`Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   155,737
Positions
    61,448     15,608     22,306     17,010     20,356        592      7,121     42,580     17,359      5,841      4,176      1,810     22,251     30,951
 
Changes from:       June 11, 2013                                    Total Change is:       173
    -6,243      5,741      6,359       -334        -85         78     -2,050     -9,980      4,867        148       -124        -20     -2,632     -6,664
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       10.0       14.3       10.9       13.1        0.4        4.6       27.3       11.1        3.8        2.7        1.2       14.3       19.9
 
Number of Traders in Each Category                                    Total Traders:        81
         6         11         10          6          4          4         14         28         17          7          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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    37,384
Positions
     7,275     10,155        892          0      1,331          0     14,527      7,256      2,448        404      1,621          3     11,835     13,677
 
Changes from:       June 11, 2013                                    Total Change is:   -31,157
   -30,660     -6,685     -1,365          0        -23          0      7,860    -14,821     -6,524     -1,651       -425          0      1,183     -1,314
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       27.2        2.4        0.0        3.6        0.0       38.9       19.4        6.5        1.1        4.3        0.0       31.7       36.6
 
Number of Traders in Each Category                                    Total Traders:        30
         .          6          .          0          .          0         11          5          5          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   153,770
Positions
    40,995     11,814      4,267     15,717     28,507      1,026     48,034     59,971     11,063      6,584      7,221        752     25,333     29,148
 
Changes from:       June 11, 2013                                    Total Change is:   -75,611
   -51,052     -7,131     -3,881       -447        765        430     13,447    -35,676    -21,054    -16,115     -2,145         15      3,045     -6,935
 
Percent of Open Interest Represented by Each Category of Trader
      26.7        7.7        2.8       10.2       18.5        0.7       31.2       39.0        7.2        4.3        4.7        0.5       16.5       19.0
 
Number of Traders in Each Category                                    Total Traders:       107
         8          8          7          4         19          4         24         31         17          4          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   206,675
Positions
    89,773      4,394      7,508     25,469     21,525      1,842     30,219     69,345     27,625      2,418     13,375      4,720     17,100     56,341
 
Changes from:       June 11, 2013                                    Total Change is:   -74,178
   -20,807    -30,198    -11,133        371      2,978       -208    -13,007     -8,378    -19,630     -4,395       -716     -2,129     -3,239     -4,763
 
Percent of Open Interest Represented by Each Category of Trader
      43.4        2.1        3.6       12.3       10.4        0.9       14.6       33.6       13.4        1.2        6.5        2.3        8.3       27.3
 
Number of Traders in Each Category                                    Total Traders:       136
        12          7          6          6         19          4         27         38         25          5         21          9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   266,146
Positions
    27,575     26,769     10,224     33,008     53,828      5,562     77,518     50,951     34,627     15,331     13,786      5,765     56,536     64,634
 
Changes from:       June 11, 2013                                    Total Change is:   -40,648
   -13,869     -4,599    -17,078     -2,292        -49       -581     17,308     -8,237     -8,800    -20,803      2,576        373      5,093     -4,252
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       10.1        3.8       12.4       20.2        2.1       29.1       19.1       13.0        5.8        5.2        2.2       21.2       24.3
 
Number of Traders in Each Category                                    Total Traders:       180
        18         16         13         14         24         13         42         30         34         12         24         16
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   211,848
Positions
    99,260        185      7,423          0     45,201      2,153     58,561     84,010     16,093      6,247      8,103      3,407     18,704     45,273
 
Changes from:       June 11, 2013                                    Total Change is:   -58,687
   -32,617    -24,745    -19,465       -666      1,762       -601     19,857      4,993    -15,941     -3,801       -990     -1,082     -4,371     -2,617
 
Percent of Open Interest Represented by Each Category of Trader
      46.9        0.1        3.5        0.0       21.3        1.0       27.6       39.7        7.6        2.9        3.8        1.6        8.8       21.4
 
Number of Traders in Each Category                                    Total Traders:        96
        12          .          7          0          7          .         24         35         22          5         11          7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    41,118
Positions
    14,778     20,286     12,234        426          0          0      4,338        262      3,328      1,379          0      2,855      1,780      2,153
 
Changes from:       June 11, 2013                                    Total Change is:    -8,162
      -979      3,393     -6,236       -435          0          0        812     -1,323     -1,037         55          0       -356         14     -2,603
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       49.3       29.8        1.0        0.0        0.0       10.6        0.6        8.1        3.4        0.0        6.9        4.3        5.2
 
