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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   146,423
Positions
    31,958     19,973     11,781     21,571     34,325        200     21,308     30,926     15,732      9,095      1,014      1,831     32,948     30,641
 
Changes from:       June 5, 2012                                     Total Change is:   -12,685
     2,264         96       -701       -791       -136         22    -10,428    -10,902      1,601        972       -421       -125     -5,499     -2,118
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       13.6        8.0       14.7       23.4        0.1       14.6       21.1       10.7        6.2        0.7        1.3       22.5       20.9
 
Number of Traders in Each Category                                    Total Traders:        82
         9          6          9          6          5          .         18         25         17          9          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    93,027
Positions
    35,004      8,725      2,989      1,608      1,458        242     20,631     31,906     19,001      5,078        401         76      8,398     28,229
 
Changes from:       June 5, 2012                                     Total Change is:    18,723
       157      2,225      1,888        475         -5          0     -1,845     -2,737     17,870        -58        -24          0        235       -495
 
Percent of Open Interest Represented by Each Category of Trader
      37.6        9.4        3.2        1.7        1.6        0.3       22.2       34.3       20.4        5.5        0.4        0.1        9.0       30.3
 
Number of Traders in Each Category                                    Total Traders:        42
         8          5          6          .          .          .          5         16          5          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   186,265
Positions
    45,826     49,397      9,466     11,176     35,759      8,474     58,838     40,499      4,959     29,326      4,258        613     17,586     32,840
 
Changes from:       June 5, 2012                                     Total Change is:   -12,905
    10,586    -16,617       -421      1,705     -1,154        544    -19,520      9,962     -1,962        -11        306     -1,975     -1,851     -1,587
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       26.5        5.1        6.0       19.2        4.5       31.6       21.7        2.7       15.7        2.3        0.3        9.4       17.6
 
Number of Traders in Each Category                                    Total Traders:       101
        15          6          8          8         16          5         19         29         18          4          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   182,816
Positions
    36,522     65,691     11,553     62,267      8,696        795     34,762     47,759      5,683      9,679      2,993      1,952     19,604     37,695
 
Changes from:       June 5, 2012                                     Total Change is:    -3,062
     4,082        539     -1,052        426       -487         14        482        677       -704       -185       -128        974     -7,099     -2,894
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       35.9        6.3       34.1        4.8        0.4       19.0       26.1        3.1        5.3        1.6        1.1       10.7       20.6
 
Number of Traders in Each Category                                    Total Traders:        86
         8         13         10         10          7          6         19         19         15          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   476,459
Positions
   170,725     17,456     24,384     31,410     42,712     11,338     78,171    217,706     64,179     52,353     14,911      6,950     36,950     76,824
 
Changes from:       June 5, 2012                                     Total Change is:   -20,864
   -24,794        673      3,469      1,392     -1,578     -1,653      4,156    -17,195      7,612     -1,492        899     -4,767     -4,787     -8,323
 
Percent of Open Interest Represented by Each Category of Trader
      35.8        3.7        5.1        6.6        9.0        2.4       16.4       45.7       13.5       11.0        3.1        1.5        7.8       16.1
 
Number of Traders in Each Category                                    Total Traders:       205
        25         13         18         18         26         15         26         60         45         11         23         16
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   205,642
Positions
   118,279      9,017     19,412      2,144     45,997      1,017     19,520     71,019     25,310      3,192      2,521      1,083     15,687     30,267
 
Changes from:       June 5, 2012                                     Total Change is:    25,162
    -6,179        689     12,901         -5       -121       -366     10,626      1,976     12,407        -70        672     -2,541     -1,612       -455
 
Percent of Open Interest Represented by Each Category of Trader
      57.5        4.4        9.4        1.0       22.4        0.5        9.5       34.5       12.3        1.6        1.2        0.5        7.6       14.7
 
Number of Traders in Each Category                                    Total Traders:        91
        14          4         11          .         11          5         13         39         19          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   106,092
Positions
    54,734     59,092     35,699        747          0        139      1,591        713      7,118      2,977          0      2,905        182        426
 
Changes from:       June 5, 2012                                     Total Change is:    -3,587
    -2,533       -740        -84       -493          0        139        118     -2,151       -687          0          0          0        -47        -64
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       55.7       33.6        0.7        0.0        0.1        1.5        0.7        6.7        2.8        0.0        2.7        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        26
         9          9         12          .          0          .          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   198,616
Positions
    89,594     90,891     10,202     18,194      2,014      1,972     57,903     45,712     16,517      1,154     23,145        420      2,660      7,743
 
