`Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   148,314
Positions
    55,250     10,895      6,329     15,896     22,085        414     25,731     52,505     10,415      8,256      3,131      3,272     22,752     39,269
 
Changes from:       July 9, 2013                                     Total Change is:    -5,120
       285      2,456      1,913       -538       -333        284     -4,310     -9,145      1,006     -2,105        568       -322     -1,332     -1,546
 
Percent of Open Interest Represented by Each Category of Trader
      37.3        7.3        4.3       10.7       14.9        0.3       17.3       35.4        7.0        5.6        2.1        2.2       15.3       26.5
 
Number of Traders in Each Category                                    Total Traders:        91
         6          8          6          5          6          .         17         32         14         11          5          8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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    42,902
Positions
    17,820      8,280        884          0      1,857          0     14,071     13,464      1,747        406      1,621          2      7,972     15,048
 
Changes from:       July 9, 2013                                     Total Change is:     1,050
     3,334         30        346          0         34          0     -1,178      1,253        286     -1,217          0       -145       -376       -753
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       19.3        2.1        0.0        4.3        0.0       32.8       31.4        4.1        0.9        3.8        0.0       18.6       35.1
 
Number of Traders in Each Category                                    Total Traders:        37
        10          5          4          0          .          0          9          8          5          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   174,602
Positions
    83,964      3,833      6,097     12,048     28,161      1,270     23,791     67,968     17,719     11,227      7,766      1,765     16,719     40,022
 
Changes from:       July 9, 2013                                     Total Change is:     5,536
    15,205       -917        -17     -1,293     -1,181       -139     -5,448      5,720        460         98      2,054       -529     -2,800         86
 
Percent of Open Interest Represented by Each Category of Trader
      48.1        2.2        3.5        6.9       16.1        0.7       13.6       38.9       10.1        6.4        4.4        1.0        9.6       22.9
 
Number of Traders in Each Category                                    Total Traders:       117
        14          6          8          6         18          5         22         37         25          7          7          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   220,383
Positions
   109,704      5,348      8,589     25,424     22,497      2,396     27,877     90,420     22,172      2,928     13,856      3,951     17,343     51,155
 
Changes from:       July 9, 2013                                     Total Change is:    -2,729
     2,912      1,611        575       -915     -1,056        -53     -4,175     -1,726        742       -171      1,559       -787       -858     -3,595
 
Percent of Open Interest Represented by Each Category of Trader
      49.8        2.4        3.9       11.5       10.2        1.1       12.6       41.0       10.1        1.3        6.3        1.8        7.9       23.2
 
Number of Traders in Each Category                                    Total Traders:       139
        12          9          8          6         20          5         24         44         27          4         20         11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   283,165
Positions
    74,793     12,624     12,259     35,569     57,068      5,474     44,969     66,961     41,208     22,165     13,672      7,741     38,986     66,158
 
Changes from:       July 9, 2013                                     Total Change is:    -3,190
      -616       -575      2,137        937        982        608         20     -2,429        422      3,117        400       -478     -9,338     -4,258
 
Percent of Open Interest Represented by Each Category of Trader
      26.4        4.5        4.3       12.6       20.2        1.9       15.9       23.6       14.6        7.8        4.8        2.7       13.8       23.4
 
Number of Traders in Each Category                                    Total Traders:       190
        21         13         15         13         24         14         27         44         39         20         28         18
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   209,032
Positions
   111,732      7,721      7,493        649     43,250      1,374     46,691     81,327     11,598      7,486      9,909      2,901     19,109     43,460
 
Changes from:       July 9, 2013                                     Total Change is:     9,630
     6,082      3,784        973          0       -184         -1     -1,784      4,404      2,032      1,631       -256        -30        727     -1,092
 
Percent of Open Interest Represented by Each Category of Trader
      53.5        3.7        3.6        0.3       20.7        0.7       22.3       38.9        5.5        3.6        4.7        1.4        9.1       20.8
 
Number of Traders in Each Category                                    Total Traders:       103
        10          7         10          .          9          6         21         36         24          6         13          6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    40,442
Positions
    15,844     19,504     12,691          0      1,270          0      3,875        257      3,328      1,379          0      2,855        470        537
 
Changes from:       July 9, 2013                                     Total Change is:      -278
       316         86       -211          0        313        -64       -377       -372          0          0          0          0         58        -30
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       48.2       31.4        0.0        3.1        0.0        9.6        0.6        8.2        3.4        0.0        7.1        1.2        1.3
 