Number of Traders in Each Category                                    Total Traders:        26
         5         11          8          .          0          0          6          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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    64,445
Positions
     9,007     20,981        697      3,886      1,057          0     32,927     35,154      1,284     10,124      2,651        246      6,274      2,376
 
Changes from:       June 11, 2013                                    Total Change is:   -55,816
    -5,603    -40,971     -4,781        188       -515        -33    -26,514      8,957    -17,694     -1,445         45         -1         67       -823
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       32.6        1.1        6.0        1.6        0.0       51.1       54.5        2.0       15.7        4.1        0.4        9.7        3.7
 
Number of Traders in Each Category                                    Total Traders:        96
         6          8          .          6          4          0         33         24          8         10          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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    37,359
Positions
    11,155     21,567      3,426      1,806      2,745          0      4,121      3,002        668     14,300      3,055      1,335        548      1,561
 
Changes from:       June 11, 2013                                    Total Change is:    -2,493
       123        798          0          0        261          0       -721     -1,981       -701        -91          0     -1,196         93        326
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       57.7        9.2        4.8        7.3        0.0       11.0        8.0        1.8       38.3        8.2        3.6        1.5        4.2
 
Number of Traders in Each Category                                    Total Traders:        41
         7          8          .          .          .          0          8          7          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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    11,742
Positions
     2,333        255          0        146        458          0      6,921      6,848        124        458        203          0      1,760      3,854
 
Changes from:       June 11, 2013                                    Total Change is:   -14,551
   -11,288    -11,191     -1,850          0        132        -59     -1,247       -525         74         28       -598          0       -209       -534
 
Percent of Open Interest Represented by Each Category of Trader
      19.9        2.2        0.0        1.2        3.9        0.0       58.9       58.3        1.1        3.9        1.7        0.0       15.0       32.8
 
Number of Traders in Each Category                                    Total Traders:        34
         5          .          0          .          .          0          6         15          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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    80,732
Positions
     8,306     36,481     16,299      5,254        254         78     31,281      9,797      4,431      3,296        825      2,571      9,216      9,996
 
Changes from:       June 11, 2013                                    Total Change is:    21,208
        36      2,697     14,157        858       -230        -98      2,978      1,063      2,400        -55        243        733        199        243
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       45.2       20.2        6.5        0.3        0.1       38.7       12.1        5.5        4.1        1.0        3.2       11.4       12.4
 
Number of Traders in Each Category                                    Total Traders:       103
        17         18         14          8          .          .         31         11         15          8          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   161,463
Positions
    16,612     72,962     32,598     10,507        508        156     62,562     19,594      8,861      6,592      1,650      5,142     18,433     19,992
 
Changes from:       June 11, 2013                                    Total Change is:    42,415
        72      5,394     28,314      1,715       -460       -196      5,956      2,126      4,800       -110        485      1,465        398        487
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       45.2       20.2        6.5        0.3        0.1       38.7       12.1        5.5        4.1        1.0        3.2       11.4       12.4
 
Number of Traders in Each Category                                    Total Traders:       103
        17         18         14          8          .          .         31         11         15          8          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,258,547
Positions
    38,047    194,913    156,426    359,100    133,758     66,320    121,148    201,754    251,742     61,723     51,347     39,469    164,571    162,817
 
Changes from:       June 11, 2013                                    Total Change is:   111,530
    -3,443      3,740     60,230      6,510     -4,225       -229     12,305      4,989     17,642      1,979      7,529      1,671     14,866     20,183
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       15.5       12.4       28.5       10.6        5.3        9.6       16.0       20.0        4.9        4.1        3.1       13.1       12.9
 
Number of Traders in Each Category                                    Total Traders:       606
        28         41         53        112         62         78         92        135        127         72         63         71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   334,688
Positions
    43,412     66,814     25,180     60,774     30,750     14,362     21,436     14,253     68,713     14,275     14,257     12,905     73,630     87,454
 
Changes from:       June 11, 2013                                    Total Change is:    27,919
      -290       -365     14,661      2,796       -636      3,484      8,087    -10,926      1,265         60      1,357        -26     -2,118     19,106
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       20.0        7.5       18.2        9.2        4.3        6.4        4.3       20.5        4.3        4.3        3.9       22.0       26.1
 
Number of Traders in Each Category                                    Total Traders:       113
        10         10         10         16         11         13         20         23         39         13         10         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,619,293
Positions
   212,133    879,454    417,276  1,514,036    537,447    237,384    561,941  1,000,883    851,765    239,238    187,448    130,818    454,702    376,818
 