Changes from:       June 5, 2012                                     Total Change is:     6,246
     3,650      3,362     -1,467     -1,047        135        267      9,828     -1,117     -4,541       -461      9,462        313       -296       -168
 
Percent of Open Interest Represented by Each Category of Trader
      45.1       45.8        5.1        9.2        1.0        1.0       29.2       23.0        8.3        0.6       11.7        0.2        1.3        3.9
 
Number of Traders in Each Category                                    Total Traders:       117
        11          7          .          8          4          .         19         47         11          7          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,744
Positions
    18,143      1,603        134        200      3,084          0      1,553      1,562        151          0     13,428          0        563        782
 
Changes from:       June 5, 2012                                     Total Change is:       997
       697          0         79          0        845          0        150        215        -37       -100          0          0        208       -105
 
Percent of Open Interest Represented by Each Category of Trader
      87.5        7.7        0.6        1.0       14.9        0.0        7.5        7.5        0.7        0.0       64.7        0.0        2.7        3.8
 
Number of Traders in Each Category                                    Total Traders:        21
         6          .          .          .          .          0          4          6          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,485
Positions
     7,817      5,513      6,080          0        377          0      6,795     10,500      1,005      3,966        542          0      1,822      3,468
 
Changes from:       June 5, 2012                                     Total Change is:     5,955
    -1,086        136      6,080          0        100          0       -184     -1,212        853         66       -221          0        226        219
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       20.1       22.1        0.0        1.4        0.0       24.7       38.2        3.7       14.4        2.0        0.0        6.6       12.6
 
Number of Traders in Each Category                                    Total Traders:        49
         9          4          5          0          .          0          9         17          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    90,845
Positions
    18,489     26,564     30,272      4,338      2,174        339     12,248      7,894      9,817        911      1,277      2,285     12,146     10,224
 
Changes from:       June 5, 2012                                     Total Change is:    16,784
       784      1,410     10,738        255     -1,607        -68      1,042      1,368      2,102       -302        133        413      1,820      2,295
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       29.2       33.3        4.8        2.4        0.4       13.5        8.7       10.8        1.0        1.4        2.5       13.4       11.3
 
Number of Traders in Each Category                                    Total Traders:        93
        18         16         21          6          5          .         21         14         20          4          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    24,012
Positions
    12,842     12,001      2,546      1,080          0          0      4,275      1,603        187          0      2,174          0      3,082      5,501
 
Changes from:       June 5, 2012                                     Total Change is:     3,430
    -1,042       -946      2,546         10          0          0        107        -11        144          0          0         -0      1,665      1,697
 
Percent of Open Interest Represented by Each Category of Trader
      53.5       50.0       10.6        4.5        0.0        0.0       17.8        6.7        0.8        0.0        9.1        0.0       12.8       22.9
 
Number of Traders in Each Category                                    Total Traders:        21
         5          6          .          .          0          0          4          .          4          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   133,666
Positions
    42,535     60,367     24,211      6,516      4,347        678     27,702     24,338      7,504      4,374        758      2,018     18,128      9,446
 
Changes from:       June 5, 2012                                     Total Change is:    26,708
       106      1,165     19,929        490     -3,213       -135      2,065      2,954      3,721       -604        265        825        311      1,196
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       45.2       18.1        4.9        3.3        0.5       20.7       18.2        5.6        3.3        0.6        1.5       13.6        7.1
 
Number of Traders in Each Category                                    Total Traders:        92
        16         17         16          5          5          .         22         15         20          4          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,205,704
Positions
    51,736    138,742    144,338    372,678    182,301     62,411     71,016    196,364    238,821     27,862     30,753     42,380    194,463    169,595
 
Changes from:       June 5, 2012                                     Total Change is:    77,472
    -8,689     11,234     48,705     15,405    -16,531      9,691     -2,478      9,326      9,743      2,870      2,000      2,281        -56      1,022
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       11.5       12.0       30.9       15.1        5.2        5.9       16.3       19.8        2.3        2.6        3.5       16.1       14.1
 
Number of Traders in Each Category                                    Total Traders:       599
        35         46         55        121         66         76         79        143        127         42         63         51
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   432,393
Positions
    43,428     62,707     42,246    107,475     30,940      9,753     32,431     56,025     87,975      5,419      8,318     20,603     83,064    113,826
 
Changes from:       June 5, 2012                                     Total Change is:    28,152
    -2,035      4,120     20,124       -451     -1,418       -176      2,052     -1,992      6,531     -3,599        880        601      5,105       -517
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       14.5        9.8       24.9        7.2        2.3        7.5       13.0       20.3        1.3        1.9        4.8       19.2       26.3
 
