4,373    154,647     33,902      4,955     11,832     16,769        633     34,078     31,497
 
Changes from:       May 28, 2013                                     Total Change is:    -6,034
     2,212     -9,482       -247       -163     -3,994      1,553    -12,582       -633      3,722     -1,202     -1,253       -264        937      4,564
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       71.7        0.8       45.2        6.1        1.0       36.0        7.9        1.2        2.8        3.9        0.1        7.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       222
        19         24         10         33         20          8         69         29         17         18          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   374,767
Positions
    78,156     53,437      6,973    128,232    143,541     25,069     86,561    104,812      7,870      8,077      7,060          6     33,823     25,999
 
Changes from:       May 28, 2013                                     Total Change is:     9,965
    14,117     -6,422     -1,446     -4,868      3,781        -10     -6,278      6,833      1,057        888        386        -10      6,515      5,796
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       14.3        1.9       34.2       38.3        6.7       23.1       28.0        2.1        2.2        1.9        0.0        9.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       251
        17         15          4         46         35         21         59         45         18         18         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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    69,667
Positions
     4,293     28,957        230     23,034        867        448     17,747     10,990        202      9,389      4,057          0     14,324     23,916
 
Changes from:       May 28, 2013                                     Total Change is:    -8,250
    -2,928     -3,868        153     -2,517          0          0     -3,272     -3,933       -595       -487         50          0      1,396        -57
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       41.6        0.3       33.1        1.2        0.6       25.5       15.8        0.3       13.5        5.8        0.0       20.6       34.3
 
Number of Traders in Each Category                                    Total Traders:        69
         5          9          .         15          .          .         17          8          .         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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    86,161
Positions
    33,010     15,606      2,255     11,673      4,095        152     18,071     12,496      2,331      3,955      1,797          0     14,714     47,429
 
Changes from:       May 28, 2013                                     Total Change is:    -7,160
     1,810       -563       -755     -1,120     -1,594       -196     -6,418      2,207       -545     -2,083         92          0      2,147     -5,806
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       18.1        2.6       13.5        4.8        0.2       21.0       14.5        2.7        4.6        2.1        0.0       17.1       55.0
 
Number of Traders in Each Category                                    Total Traders:       102
        21         16          9          8          4          .         24         17          8          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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    89,301
Positions
    16,125     37,232      2,365     34,095     20,285      4,388     24,149     19,597      2,356          0          0          0      5,823      3,078
 
Changes from:       May 28, 2013                                     Total Change is:    -1,164
       978     -2,914          5     -1,706       -277        748     -1,168        191         21          0          0          0        -42      1,062
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       41.7        2.6       38.2       22.7        4.9       27.0       21.9        2.6        0.0        0.0        0.0        6.5        3.4
 
Number of Traders in Each Category                                    Total Traders:        74
         5          7          .         24         20         11         11          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   224,281
Positions
    14,154    110,655      9,668     98,803     24,976     21,293     48,214     42,623      7,704      7,960      2,168        388     16,097      4,806
 
Changes from:       May 28, 2013                                     Total Change is:     7,789
     2,535      2,572      1,655    -16,817      2,778     14,110      4,587    -12,924      1,724        139        327         -6       -138     -2,447
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       49.3        4.3       44.1       11.1        9.5       21.5       19.0        3.4        3.5        1.0        0.2        7.2        2.1
 
Number of Traders in Each Category                                    Total Traders:       153
        20         17          7         40         23         20         27          9         10         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   579,821
Positions
    12,404     69,123      9,843    238,799     95,100     80,823     53,247     81,794     50,023     11,453     28,856          0    123,229    164,259
 
Changes from:       May 28, 2013                                     Total Change is:  -131,119
     7,727     -7,608    -44,344     -1,920     -9,254    -11,249    -15,563    -23,799    -26,620      1,769      2,808     -6,768    -34,151     -4,285
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       11.9        1.7       41.2       16.4       13.9        9.2       14.1        8.6        2.0        5.0        0.0       21.3       28.3
 