Number of Traders in Each Category                                    Total Traders:        23
         6         10          9          0          .          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is    78,691
Positions
    25,941     19,410        437      2,994        615          0     33,320     48,470        686      8,942      6,702          0      6,371      2,371
 
Changes from:       July 9, 2013                                     Total Change is:    10,081
       -50      1,544         95       -235        -22          0      9,623      6,433        -25        459      2,850          0        214       -794
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       24.7        0.6        3.8        0.8        0.0       42.3       61.6        0.9       11.4        8.5        0.0        8.1        3.0
 
Number of Traders in Each Category                                    Total Traders:        97
         7          8          .          4          .          0         32         28          5          9          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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    27,576
Positions
    10,049     14,653      3,255        744      3,087          0      2,903      1,948        367      9,531      3,155          0        727      1,111
 
Changes from:       July 9, 2013                                     Total Change is:      -215
      -334        267       -142          0        -70          0        289        237        -42          0        -55          0         14       -410
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       53.1       11.8        2.7       11.2        0.0       10.5        7.1        1.3       34.6       11.4        0.0        2.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        28
         5          5          .          .          .          0          5          6          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    12,904
Positions
     6,860        142         15        146        509          0      2,817      7,528        145        668        309          0      2,253      4,256
 
Changes from:       July 9, 2013                                     Total Change is:       392
     1,237        -75        -12          0         -7          0     -1,210        757         59        156          6          0        162       -336
 
Percent of Open Interest Represented by Each Category of Trader
      53.2        1.1        0.1        1.1        3.9        0.0       21.8       58.3        1.1        5.2        2.4        0.0       17.5       33.0
 
Number of Traders in Each Category                                    Total Traders:        38
         6          .          .          .          .          0          5         19          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    61,903
Positions
     9,892     44,688        212      5,552        277        404     29,842      5,947      1,718      4,537        722      1,163      8,583      6,772
 
Changes from:       July 9, 2013                                     Total Change is:     6,007
       812      6,562         13        539         10        -30      3,417       -552        200        218         -5        -53        891       -137
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       72.2        0.3        9.0        0.4        0.7       48.2        9.6        2.8        7.3        1.2        1.9       13.9       10.9
 
Number of Traders in Each Category                                    Total Traders:       100
        16         14          .          9          .          .         32         14         12         10          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   123,806
Positions
    19,783     89,376        425     11,103        553        808     59,684     11,895      3,436      9,073      1,444      2,325     17,167     13,543
 
Changes from:       July 9, 2013                                     Total Change is:    12,015
     1,625     13,124         27      1,077         19        -60      6,834     -1,105        399        435         -9       -106      1,783       -275
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       72.2        0.3        9.0        0.4        0.7       48.2        9.6        2.8        7.3        1.2        1.9       13.9       10.9
 
Number of Traders in Each Category                                    Total Traders:       100
        16         14          .          9          .          .         32         14         12         10          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   927,109
Positions
    21,831    198,162     26,259    334,979    133,648     42,817    105,505    164,577    177,800     54,768     44,848     29,453    133,697    109,545
 
Changes from:       July 9, 2013                                     Total Change is:    33,527
     1,196     12,084     -2,921      3,461     -3,999       -377      5,165     10,589     18,181      8,161     -1,423      1,367       -706         27
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       21.4        2.8       36.1       14.4        4.6       11.4       17.8       19.2        5.9        4.8        3.2       14.4       11.8
 
Number of Traders in Each Category                                    Total Traders:       596
        29         43         26        116         58         65         90        122        110         59         79         63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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   231,970
Positions
     9,037     54,655      2,847     72,218     28,166      3,293     11,723     16,678     49,603     13,306     10,082      9,672     60,273     56,975
 
Changes from:       July 9, 2013                                     Total Change is:    10,592
    -1,754     -2,676        613       -354        167         52      1,583      4,326      9,172        181     -1,425        366        734         -3
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       23.6        1.2       31.1       12.1        1.4        5.1        7.2       21.4        5.7        4.3        4.2       26.0       24.6
 
Number of Traders in Each Category                                    Total Traders:       107
         5         11          4         15          9         10         22         20         39         13         12         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 3,475,693
Positions
    99,152    752,718     81,878  1,331,100    544,705    180,329    544,034    814,616    565,861    216,400    182,917     89,819    367,119    262,849
 