Number of Traders in Each Category                                    Total Traders:       135
        14         13         18         28         10         20         25         27         44          8          8         12
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,866,560
Positions
   270,266    608,902    281,733  1,352,870    783,659    236,435    444,448    953,217    502,710    131,999    131,957     89,104    556,996    278,843
 
Changes from:       June 5, 2012                                     Total Change is:   246,600
   -38,670     30,175    148,302     79,057    -75,783     49,560    -29,525     49,716     22,937     37,297     10,550      3,450    -25,808      7,694
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       15.7        7.3       35.0       20.3        6.1       11.5       24.7       13.0        3.4        3.4        2.3       14.4        7.2
 
Number of Traders in Each Category                                    Total Traders:       552
        35         43         50        106         61         63         79        133        115         38         56         43
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   114,673
Positions
    18,953     17,730     10,511     61,356     63,999      3,069     10,132     11,427        767      1,706      3,186          0      8,179      3,984
 
Changes from:       June 5, 2012                                     Total Change is:     7,489
    -5,434        750     10,128      2,962     -3,177        543         61        -59       -950          0        -15          0        180        270
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       15.5        9.2       53.5       55.8        2.7        8.8       10.0        0.7        1.5        2.8        0.0        7.1        3.5
 
Number of Traders in Each Category                                    Total Traders:        96
        12         10         12         36         12         13         11         11          5          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   117,162
Positions
     5,627     34,272     24,506     31,451      9,016        946     20,302     12,157     19,304        991      6,840      1,549     12,485      8,571
 
Changes from:       June 5, 2012                                     Total Change is:    16,099
    -2,252      2,499      8,355      4,720        212       -470     -2,271     -1,368      2,346       -293        -84      1,224      4,739      3,383
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       29.3       20.9       26.8        7.7        0.8       17.3       10.4       16.5        0.8        5.8        1.3       10.7        7.3
 
Number of Traders in Each Category                                    Total Traders:       213
        17         31         26         27         22         14         48         45         30          8         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,995
Positions
     8,711     12,922        479      1,036          0          0      8,018      7,884        123         83          0        738      3,807        849
 
Changes from:       June 5, 2012                                     Total Change is:       247
    -1,292          1       -266          0          0          0        222       -123        123         83          0        738        639       -226
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       56.2        2.1        4.5        0.0        0.0       34.9       34.3        0.5        0.4        0.0        3.2       16.6        3.7
 
Number of Traders in Each Category                                    Total Traders:        25
         9          7          4          .          0          0          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   470,836
Positions
    47,998    170,170     56,719    152,073     45,081      4,732    135,037     94,983     22,289      4,956     34,613      3,641     43,391     38,608
 
Changes from:       June 5, 2012                                     Total Change is:    79,261
   -14,802      2,488     53,111     23,598      1,061     -2,352    -14,626     -8,385     13,279     -1,464         -4      2,015     20,503     18,049
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       36.1       12.0       32.3        9.6        1.0       28.7       20.2        4.7        1.1        7.4        0.8        9.2        8.2
 
Number of Traders in Each Category                                    Total Traders:       213
        15         33         22         27         22         14         48         45         28          8         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   484,836
Positions
   199,567     40,771     37,112    130,042    223,009     24,186     62,038    121,251      9,822      4,606     13,472      2,510     14,953     12,703
 
Changes from:       June 5, 2012                                     Total Change is:    24,758
   -12,560      3,305     17,687     -2,205     -1,486      6,152      8,430     -2,173      5,312        620      1,002      1,262         60     -6,303
 
Percent of Open Interest Represented by Each Category of Trader
      41.2        8.4        7.7       26.8       46.0        5.0       12.8       25.0        2.0        0.9        2.8        0.5        3.1        2.6
 
Number of Traders in Each Category                                    Total Traders:       249
        20         15          8         49         45         26         35         64         25          5         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    27,804
Positions
     7,230          0          0      8,598      1,481        377      3,174      9,269          0      1,462      4,573          0      6,963     12,104
 
Changes from:       June 5, 2012                                     Total Change is:   -13,697
    -4,631       -559     -1,153       -281         31        -55     -1,463      6,369     -4,371       -400     -2,646        -31     -1,312    -11,282
 
Percent of Open Interest Represented by Each Category of Trader
      26.0        0.0        0.0       30.9        5.3        1.4       11.4       33.3        0.0        5.3       16.4        0.0       25.0       43.5
 
Number of Traders in Each Category                                    Total Traders:        34
         5          0          0         10          4          .          6          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    37,699
Positions
    13,191      4,067        139      7,060      3,531        883      8,438      6,552        184      3,114        969          0      4,690     21,374
 