Changes from:       June 11, 2013                                    Total Change is:   418,057
    -9,468     26,823    221,546      8,786    -27,724     -8,784      1,261     59,748    101,715      2,066     23,335     16,013     84,922      5,385
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       19.0        9.0       32.8       11.6        5.1       12.2       21.7       18.4        5.2        4.1        2.8        9.8        8.2
 
Number of Traders in Each Category                                    Total Traders:       571
        30         39         50        106         56         71         87        131        119         63         57         60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   124,449
Positions
     2,562     51,816     12,126     58,418     44,202      2,366     33,135      5,892      1,586        642      2,184          0     13,613      4,276
 
Changes from:       June 11, 2013                                    Total Change is:    15,104
      -321      1,249     11,565        942       -369        196        746      1,204      1,011         83          0          0        882        248
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       41.6        9.7       46.9       35.5        1.9       26.6        4.7        1.3        0.5        1.8        0.0       10.9        3.4
 
Number of Traders in Each Category                                    Total Traders:        98
         4         16          9         36         12         12         19          8          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   108,775
Positions
     5,602     55,107     18,775     31,782      5,133      4,284     27,466      7,227      4,304      2,387      4,599      3,260     10,915      6,087
 
Changes from:       June 11, 2013                                    Total Change is:    27,574
       145      1,440     17,382     -3,029         -5      3,333      1,711       -248      1,968       -598      1,251      2,166      4,495        287
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       50.7       17.3       29.2        4.7        3.9       25.3        6.6        4.0        2.2        4.2        3.0       10.0        5.6
 
Number of Traders in Each Category                                    Total Traders:       215
        18         25         22         30         20         11         67         21         26         18         13          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    13,635
Positions
     4,854      5,300      2,095          0      2,000      1,200      1,475        560          0        379      1,471          0      3,632      1,009
 
Changes from:       June 11, 2013                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       38.9       15.4        0.0       14.7        8.8       10.8        4.1        0.0        2.8       10.8        0.0       26.6        7.4
 
Number of Traders in Each Category                                    Total Traders:        20
         5          8          .          0          .          .          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   475,701
Positions
    27,079    272,370     60,062    168,909     25,667      5,419    138,396     41,773     13,082     14,688     20,286     11,651     36,415     25,391
 
Changes from:       June 11, 2013                                    Total Change is:    69,693
      -210      4,039     53,100     -5,143        -23        663      9,621      4,397      1,399       -236      3,546      6,185      4,314     -3,613
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       57.3       12.6       35.5        5.4        1.1       29.1        8.8        2.7        3.1        4.3        2.4        7.7        5.3
 
Number of Traders in Each Category                                    Total Traders:       214
        19         24         20         30         20         10         66         22         23         18         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   408,438
Positions
    67,962     55,143     35,676    128,433    143,024     21,192     88,310     96,381     12,991      6,159      6,534      3,171     44,544     34,326
 
Changes from:       June 11, 2013                                    Total Change is:    34,489
    -8,216      1,131     26,899     -1,556     -2,178       -237      5,798     -5,179      3,315       -668        -59      1,867      7,287      8,930
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       13.5        8.7       31.4       35.0        5.2       21.6       23.6        3.2        1.5        1.6        0.8       10.9        8.4
 
Number of Traders in Each Category                                    Total Traders:       254
        18         16         15         45         36         22         59         49         27         16         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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    54,701
Positions
     3,960     34,103        268     23,722          0        497     10,136     11,410        175      5,234      1,085          0     10,709      7,163
 
Changes from:       June 11, 2013                                    Total Change is:   -42,877
    -1,044      5,726    -25,257        561       -262        -43     -8,123       -976     -4,916     -1,776     -1,637       -390     -1,889    -15,122
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       62.3        0.5       43.4        0.0        0.9       18.5       20.9        0.3        9.6        2.0        0.0       19.6       13.1
 
Number of Traders in Each Category                                    Total Traders:        58
         5          5          .         18          0          .         14          7          .          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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    63,074
Positions
    16,921     10,782      1,461     13,326      2,417        334     15,734      3,427        517      3,360        619          0     11,421     43,517
 
Changes from:       June 11, 2013                                    Total Change is:   -26,132
   -16,064     -5,802     -3,605      2,494     -2,164        285       -586     -9,046     -4,762        229     -1,303       -139     -3,984        404
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       17.1        2.3       21.1        3.8        0.5       24.9        5.4        0.8        5.3        1.0        0.0       18.1       69.0
 