Changes from:       July 9, 2013                                     Total Change is:   114,678
    -6,565     52,481      3,647     19,372    -20,530     -2,441     27,239     40,640     35,716     34,483     -5,409     10,425     -7,198        150
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       21.7        2.4       38.3       15.7        5.2       15.7       23.4       16.3        6.2        5.3        2.6       10.6        7.6
 
Number of Traders in Each Category                                    Total Traders:       562
        29         40         26        111         53         59         89        115        102         55         70         55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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   115,211
Positions
     2,953     57,939        121     64,696     42,688      1,914     34,131      5,780        630        593      1,795          0     10,174      4,345
 
Changes from:       July 9, 2013                                     Total Change is:     4,966
        83      5,660          1      2,927       -752       -359      1,621       -228        242        -37        -10          0        488        412
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       50.3        0.1       56.2       37.1        1.7       29.6        5.0        0.5        0.5        1.6        0.0        8.8        3.8
 
Number of Traders in Each Category                                    Total Traders:        96
         4         16          .         35         13         12         16          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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    76,057
Positions
     1,079     50,396        980     35,356      5,006        792     26,802      7,458      1,537      2,356      5,342        910      6,245      3,635
 
Changes from:       July 9, 2013                                     Total Change is:    10,017
      -309      6,590         78      3,569       -172        -21      5,306      1,059        548        153      1,078        171        523        685
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       66.3        1.3       46.5        6.6        1.0       35.2        9.8        2.0        3.1        7.0        1.2        8.2        4.8
 
Number of Traders in Each Category                                    Total Traders:       215
        11         26          8         33         18          9         62         26         12         18         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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   380,284
Positions
     5,395    251,982      4,900    176,782     25,032      3,958    134,012     37,292      7,687     11,780     26,710      4,548     31,223     18,176
 
Changes from:       July 9, 2013                                     Total Change is:    50,084
    -1,545     32,949        391     17,844       -860       -106     26,528      5,297      2,739        764      5,392        855      2,613      3,427
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       66.3        1.3       46.5        6.6        1.0       35.2        9.8        2.0        3.1        7.0        1.2        8.2        4.8
 
Number of Traders in Each Category                                    Total Traders:       215
        11         26          8         33         18          9         62         26         12         18         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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   355,936
Positions
    72,498     81,967      4,909    141,844    138,095     19,421     79,642     77,838      7,736      5,727      6,176        997     23,162     18,797
 
Changes from:       July 9, 2013                                     Total Change is:     8,855
    -1,362     16,623     -2,420      3,408     -1,197       -412      5,308     -9,151        724         41        -33        143      3,425      4,580
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       23.0        1.4       39.9       38.8        5.5       22.4       21.9        2.2        1.6        1.7        0.3        6.5        5.3
 
Number of Traders in Each Category                                    Total Traders:       257
        18         17          4         56         35         23         55         50         13         14         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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    65,374
Positions
     7,435     43,769        109     24,648          0        278     15,632     14,792          0      5,696        530          0     11,576      5,896
 
Changes from:       July 9, 2013                                     Total Change is:     2,672
      -338      3,318         24        444          0         93      1,879        741       -111        131        -97          0        550     -1,296
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       67.0        0.2       37.7        0.0        0.4       23.9       22.6        0.0        8.7        0.8        0.0       17.7        9.0
 
Number of Traders in Each Category                                    Total Traders:        68
         7          8          .         19          0          .         16          8          0          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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    71,541
Positions
    21,604     15,824        522     13,468      2,397        452     20,505      4,086      1,750      4,142      1,513          0      9,098     44,997
 
Changes from:       July 9, 2013                                     Total Change is:    -2,111
    -1,311        251         65      1,774       -597         82     -2,939      1,290         15        657        574          0       -454     -3,791
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       22.1        0.7       18.8        3.4        0.6       28.7        5.7        2.4        5.8        2.1        0.0       12.7       62.9
 
Number of Traders in Each Category                                    Total Traders:        86
        17         13          .          9          .          .         24          9          6          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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    79,108
Positions
     1,889     31,409      2,146     35,658     23,719      3,937     26,737     11,794      2,145          0        891          0      6,596      3,067
 
Changes from:       July 9, 2013                                     Total Change is:     1,275
       195      1,631          0       -591      2,534       -165      1,116     -2,940        -30       -253          0          0      1,003        245
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       39.7        2.7       45.1       30.0        5.0       33.8       14.9        2.7        0.0        1.1        0.0        8.3        3.9
 