Number of Traders in Each Category                                    Total Traders:       160
         6         22          7         39         24         28         28         27         25          4         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   404,186
Positions
     9,826     91,806      7,206    232,383     51,649     38,261     10,218     98,178     19,633      9,445     29,154        441     76,773     67,858
 
Changes from:       May 28, 2013                                     Total Change is:     1,846
    -2,870      3,117      1,573     -5,219     20,343        825      2,063    -26,339     10,565      1,470      5,483        441     -7,002    -14,162
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       22.7        1.8       57.5       12.8        9.5        2.5       24.3        4.9        2.3        7.2        0.1       19.0       16.8
 
Number of Traders in Each Category                                    Total Traders:        69
         4          9          8         27         10         17          .          9          8          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   869,462
Positions
    65,262     83,720     24,884    193,657    208,526     54,659    195,916    221,602     89,169    110,883     60,904     32,005    103,027     93,993
 
Changes from:       May 28, 2013                                     Total Change is:  -215,826
     6,367     -6,346     -5,080     14,603      2,755     -6,905    -29,153    -38,938   -143,111     14,157     -1,334    -11,550    -55,154     -5,317
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        9.6        2.9       22.3       24.0        6.3       22.5       25.5       10.3       12.8        7.0        3.7       11.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       182
        12         20         10         31         25         26         34         28         29         11         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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    48,606
Positions
    16,334     26,052      8,434        668          0          0     16,369      7,328      5,389          0          5      1,372         40         26
 
Changes from:       May 28, 2013                                     Total Change is:    -6,896
    -3,399       -198     -1,896        668       -400       -668     -1,490     -3,434       -538          0       -181        442        -15        -23
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       53.6       17.4        1.4        0.0        0.0       33.7       15.1       11.1        0.0        0.0        2.8        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        45
         8         11         13          .          0          0          8         13          8          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 2,198,731
Positions
   119,147    264,290     48,979    480,998    716,318    288,489    761,831    240,790    101,558    123,723    114,454     24,052    249,954    399,801
 
Changes from:       May 28, 2013                                     Total Change is:  -294,295
   -25,897     34,399     -3,875     -9,113    -85,765      5,040   -108,635    -94,845    -62,686     14,474    -30,024     -7,481    -96,122    -49,058
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       12.0        2.2       21.9       32.6       13.1       34.6       11.0        4.6        5.6        5.2        1.1       11.4       18.2
 
Number of Traders in Each Category                                    Total Traders:       299
        26         41         26         23         65         48         48         59         37         10         26          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 1,666,325
Positions
   392,641     97,249     44,701    386,777    525,967    121,534    408,691    292,995     36,714     56,419    236,773     17,391    201,457    293,001
 
Changes from:       May 28, 2013                                     Total Change is:  -213,865
   -31,015    -25,218    -40,053    -39,626    -37,611      2,502      1,034   -175,695    -43,661     -2,763    121,029     -4,534    -55,749    -10,624
 
Percent of Open Interest Represented by Each Category of Trader
      23.6        5.8        2.7       23.2       31.6        7.3       24.5       17.6        2.2        3.4       14.2        1.0       12.1       17.6
 
Number of Traders in Each Category                                    Total Traders:       220
        23         25         15         26         43         38         42         37         28          9         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   312,601
Positions
   110,985     96,672     83,719          0      2,015      3,041     36,187     21,945     45,920          0      9,688      7,077     25,672     42,524
 
Changes from:       May 28, 2013                                     Total Change is:   -52,399
   -10,843    -36,539    -15,223          0          0          0    -15,642     -1,806     -4,277     -7,306        701     -2,576      3,468      7,321
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       30.9       26.8        0.0        0.6        1.0       11.6        7.0       14.7        0.0        3.1        2.3        8.2       13.6
 