Number of Traders in Each Category                                    Total Traders:        71
        15         11          5          9          .          .         21          5          6          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   101,316
Positions
    16,582     34,518     15,574     31,598     21,836      4,619     23,638     16,103      2,610        240        641          0      6,455      5,415
 
Changes from:       June 11, 2013                                    Total Change is:    12,045
      -259       -915     13,271     -1,626     -1,153        196       -303     -1,088        208          0          0          0        558      1,526
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       34.1       15.4       31.2       21.6        4.6       23.3       15.9        2.6        0.2        0.6        0.0        6.4        5.3
 
Number of Traders in Each Category                                    Total Traders:        77
         7          6          6         25         20         12         11          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   262,992
Positions
    18,683    106,843     31,972     81,475     28,509     39,256     50,224     30,555      6,620      9,096      3,840        376     25,290     15,021
 
Changes from:       June 11, 2013                                    Total Change is:    20,876
     1,528     -2,820     18,898     -4,914     -1,408     10,186     -3,172     -3,832     -5,020       -492      1,725         33      3,829      3,114
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       40.6       12.2       31.0       10.8       14.9       19.1       11.6        2.5        3.5        1.5        0.1        9.6        5.7
 
Number of Traders in Each Category                                    Total Traders:       157
        15         21         11         37         26         23         26         13         11         13          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   717,939
Positions
    11,982     75,770     41,649    247,648     88,408     95,988     50,328     76,144    107,878     11,993     27,033     13,396    137,076    191,674
 
Changes from:       June 11, 2013                                    Total Change is:   -19,187
   -10,871     13,832     -6,519     12,636     -1,323       -559       -376    -12,875     -6,668        720     -4,248       -859     -6,690         34
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       10.6        5.8       34.5       12.3       13.4        7.0       10.6       15.0        1.7        3.8        1.9       19.1       26.7
 
Number of Traders in Each Category                                    Total Traders:       177
         7         20         21         43         24         34         33         30         46          6         14         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   385,832
Positions
    12,051    101,211      4,522    234,349     54,688     37,804     10,471    112,993      6,325      9,352      8,154          0     70,959     60,135
 
Changes from:       June 11, 2013                                    Total Change is:   -13,703
    -1,668     -3,130       -131     -4,218      3,260       -110        222     13,619     -7,065         25    -20,965          0       -758        819
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       26.2        1.2       60.7       14.2        9.8        2.7       29.3        1.6        2.4        2.1        0.0       18.4       15.6
 
Number of Traders in Each Category                                    Total Traders:        72
         .         12          7         28         11         17          .         10          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   916,274
Positions
    64,598     72,779     30,627    207,798    203,662     47,839    185,685    249,699     93,115    126,148     59,512     64,800     95,664     94,240
 
Changes from:       June 11, 2013                                    Total Change is:       852
   -34,060     12,594      1,200      1,501     -2,842     -2,153      3,141     25,705    -11,170     57,109     -3,919    -11,186     -3,529     -7,377
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        7.9        3.3       22.7       22.2        5.2       20.3       27.3       10.2       13.8        6.5        7.1       10.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       191
        10         24         16         32         25         26         36         32         33         12         20         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    50,915
Positions
    10,255     25,850     10,061        680          0          0     23,386      8,362      4,760          0         61      1,577        196        244
 
Changes from:       June 11, 2013                                    Total Change is:       398
    -4,079       -227        874          0          0          0      3,845        -66       -228         -1         61        -73         60         57
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       50.8       19.8        1.3        0.0        0.0       45.9       16.4        9.3        0.0        0.1        3.1        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        46
         7         13         14          .          0          0         10         11         11          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 2,847,746
Positions
   119,472    223,553    277,882    543,106    737,660    329,137    737,494    209,380    430,987     57,918    112,977     90,823    260,927    435,347
 
Changes from:       June 11, 2013                                    Total Change is:   -97,980
   -18,890    -17,711    -20,564     43,930     28,419     -1,716    -24,331    -36,257    -13,535    -43,554     -7,718     -4,524    -14,796    -24,373
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        7.9        9.8       19.1       25.9       11.6       25.9        7.4       15.1        2.0        4.0        3.2        9.2       15.3
 
Number of Traders in Each Category                                    Total Traders:       327
        20         48         58         28         65         55         62         57         84         15         32         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,902,510
Positions
   247,684     96,409    156,607    356,808    471,560    158,099    339,222    202,728    325,663     71,639    132,535     50,858    195,930    308,051
 