Number of Traders in Each Category                                    Total Traders:        79
         .         10          .         26         20         11         12          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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   224,587
Positions
    16,401    103,776      5,952     92,176     33,961     32,503     39,138     21,496      1,686     23,538     17,681        833     12,360      6,699
 
Changes from:       July 9, 2013                                     Total Change is:   -18,264
     3,818     -1,626     -1,686     17,797     -3,891    -12,849        956        210          2    -26,759      2,039         26        431       -489
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       46.2        2.7       41.0       15.1       14.5       17.4        9.6        0.8       10.5        7.9        0.4        5.5        3.0
 
Number of Traders in Each Category                                    Total Traders:       161
        17         22          5         35         27         20         19         20         11         12          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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   727,198
Positions
     6,667     70,814     31,255    259,644     90,577     95,167     60,940     77,566    103,800     16,236     56,104      9,462    144,027    192,453
 
Changes from:       July 9, 2013                                     Total Change is:    -3,562
    -5,723     11,768     -2,844      2,212     -7,862     -5,644     12,198     -2,308      5,065      2,959      1,378     -2,267     -9,518       -847
 
Percent of Open Interest Represented by Each Category of Trader
       0.9        9.7        4.3       35.7       12.5       13.1        8.4       10.7       14.3        2.2        7.7        1.3       19.8       26.5
 
Number of Traders in Each Category                                    Total Traders:       176
         5         19         19         40         27         35         27         37         47          7         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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   377,796
Positions
     1,873     93,560         66    235,303     39,651     45,060     13,477    118,321      1,303      9,350      6,125          0     71,364     73,710
 
Changes from:       July 9, 2013                                     Total Change is:      -641
    -4,007     -6,962        -12     -1,397      1,220        199         89       -187        174        460          0          0      3,853      4,927
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       24.8        0.0       62.3       10.5       11.9        3.6       31.3        0.3        2.5        1.6        0.0       18.9       19.5
 
Number of Traders in Each Category                                    Total Traders:        69
         .          9          .         31         12         20          .          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   915,619
Positions
   120,832     62,713     22,071    211,747    234,378     72,213    154,846    197,104     83,612     87,812     59,880     70,995     91,491    112,653
 
Changes from:       July 9, 2013                                     Total Change is:    24,129
    14,129     -1,259        859      9,459    -16,565       -883    -15,407     37,251     11,031     15,569      6,750    -11,107        480     -1,947
 
Percent of Open Interest Represented by Each Category of Trader
      13.2        6.8        2.4       23.1       25.6        7.9       16.9       21.5        9.1        9.6        6.5        7.8       10.0       12.3
 
Number of Traders in Each Category                                    Total Traders:       203
        17         20         18         35         27         29         34         33         30         12         25          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    34,656
Positions
    12,494     13,471      6,247      1,139          0          0      8,065      8,354      5,015         21          0        985        690        584
 
Changes from:       July 9, 2013                                     Total Change is:       513
       207       -468        342        300          0          0       -311        833        879         11          0        -39       -876     -1,034
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       38.9       18.0        3.3        0.0        0.0       23.3       24.1       14.5        0.1        0.0        2.8        2.0        1.7
 
Number of Traders in Each Category                                    Total Traders:        41
         8         10         10          .          0          0         10         11          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 2,973,182
Positions
   151,688    171,242    308,761    621,973    784,202    348,486    697,814    196,397    453,719     43,478    161,371     88,976    258,287    460,028
 
Changes from:       July 9, 2013                                     Total Change is:  -164,517
   -13,589    -11,877       -769      3,362    -27,145    -18,023    -75,578    -50,858    -39,914     -5,620    -14,905    -14,041       -345     13,015
 
Percent of Open Interest Represented by Each Category of Trader
       5.1        5.8       10.4       20.9       26.4       11.7       23.5        6.6       15.3        1.5        5.4        3.0        8.7       15.5
 
Number of Traders in Each Category                                    Total Traders:       322
        23         42         55         27         65         56         58         60         88         13         34         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,060,989
Positions
   270,819     97,157    149,732    440,425    483,571    157,300    327,212    343,597    332,031    154,814    136,167     48,606    180,050    312,827
 
Changes from:       July 9, 2013                                     Total Change is:    -5,630
    -6,400      1,221    -33,220     22,819      8,675     -8,848     58,315     58,040    -35,458      4,005     10,719     -6,636       -206       -122
 