Changes from:       June 5, 2012                                     Total Change is:   -31,128
   -13,715     -2,926     -3,562      4,127     -2,374     -2,847      1,626      3,288     -7,914     -5,838        721          0     -3,005    -15,514
 
Percent of Open Interest Represented by Each Category of Trader
      35.0       10.8        0.4       18.7        9.4        2.3       22.4       17.4        0.5        8.3        2.6        0.0       12.4       56.7
 
Number of Traders in Each Category                                    Total Traders:        51
        15          8          .          6          .          .          7          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    72,441
Positions
       458     16,444      4,088     50,002     30,255      3,545      6,697     12,581      1,785          0          0          0      5,866      3,743
 
Changes from:       June 5, 2012                                     Total Change is:     5,192
      -879      1,597      2,347      2,101       -982       -102       -879       -198      1,437       -236          0          0      1,403      1,093
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       22.7        5.6       69.0       41.8        4.9        9.2       17.4        2.5        0.0        0.0        0.0        8.1        5.2
 
Number of Traders in Each Category                                    Total Traders:        62
         .          5          .         21         20          8          8          6          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   136,137
Positions
    14,949     42,525     16,575     61,539      8,113      4,416     10,484     38,070      8,015      4,190      3,767        607     15,362     14,049
 
Changes from:       June 5, 2012                                     Total Change is:    28,965
       424      8,017     13,713      4,952       -154        686     -1,391     -4,096      4,860        219       -604        384      5,118      6,159
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       31.2       12.2       45.2        6.0        3.2        7.7       28.0        5.9        3.1        2.8        0.4       11.3       10.3
 
Number of Traders in Each Category                                    Total Traders:        87
         7         19          9         20          9          6         12          8          5          7          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   834,495
Positions
     6,440    177,534     39,820    294,083    142,433     87,031     92,383     86,093    108,544     26,260     35,352     13,363    166,571    144,324
 
Changes from:       June 5, 2012                                     Total Change is:   -63,969
    -2,199     -8,403     -3,612    -21,296     -3,436     -1,924     17,408     15,662    -20,536        385     -3,690    -22,037    -10,158    -15,992
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       21.3        4.8       35.2       17.1       10.4       11.1       10.3       13.0        3.1        4.2        1.6       20.0       17.3
 
Number of Traders in Each Category                                    Total Traders:       172
         5         24         27         41         22         33         31         29         45          8         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   359,089
Positions
     3,928    143,806      4,761    225,974      9,273     33,796      3,191     89,279      7,981      8,535     17,500          0     70,923     52,693
 
Changes from:       June 5, 2012                                     Total Change is:   -14,507
     1,450     -4,114      1,338     -5,914      1,563     -1,780     -3,858      1,855     -9,573       -800        148          0      4,630     -3,945
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       40.0        1.3       62.9        2.6        9.4        0.9       24.9        2.2        2.4        4.9        0.0       19.8       14.7
 
Number of Traders in Each Category                                    Total Traders:        66
         .         11          8         29          5         18          .         10          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,023,593
Positions
    69,604    155,022     19,197    199,854     88,010     67,966    258,350    454,911    112,530    156,509     41,467      4,766    134,817     79,724
 
Changes from:       June 5, 2012                                     Total Change is:    -2,866
     4,059    -11,308     -3,885     10,435      3,906      4,226     27,339     34,998     -3,484    -33,134     -5,181     -1,977     -6,445    -20,162
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       15.1        1.9       19.5        8.6        6.6       25.2       44.4       11.0       15.3        4.1        0.5       13.2        7.8
 
Number of Traders in Each Category                                    Total Traders:       225
        20         21         15         41         26         34         42         37         34         21         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,300,194
Positions
    70,892    192,851    230,980    722,339    541,835    227,235    264,451    341,876    291,862    119,784    101,025     55,271    317,379    317,259
 
Changes from:       June 5, 2012                                     Total Change is:   -34,077
    12,881    -33,635      5,476    -44,918    -33,812     39,524    -64,328    -13,380     11,506     18,663      5,361     -7,744     -5,137     -7,373
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        8.4       10.0       31.4       23.6        9.9       11.5       14.9       12.7        5.2        4.4        2.4       13.8       13.8
 
Number of Traders in Each Category                                    Total Traders:       270
        18         43         52         24         59         53         42         54         66         11         19         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,225,995
Positions
   115,983    109,403     27,947    240,937    461,892    114,018    315,127    103,898     75,123     95,006     68,077      9,781    232,072    255,857
 
