Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   160,408
Positions
    70,733     10,682      8,930     16,799     19,642        654     13,622     59,897     11,777      8,284      3,676      2,855     26,753     42,294
 
Changes from:       May 28, 2013                                     Total Change is:    -2,466
     7,659     -1,584        -61        420         37       -379     -5,281        940       -517        278       -159      1,361     -5,948     -2,105
 
Percent of Open Interest Represented by Each Category of Trader
      44.1        6.7        5.6       10.5       12.2        0.4        8.5       37.3        7.3        5.2        2.3        1.8       16.7       26.4
 
Number of Traders in Each Category                                    Total Traders:        89
         8          8          9          5          4          4         15         32         17         11          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    69,313
Positions
    42,820     10,982      2,962          0      1,440          0      6,761     26,386      5,626      3,188      1,621         72      7,885     20,225
 
Changes from:       May 28, 2013                                     Total Change is:    -5,207
    -2,462        237        415          0       -495          0     -3,252     -3,799      2,196     -1,149          0         71     -1,025     -3,832
 
Percent of Open Interest Represented by Each Category of Trader
      61.8       15.8        4.3        0.0        2.1        0.0        9.8       38.1        8.1        4.6        2.3        0.1       11.4       29.2
 
Number of Traders in Each Category                                    Total Traders:        46
        10          6          7          0          .          0          9         15          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   230,129
Positions
   114,422     12,613      6,767     17,173     29,595        600     27,040    110,135     17,296     27,532      9,609        911     18,388     42,603
 
Changes from:       May 28, 2013                                     Total Change is:   -14,165
      -119        412       -127       -103       -436       -675     -8,641     -8,010       -810     -1,015       -690       -177     -2,498     -3,651
 
Percent of Open Interest Represented by Each Category of Trader
      49.7        5.5        2.9        7.5       12.9        0.3       11.7       47.9        7.5       12.0        4.2        0.4        8.0       18.5
 
Number of Traders in Each Category                                    Total Traders:       112
        11          6          9          6         18          .         19         36         21          6         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   281,395
Positions
   114,998     31,407     14,305     24,039     16,861      2,646     40,241     88,484     40,768     10,839     10,397     11,160     22,398     65,368
 
Changes from:       May 28, 2013                                     Total Change is:   -14,846
   -12,135      5,055      1,093      1,666     -3,024         -1     -3,347    -15,071      2,506     -1,763     -2,899     -1,950       -915       -556
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       11.2        5.1        8.5        6.0        0.9       14.3       31.4       14.5        3.9        3.7        4.0        8.0       23.2
 
Number of Traders in Each Category                                    Total Traders:       147
        10         13          9          7         16          6         24         49         30          8         20         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   306,937
Positions
    71,688     15,790     16,453     35,514     53,888      5,084     35,068     74,277     49,825     39,983     16,339      7,288     46,032     67,992
 
Changes from:       May 28, 2013                                     Total Change is:   -25,932
   -22,711      3,018      2,046     -1,508      1,007       -353     -2,082    -27,849      3,090       -527      1,563     -2,925       -961     -5,529
 
Percent of Open Interest Represented by Each Category of Trader
      23.4        5.1        5.4       11.6       17.6        1.7       11.4       24.2       16.2       13.0        5.3        2.4       15.0       22.2
 
Number of Traders in Each Category                                    Total Traders:       194
        23         15         16         14         22         14         17         54         44         18         31         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   260,547
Positions
   127,441     20,831     16,614         56     44,628      3,751     43,299     77,837     27,109     10,722     10,972      6,856     24,699     51,948
 
Changes from:       May 28, 2013                                     Total Change is:     7,113
    12,759     -7,713      4,179        -85        253        311    -10,476      6,426        973       -491       -541      1,172     -1,229      2,053
 
Percent of Open Interest Represented by Each Category of Trader
      48.9        8.0        6.4        0.0       17.1        1.4       16.6       29.9       10.4        4.1        4.2        2.6        9.5       19.9
 
Number of Traders in Each Category                                    Total Traders:       127
        13          8         13          .          9          4         24         51         29          8         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    49,839
Positions
    17,538     17,807     16,787      1,252          0          0      3,680      1,919      4,317      1,258          0      3,211      1,796      5,798
 
Changes from:       May 28, 2013                                     Total Change is:    -2,255
    -1,843     -5,911       -833       -461          0          0       -425       -814          2         12          0          0      1,293      5,301
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       35.7       33.7        2.5        0.0        0.0        7.4        3.9        8.7        2.5        0.0        6.4        3.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        28
         6         10         12          .          0          0          5          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   126,837
Positions
    13,069     74,703      1,869      3,952        870        116     80,873     36,732      6,523     13,262      2,945        234      6,938      2,844
 