Changes from:       June 11, 2013                                    Total Change is:   -31,887
   -11,188    -24,425    -14,824    -11,445    -18,883     24,200    -40,981    -47,819     42,427    -27,273     -1,538      9,544     -2,347       -570
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        5.1        8.2       18.8       24.8        8.3       17.8       10.7       17.1        3.8        7.0        2.7       10.3       16.2
 
Number of Traders in Each Category                                    Total Traders:       224
        28         20         32         25         40         36         46         39         48         10         16         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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   338,132
Positions
   109,711     99,369    101,383      1,105      2,015      3,041     40,497     25,239     49,118          0      9,980      8,878     24,400     39,109
 
Changes from:       June 11, 2013                                    Total Change is:    12,259
    -2,539      3,023      9,751         -3          0          0      5,066       -423        986       -237      1,069        102       -866     -2,250
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       29.4       30.0        0.3        0.6        0.9       12.0        7.5       14.5        0.0        3.0        2.6        7.2       11.6
 
Number of Traders in Each Category                                    Total Traders:        62
        13         19         18          .          .          .          9         13         18          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 is13,650,377
Positions
 1,890,858  2,441,167  2,362,729    899,470    634,974    311,350    955,737    430,465  4,784,303    224,993    157,067  1,391,837    829,101  1,136,487
 
Changes from:       June 11, 2013                                    Total Change is:-1,760,123
    73,775    -77,623   -657,263     65,633     32,200     -9,377     16,512     76,551   -829,132   -112,138    -19,191   -240,256    -67,877    -36,032
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       17.9       17.3        6.6        4.7        2.3        7.0        3.2       35.0        1.6        1.2       10.2        6.1        8.3
 
Number of Traders in Each Category                                    Total Traders:       249
        25         46         65         12         14         22         56         44         89         20         16         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    29,798
Positions
    23,787        842          0      2,196      6,962         71      2,810     15,381         16        895      6,467          0         23         59
 
Changes from:       June 11, 2013                                    Total Change is:       461
     2,516          0     -1,050        -31      1,031        -32         63        259       -999          0      1,224          0         -6         28
 
Percent of Open Interest Represented by Each Category of Trader
      79.8        2.8        0.0        7.4       23.4        0.2        9.4       51.6        0.1        3.0       21.7        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        31
         5          .          0          .          5          .          .          6          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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    51,381
Positions
     9,073     13,113        886      2,999      1,384        224     14,302     31,389      1,415     15,225        613         18      7,239      2,339
 
Changes from:       June 11, 2013                                    Total Change is:   -28,130
        25    -24,403       -124     -1,085      1,070        113    -23,656     -1,207     -3,710      1,391       -192       -261       -824        583
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       25.5        1.7        5.8        2.7        0.4       27.8       61.1        2.8       29.6        1.2        0.0       14.1        4.6
 
Number of Traders in Each Category                                    Total Traders:       127
         4          .          .          9          .          .         22         23          4         59          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   367,704
Positions
    71,730     27,665     47,158     42,235     17,088     15,190     36,355    100,668     60,910      4,380     12,171     54,331     35,415     32,523
 
Changes from:       June 11, 2013                                    Total Change is:       -98
   -15,163      8,473     10,789     -5,457     -3,937        428      4,918    -22,583       -661       -215        821      6,584     -1,321        -12
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        7.5       12.8       11.5        4.6        4.1        9.9       27.4       16.6        1.2        3.3       14.8        9.6        8.8
 
Number of Traders in Each Category                                    Total Traders:       172
        18         14         22          7         12         12         30         53         46         13         17         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,597
Positions
       402      2,813        464      1,969        205        333      4,078      3,476      1,227          0         69          0        124         10
 
Changes from:       June 11, 2013                                    Total Change is:      -890
       249       -308        370         -7       -148       -115       -669       -428        192       -455          0          0       -455       -453
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       32.7        5.4       22.9        2.4        3.9       47.4       40.4       14.3        0.0        0.8        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          4          .          4          .          .          6          4          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2013                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,295
Positions
     1,276      7,725          0      6,955          0          0      1,488      2,077         71          0          0          0        505        422
 
Changes from:       June 11, 2013                                    Total Change is:      -288
         6        883          0        234          0          0       -417       -893        -64          0          0          0        -47       -214
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       75.0        0.0       67.6        0.0        0.0       14.5       20.2        0.7        0.0        0.0        0.0        4.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0         10          0          0          .          4          .          0          0          0
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Updated June 21, 2013