Changes from:       June 5, 2012                                     Total Change is:   -82,280
     8,483    -29,884     -4,517     42,533     -8,059    -13,936     38,226    -22,308     -5,007   -122,546        490     -1,821    -23,696      2,763
 
Percent of Open Interest Represented by Each Category of Trader
       9.5        8.9        2.3       19.7       37.7        9.3       25.7        8.5        6.1        7.7        5.6        0.8       18.9       20.9
 
Number of Traders in Each Category                                    Total Traders:       184
        14         22         22         26         36         32         34         30         38          6         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   561,733
Positions
   194,420    130,495    179,697      1,200      7,274      4,065     33,339     49,229    109,499          0     13,377     16,091     23,421     52,006
 
Changes from:       June 5, 2012                                     Total Change is:     3,581
     4,204      6,285     -1,786        240          0          0        -16        364     -1,184       -360       -848      1,263      1,220       -513
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       23.2       32.0        0.2        1.3        0.7        5.9        8.8       19.5        0.0        2.4        2.9        4.2        9.3
 
Number of Traders in Each Category                                    Total Traders:        92
        22         24         45          .          .          .         17         13         27          0          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,143,646
Positions
 2,184,745  2,534,199  3,207,269    425,232     60,528    237,057    946,993    447,000  5,056,644    190,679    540,092  1,034,348    860,680  1,026,510
 
Changes from:       June 5, 2012                                     Total Change is:    11,658
  -140,111     98,860     27,041     67,411      3,821    -59,642    138,327       -716    -22,958      1,801      8,637    -30,425     30,214    -12,960
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       17.9       22.7        3.0        0.4        1.7        6.7        3.2       35.8        1.3        3.8        7.3        6.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       280
        32         56         87         11         14         21         53         72        113         12         21         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    12,519
Positions
     6,834        483          0        598        973          6      1,188      8,358      2,149      1,337        295          0        407        255
 
Changes from:       June 5, 2012                                     Total Change is:     3,806
     1,487          0          0         -6          0          0        122      1,678      2,061          0       -115          0        142        182
 
Percent of Open Interest Represented by Each Category of Trader
      54.6        3.9        0.0        4.8        7.8        0.0        9.5       66.8       17.2       10.7        2.4        0.0        3.3        2.0
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    11,373
Positions
     8,130      5,208          0      1,058      2,009         46      1,384      3,407        461         40        110          0        254        132
 
Changes from:       June 5, 2012                                     Total Change is:      -703
     1,406        552          0          0         91         -1     -1,299       -656       -720        -31        -76          0        -58        107
 
Percent of Open Interest Represented by Each Category of Trader
      71.5       45.8        0.0        9.3       17.7        0.4       12.2       30.0        4.1        0.4        1.0        0.0        2.2        1.2
 
Number of Traders in Each Category                                    Total Traders:        30
         .          5          0          .          6          .          5          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    81,758
Positions
    14,853     48,307        577      6,972          0        246     46,717     29,200      1,393      4,409        446        130      6,462      1,459
 
Changes from:       June 5, 2012                                     Total Change is:       616
      -411      2,375        526        797       -153         21       -251     -1,361       -231        738       -358        -28       -545       -174
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       59.1        0.7        8.5        0.0        0.3       57.1       35.7        1.7        5.4        0.5        0.2        7.9        1.8
 
Number of Traders in Each Category                                    Total Traders:       106
         8          4          .          8          0          .         47         11          7         22          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   307,504
Positions
   122,767     57,416     40,436     35,998      3,918      5,784     16,834     91,473     31,365      1,073     21,780     30,319     22,928     25,013
 
Changes from:       June 5, 2012                                     Total Change is:    30,489
     8,072      3,282      3,213     10,327       -224       -818     -1,624      8,738      2,511        -35      3,392      7,117      1,726      3,278
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       18.7       13.1       11.7        1.3        1.9        5.5       29.7       10.2        0.3        7.1        9.9        7.5        8.1
 
Number of Traders in Each Category                                    Total Traders:       129
        18         13         23          9          6          8         17         41         38          .         12         14
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Traders in Financial Futures - Options and Futures Combined Positions as of June 12, 2012                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,223
Positions
     1,358        776          0      2,011        879          0      3,957      4,024        704          0      1,738          0        193        102
 
Changes from:       June 5, 2012                                     Total Change is:      -755
      -671         -6          0        -52        -92          0       -115       -196          0          0       -550          0         83         89
 
Percent of Open Interest Represented by Each Category of Trader
      16.5        9.4        0.0       24.5       10.7        0.0       48.1       48.9        8.6        0.0       21.1        0.0        2.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          .          .          0          5          5          .          0          .          0
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```

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Updated June 15, 2012