Changes from:       May 28, 2013                                     Total Change is:   -24,098
     6,462    -25,730        340     -1,033          0        104    -32,957     -3,714      4,745        716       -365         24     -2,498        498
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       58.9        1.5        3.1        0.7        0.1       63.8       29.0        5.1       10.5        2.3        0.2        5.5        2.2
 
Number of Traders in Each Category                                    Total Traders:       115
         9         10          .          7          .          .         44         23         15         13          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    38,940
Positions
    10,821     20,920      3,602      1,806      2,044          0      4,620      6,073        834     14,935      3,055      1,646        676        766
 
Changes from:       May 28, 2013                                     Total Change is:    -4,814
    -5,634     -2,590      2,180          7       -300          0     -3,001      4,339       -141      1,949     -8,387       -211         37        296
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       53.7        9.3        4.6        5.2        0.0       11.9       15.6        2.1       38.4        7.8        4.2        1.7        2.0
 
Number of Traders in Each Category                                    Total Traders:        39
         6          8          .          .          .          0          7          8          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    25,530
Positions
    11,736     13,210        232        146        327          0     10,609      6,618         25        877        958          0      1,905      4,160
 
Changes from:       May 28, 2013                                     Total Change is:    -3,847
     4,519     -4,055       -135        146        -92          0     -7,850        606        -39       -148       -417          0       -340        285
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       51.7        0.9        0.6        1.3        0.0       41.6       25.9        0.1        3.4        3.8        0.0        7.5       16.3
 
Number of Traders in Each Category                                    Total Traders:        53
         8          7          .          .          .          0         11         19          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    62,059
Positions
     7,866     36,305      1,186      4,821        549        120     31,699      9,127      1,625      3,321        404      1,711      9,712     11,032
 
Changes from:       May 28, 2013                                     Total Change is:       626
      -592      1,783        133       -136        380         36      1,632     -1,481         69        151       -228        185       -851       -249
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       58.5        1.9        7.8        0.9        0.2       51.1       14.7        2.6        5.4        0.7        2.8       15.6       17.8
 
Number of Traders in Each Category                                    Total Traders:        96
        14         18          7          6          .          .         32         10          9         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   124,118
Positions
    15,731     72,611      2,372      9,641      1,098        240     63,398     18,254      3,250      6,642        808      3,421     19,423     22,064
 
Changes from:       May 28, 2013                                     Total Change is:     1,252
    -1,183      3,565        265       -272        760         71      3,264     -2,963        138        301       -456        369     -1,701       -498
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       58.5        1.9        7.8        0.9        0.2       51.1       14.7        2.6        5.4        0.7        2.8       15.6       17.8
 
Number of Traders in Each Category                                    Total Traders:        96
        14         18          7          6          .          .         32         10          9         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,113,661
Positions
    44,921    206,085     78,931    361,618    132,218     63,660    112,395    204,439    229,329     56,068     40,138     38,169    128,570    120,691
 
Changes from:       May 28, 2013                                     Total Change is:   -12,455
    -3,724    -41,208      3,673     -7,563      6,236      2,266     -7,519     -9,044      4,956     -2,464     -1,019        928     -3,008     20,757
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       18.5        7.1       32.5       11.9        5.7       10.1       18.4       20.6        5.0        3.6        3.4       11.5       10.8
 
Number of Traders in Each Category                                    Total Traders:       604
        35         39         41        120         60         71        103        114        115         71         60         69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   299,918
Positions
    37,301     73,043      9,980     61,627     33,549     11,646     13,940     27,501     68,066     13,710     12,486     13,057     70,590     50,589
 
Changes from:       May 28, 2013                                     Total Change is:     2,784
     2,160     -5,347      1,784         59        314     -1,390         34      5,947     -2,789        650       -192        149      2,127      4,308
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       24.4        3.3       20.5       11.2        3.9        4.6        9.2       22.7        4.6        4.2        4.4       23.5       16.9
 
Number of Traders in Each Category                                    Total Traders:       115
        10          9          5         18         13         14         17         25         37         15          8         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,068,714
Positions
   234,316    861,426    148,538  1,525,659    519,047    234,366    597,219    989,630    701,373    220,700    147,177    116,645    289,898    350,512
 