Percent of Open Interest Represented by Each Category of Trader
      13.1        4.7        7.3       21.4       23.5        7.6       15.9       16.7       16.1        7.5        6.6        2.4        8.7       15.2
 
Number of Traders in Each Category                                    Total Traders:       232
        22         20         27         34         41         41         34         50         52         10         21         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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   306,676
Positions
    80,691     77,213    109,460      1,015        745      2,013     38,607     24,370     41,528          0      7,117      9,061     24,302     35,169
 
Changes from:       July 9, 2013                                     Total Change is:     4,146
        42     -2,152       -540          0          0          0     -2,098      1,416     -1,596          0        433      3,607      4,731      2,978
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       25.2       35.7        0.3        0.2        0.7       12.6        7.9       13.5        0.0        2.3        3.0        7.9       11.5
 
Number of Traders in Each Category                                    Total Traders:        63
        13         22         22          .          .          .         13          7         17          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,598,259
Positions
 1,758,968  2,403,028  2,654,720    980,686    752,855    290,917  1,046,639    390,498  5,073,593    352,690    234,933  1,663,221    776,825  1,134,494
 
Changes from:       July 9, 2013                                     Total Change is:  -851,292
    74,813    -26,698    -86,237      2,947     54,636    -10,359    -67,343    -53,857   -585,944    -37,823     -1,548   -172,492     31,148     31,208
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       16.5       18.2        6.7        5.2        2.0        7.2        2.7       34.8        2.4        1.6       11.4        5.3        7.8
 
Number of Traders in Each Category                                    Total Traders:       244
        25         50         72         13         13         21         58         40         91         17         16         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    30,246
Positions
    24,874        961          0      1,690      7,060         80      2,752     14,734         16        820      7,388          0         14          7
 
Changes from:       July 9, 2013                                     Total Change is:       -31
       411        240          0         35        -15         26       -979       -567          0        500        336          0        -24        -51
 
Percent of Open Interest Represented by Each Category of Trader
      82.2        3.2        0.0        5.6       23.3        0.3        9.1       48.7        0.1        2.7       24.4        0.0        0.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        40
         7          4          0          .          5          .          .          7          .          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    11,742
Positions
    11,733      1,930          4          0      3,490          0          0      4,522          0          0      1,785          0          5         11
 
Changes from:       July 9, 2013                                     Total Change is:     2,462
     2,489      1,644        -20          0        -23          0          0        332          0          0        525          0         -7          4
 
Percent of Open Interest Represented by Each Category of Trader
      99.9       16.4        0.0        0.0       29.7        0.0        0.0       38.5        0.0        0.0       15.2        0.0        0.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         .          4          .          0          5          0          0          8          0          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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    65,230
Positions
    12,511     30,021        887      7,937        384        372     21,406     29,920      1,048     13,389      1,104         68      7,612      1,426
 
Changes from:       July 9, 2013                                     Total Change is:    -5,309
     1,164       -179          9         64          0         39     -1,830     -3,840        -77     -3,086       -887         25     -1,617       -398
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       46.0        1.4       12.2        0.6        0.6       32.8       45.9        1.6       20.5        1.7        0.1       11.7        2.2
 
Number of Traders in Each Category                                    Total Traders:       136
         6          .          .         12          .          .         41         12          7         55          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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   356,401
Positions
    88,952     23,255     49,382     55,635     22,555     11,461     32,365    116,007     48,306      5,230     16,159     44,428     20,642     24,848
 
Changes from:       July 9, 2013                                     Total Change is:    20,474
     6,116     -1,989     10,927      2,128      1,307     -1,923     -3,901      4,710      4,967        966     -1,494      6,968     -5,774     -2,999
 
Percent of Open Interest Represented by Each Category of Trader
      25.0        6.5       13.9       15.6        6.3        3.2        9.1       32.5       13.6        1.5        4.5       12.5        5.8        7.0
 
Number of Traders in Each Category                                    Total Traders:       166
        23          8         24          8         13         10         28         51         51         10         19         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is     9,987
Positions
     1,293      7,693          0      6,561          0          0      1,206      1,627        145          0          0          0        782        522
 
Changes from:       July 9, 2013                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       77.0        0.0       65.7        0.0        0.0       12.1       16.3        1.5        0.0        0.0        0.0        7.8        5.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0         11          0          0          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated July 19, 2013