Number of Traders in Each Category                                    Total Traders:        57
        13         17         19          0          .          .         12          8         15          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,453,810
Positions
 1,907,870  2,561,580  1,736,671    829,521    655,503    246,288  1,050,594    393,393  2,251,167    238,477    194,797    349,271    843,951  1,065,140
 
Changes from:       May 28, 2013                                     Total Change is:  -266,550
   327,743    -54,857   -188,491   -108,302    -50,546     23,128   -349,342    -80,014     66,238     36,606     21,379    -47,382    -26,748     43,995
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       27.1       18.4        8.8        6.9        2.6       11.1        4.2       23.8        2.5        2.1        3.7        8.9       11.3
 
Number of Traders in Each Category                                    Total Traders:       241
        21         52         68         11          7         19         62         43         81         16         11         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,254
Positions
     7,811      3,449          0         32        813          1      3,178      2,927         93         62      3,827          0         77        144
 
Changes from:       May 28, 2013                                     Total Change is:    -2,447
        43        168          0        -10         20          0     -2,477       -223         64        -66          0          0         -1     -2,476
 
Percent of Open Interest Represented by Each Category of Trader
      69.4       30.6        0.0        0.3        7.2        0.0       28.2       26.0        0.8        0.6       34.0        0.0        0.7        1.3
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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    25,364
Positions
    18,356        880          0      2,303      5,159         89        990     14,564      2,228        895      1,823          0        503        621
 
Changes from:       May 28, 2013                                     Total Change is:     2,044
     2,016        274        -12        779        -86         33       -534      2,054       -734          0          0          0        496        515
 
Percent of Open Interest Represented by Each Category of Trader
      72.4        3.5        0.0        9.1       20.3        0.4        3.9       57.4        8.8        3.5        7.2        0.0        2.0        2.4
 
Number of Traders in Each Category                                    Total Traders:        27
         5          .          0          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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    80,851
Positions
     9,130     36,675      1,073      7,209        121         85     37,245     39,489      1,140     12,865        782        216     11,888      1,270
 
Changes from:       May 28, 2013                                     Total Change is:   -11,847
       361       -554          0       -144        -28          7     -8,022    -11,309        603     -2,941        326       -533     -1,178       -359
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       45.4        1.3        8.9        0.1        0.1       46.1       48.8        1.4       15.9        1.0        0.3       14.7        1.6
 
Number of Traders in Each Category                                    Total Traders:       139
         5          .          .         12          .          .         53         10          7         52          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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   372,793
Positions
    84,725     15,794     39,604     54,584     21,066     12,593     32,109    133,768     65,546      5,518     13,418     40,661     37,453     30,343
 
Changes from:       May 28, 2013                                     Total Change is:   -16,594
     3,035     -7,359     -2,015     -9,052      3,428      2,278     -3,918      6,667     -4,800       -709     -4,383     -6,396      4,983     -4,014
 
Percent of Open Interest Represented by Each Category of Trader
      22.7        4.2       10.6       14.6        5.7        3.4        8.6       35.9       17.6        1.5        3.6       10.9       10.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       167
        19         11         21          6         12         10         32         45         46         15         18         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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     9,588
Positions
        12      3,170         69      2,087        326        550      5,320      4,449        934        455         69          0        161         21
 
Changes from:       May 28, 2013                                     Total Change is:      -407
       -33        111         69        -13        178        124       -542       -908          0          0          0          0        -12         19
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       33.1        0.7       21.8        3.4        5.7       55.5       46.4        9.7        4.7        0.7        0.0        1.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          5          .          .          6          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 2013                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,583
Positions
     1,270      6,842          0      6,721          0          0      1,905      2,970        135          0          0          0        552        636
 
Changes from:       May 28, 2013                                     Total Change is:       -66
       -44          0          0        -20          0          0         72         36         18          0          0          0        -92       -120
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       64.7        0.0       63.5        0.0        0.0       18.0       28.1        1.3        0.0        0.0        0.0        5.2        6.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          9          0          0          .          4          .          0          0          0
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Updated June 7, 2013