Changes from:       May 28, 2013                                     Total Change is:   -76,197
   -20,095   -169,980        122    -36,194     31,527     16,362     -5,714    -42,905      6,671    -19,508     -8,071      7,833    -25,675     82,245
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       21.2        3.7       37.5       12.8        5.8       14.7       24.3       17.2        5.4        3.6        2.9        7.1        8.6
 
Number of Traders in Each Category                                    Total Traders:       565
        36         37         39        112         54         61         95        113        107         60         56         58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   109,029
Positions
     3,537     52,922         65     58,309     42,710      1,698     31,173      4,593        659        603      2,179          0     12,985      4,203
 
Changes from:       May 28, 2013                                     Total Change is:       -71
       169       -491         26      1,831        655       -772       -508       -719        114       -308          0          0       -623      1,115
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       48.5        0.1       53.5       39.2        1.6       28.6        4.2        0.6        0.6        2.0        0.0       11.9        3.9
 
Number of Traders in Each Category                                    Total Traders:        92
         5         15          .         35         12         11         17          5          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    89,235
Positions
     4,250     61,728      1,202     38,917      5,253        875     30,906      7,347      1,893      3,110      3,358      1,008      7,076      6,571
 
Changes from:       May 28, 2013                                     Total Change is:    -1,081
       508     -1,901       -106        -33       -799        311     -2,545         47        740       -102       -251        -58        204        936
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       69.2        1.3       43.6        5.9        1.0       34.6        8.2        2.1        3.5        3.8        1.1        7.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       226
        18         25         11         33         20          8         69         29         21         20         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   446,175
Positions
    21,248    308,642      6,010    194,583     26,264      4,373    154,530     36,736      9,467     15,549     16,792      5,038     35,378     32,854
 
Changes from:       May 28, 2013                                     Total Change is:    -5,405
     2,539     -9,507       -528       -163     -3,994      1,553    -12,727        237      3,698       -511     -1,255       -288      1,022      4,680
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       69.2        1.3       43.6        5.9        1.0       34.6        8.2        2.1        3.5        3.8        1.1        7.9        7.4
 
Number of Traders in Each Category                                    Total Traders:       226
        18         25         11         33         20          8         69         29         21         20         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   378,165
Positions
    78,156     53,436      7,006    128,232    143,541     25,069     86,667    104,645      9,878      7,849      6,881      1,276     34,031     26,433
 
Changes from:       May 28, 2013                                     Total Change is:     9,904
    14,117     -6,428     -1,447     -4,868      3,781        -10     -6,321      6,890      1,100        949        434        -96      6,479      5,679
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       14.1        1.9       33.9       38.0        6.6       22.9       27.7        2.6        2.1        1.8        0.3        9.0        7.0
 
Number of Traders in Each Category                                    Total Traders:       251
        17         15          5         46         35         21         59         45         21         16         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    69,667
Positions
     4,293     28,957        230     23,034        867        448     17,747     10,990        202      9,389      4,057          0     14,324     23,916
 
Changes from:       May 28, 2013                                     Total Change is:    -8,250
    -2,928     -3,868        153     -2,517          0          0     -3,272     -3,933       -595       -487         50          0      1,396        -57
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       41.6        0.3       33.1        1.2        0.6       25.5       15.8        0.3       13.5        5.8        0.0       20.6       34.3
 
Number of Traders in Each Category                                    Total Traders:        69
         5          9          .         15          .          .         17          8          .         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    86,161
Positions
    33,010     15,606      2,255     11,673      4,095        152     18,071     12,496      2,331      3,955      1,797          0     14,714     47,429
 
Changes from:       May 28, 2013                                     Total Change is:    -7,160
     1,810       -563       -755     -1,120     -1,594       -196     -6,418      2,207       -545     -2,083         92          0      2,147     -5,806
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       18.1        2.6       13.5        4.8        0.2       21.0       14.5        2.7        4.6        2.1        0.0       17.1       55.0
 
Number of Traders in Each Category                                    Total Traders:       102
        21         16          9          8          4          .         24         17          8          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    89,301
Positions
    16,125     37,232      2,365     34,095     20,285      4,388     24,149     19,597      2,356          0          0          0      5,823      3,078
 
Changes from:       May 28, 2013                                     Total Change is:    -1,164
       978     -2,914          5     -1,706       -277        748     -1,168        191         21          0          0          0        -42      1,062
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       41.7        2.6       38.2       22.7        4.9       27.0       21.9        2.6        0.0        0.0        0.0        6.5        3.4
 
Number of Traders in Each Category                                    Total Traders:        74
         5          7          .         24         20         11         11          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   224,281
Positions
    14,154    110,655      9,668     98,803     24,976     21,293     48,214     42,623      7,704      7,960      2,168        388     16,097      4,806
 
Changes from:       May 28, 2013                                     Total Change is:     7,789
     2,535      2,572      1,655    -16,817      2,778     14,110      4,587    -12,924      1,724        139        327         -6       -138     -2,447
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       49.3        4.3       44.1       11.1        9.5       21.5       19.0        3.4        3.5        1.0        0.2        7.2        2.1
 
Number of Traders in Each Category                                    Total Traders:       153
        20         17          7         40         23         20         27          9         10         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   723,138
Positions
    13,092     70,350     38,510    241,738     95,979     90,511     44,118     77,236    125,200     10,309     27,954     13,379    146,280    184,019
 
Changes from:       May 28, 2013                                     Total Change is:  -105,890
     5,883     -7,912    -39,304      1,999     -6,360    -12,409    -22,219    -28,778     -6,434      1,194        767     -1,601    -32,999     -3,859
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        9.7        5.3       33.4       13.3       12.5        6.1       10.7       17.3        1.4        3.9        1.9       20.2       25.4
 
Number of Traders in Each Category                                    Total Traders:       168
         6         22         19         38         25         34         30         30         50          5         12         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   406,636
Positions
     9,826     91,806      7,206    232,383     51,649     38,261     10,218     97,556     20,294      9,445     29,154        441     78,562     70,269
 
Changes from:       May 28, 2013                                     Total Change is:     2,978
    -2,870      3,117      1,573     -5,219     20,343        825      2,063    -26,668     10,894      1,470      5,483        441     -6,200    -13,031
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       22.6        1.8       57.1       12.7        9.4        2.5       24.0        5.0        2.3        7.2        0.1       19.3       17.3
 
Number of Traders in Each Category                                    Total Traders:        69
         4          9          8         27         10         17          .          9          8          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   965,748
Positions
    65,044     82,108     36,821    193,657    208,735     54,659    198,301    219,671    138,469    105,443     61,275     70,058    103,297     93,953
 
Changes from:       May 28, 2013                                     Total Change is:  -141,071
     6,058     -7,222      2,182     14,603      2,760     -6,905    -26,666    -40,229   -106,236      8,717       -524     23,305    -56,130     -8,201
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        8.5        3.8       20.1       21.6        5.7       20.5       22.7       14.3       10.9        6.3        7.3       10.7        9.7
 
Number of Traders in Each Category                                    Total Traders:       183
        12         20         17         31         25         26         38         25         37         12         20         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    48,606
Positions
    16,334     26,052      8,434        668          0          0     16,369      7,328      5,389          0          5      1,372         40         26
 
Changes from:       May 28, 2013                                     Total Change is:    -6,896
    -3,399       -198     -1,896        668       -400       -668     -1,490     -3,434       -538          0       -181        442        -15        -23
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       53.6       17.4        1.4        0.0        0.0       33.7       15.1       11.1        0.0        0.0        2.8        0.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        45
         8         11         13          .          0          0          8         13          8          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,942,218
Positions
    99,167    289,453    269,112    507,213    694,098    338,235    793,146    236,152    452,966    113,249    125,613     92,916    276,214    443,673
 
Changes from:       May 28, 2013                                     Total Change is:  -176,611
   -30,393     24,159     31,264    -10,476   -101,650     17,487   -107,892    -91,699    -10,912     13,502    -20,411     14,661    -93,851    -39,509
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        9.8        9.1       17.2       23.6       11.5       27.0        8.0       15.4        3.8        4.3        3.2        9.4       15.1
 
Number of Traders in Each Category                                    Total Traders:       312
        21         46         53         24         65         54         59         54         80         13         30         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,014,267
Positions
   362,924     91,577    170,399    390,171    526,339    129,900    404,168    271,439    246,674     64,249    239,419     36,892    208,888    301,627
 
Changes from:       May 28, 2013                                     Total Change is:  -153,520
   -21,833    -24,834    -19,894    -39,023    -37,680      6,096    -11,669   -178,594    -12,959     -3,612    121,532      3,999    -54,626    -11,188
 
Percent of Open Interest Represented by Each Category of Trader
      18.0        4.5        8.5       19.4       26.1        6.4       20.1       13.5       12.2        3.2       11.9        1.8       10.4       15.0
 
Number of Traders in Each Category                                    Total Traders:       226
        26         25         33         26         43         39         49         32         46          9         16          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   314,372
Positions
   111,146     95,851     84,540          0      2,015      3,041     35,468     22,105     46,909          0      9,688      7,077     26,191     43,146
 
Changes from:       May 28, 2013                                     Total Change is:   -53,070
   -11,352    -36,578    -15,255          0          0          0    -15,488     -1,855     -4,625     -7,306        701     -2,576      3,532      7,118
 
Percent of Open Interest Represented by Each Category of Trader
      35.4       30.5       26.9        0.0        0.6        1.0       11.3        7.0       14.9        0.0        3.1        2.3        8.3       13.7
 
Number of Traders in Each Category                                    Total Traders:        57
        13         17         19          0          .          .         11          9         15          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,921,935
Positions
 1,856,802  2,582,993  2,865,808    833,747    663,806    308,150  1,100,961    408,717  5,276,725    256,450    161,586  1,501,272    922,021  1,152,878
 
Changes from:       May 28, 2013                                     Total Change is:    16,466
   321,708    -51,407   -120,419   -106,620    -57,332     36,119   -348,854    -98,701    256,936       -465      1,090     33,155    -55,095     17,025
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       17.3       19.2        5.6        4.4        2.1        7.4        2.7       35.4        1.7        1.1       10.1        6.2        7.7
 
Number of Traders in Each Category                                    Total Traders:       261
        23         53         73         11         14         23         60         54         93         17         17         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,254
Positions
     7,811      3,449          0         32        813          1      3,178      2,927         93         62      3,827          0         77        144
 
Changes from:       May 28, 2013                                     Total Change is:    -2,447
        43        168          0        -10         20          0     -2,477       -223         64        -66          0          0         -1     -2,476
 
Percent of Open Interest Represented by Each Category of Trader
      69.4       30.6        0.0        0.3        7.2        0.0       28.2       26.0        0.8        0.6       34.0        0.0        0.7        1.3
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    25,364
Positions
    18,356        880          0      2,303      5,159         89        990     14,564      2,228        895      1,823          0        503        621
 
Changes from:       May 28, 2013                                     Total Change is:     2,044
     2,016        274        -12        779        -86         33       -534      2,054       -734          0          0          0        496        515
 
Percent of Open Interest Represented by Each Category of Trader
      72.4        3.5        0.0        9.1       20.3        0.4        3.9       57.4        8.8        3.5        7.2        0.0        2.0        2.4
 
Number of Traders in Each Category                                    Total Traders:        27
         5          .          0          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    81,293
Positions
     9,130     36,674      1,173      7,209        121         85     37,390     39,579      1,199     12,795        791        286     12,026      1,386
 
Changes from:       May 28, 2013                                     Total Change is:   -11,902
       361       -521        -33       -144        -28          7     -7,877    -11,190        461     -2,850        328       -653     -1,175       -274
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       45.1        1.4        8.9        0.1        0.1       46.0       48.7        1.5       15.7        1.0        0.4       14.8        1.7
 
Number of Traders in Each Category                                    Total Traders:       140
         5          .          .         12          .          .         52         11          8         52          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   372,793
Positions
    84,725     15,794     39,604     54,584     21,066     12,593     32,109    133,768     65,546      5,518     13,418     40,661     37,453     30,343
 
Changes from:       May 28, 2013                                     Total Change is:   -16,594
     3,035     -7,359     -2,015     -9,052      3,428      2,278     -3,918      6,667     -4,800       -709     -4,383     -6,396      4,983     -4,014
 
Percent of Open Interest Represented by Each Category of Trader
      22.7        4.2       10.6       14.6        5.7        3.4        8.6       35.9       17.6        1.5        3.6       10.9       10.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       167
        19         11         21          6         12         10         32         45         46         15         18         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,588
Positions
        12      3,170         69      2,087        326        550      5,320      4,449        934        455         69          0        161         21
 
Changes from:       May 28, 2013                                     Total Change is:      -407
       -33        111         69        -13        178        124       -542       -908          0          0          0          0        -12         19
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       33.1        0.7       21.8        3.4        5.7       55.5       46.4        9.7        4.7        0.7        0.0        1.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          5          .          .          6          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2013                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    10,583
Positions
     1,270      6,842          0      6,721          0          0      1,905      2,970        135          0          0          0        552        636
 
Changes from:       May 28, 2013                                     Total Change is:       -66
       -44          0          0        -20          0          0         72         36         18          0          0          0        -92       -120
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       64.7        0.0       63.5        0.0        0.0       18.0       28.1        1.3        0.0        0.0        0.0        5.2        6.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          9          0          0          .          4          .          0          0          0
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Updated June 7, 2013