```
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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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   141,961
Positions
     8,140    101,533      4,074      9,379      6,526        306     59,018     11,708      1,354      8,700          0          0     50,990     16,460
 
Changes from:       April 12, 2011                                   Total Change is:       -61
       904        559      1,466        185       -478         71        558     -1,883         39     -1,465          0        -41     -1,778        206
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       71.5        2.9        6.6        4.6        0.2       41.6        8.2        1.0        6.1        0.0        0.0       35.9       11.6
 
Number of Traders in Each Category                                    Total Traders:        83
         6         13          .          4          .          .         39          8          4         10          0          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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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    69,281
Positions
     8,698     39,032      1,654        819      1,113         93     28,273     17,305         47          0          0          0     29,697     10,037
 
Changes from:       April 12, 2011                                   Total Change is:     7,776
       256      4,290        474        -56         -3         24      5,491      2,498         29          0          0          0      1,558        464
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       56.3        2.4        1.2        1.6        0.1       40.8       25.0        0.1        0.0        0.0        0.0       42.9       14.5
 
Number of Traders in Each Category                                    Total Traders:        44
         4          7          .          .          .          .         20         10          .          0          0          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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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   108,808
Positions
     2,934     50,616        682      5,853     21,349      1,369     61,801     10,389        157      1,711      6,030          0     34,301     18,216
 
Changes from:       April 12, 2011                                   Total Change is:   -11,508
      -157     -2,431         80        204        415         80     -3,914     -9,139         39       -680        472          0     -7,160     -1,024
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       46.5        0.6        5.4       19.6        1.3       56.8        9.5        0.1        1.6        5.5        0.0       31.5       16.7
 
Number of Traders in Each Category                                    Total Traders:        99
         7         13          .          .         13          5         40         15          6          .          5          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   127,838
Positions
    61,588     11,422      2,502     23,234     10,258        700     20,048     60,861         86        900      1,962          0     18,780     40,047
 
Changes from:       April 12, 2011                                   Total Change is:    -2,246
    -1,810      1,348         95      1,301      1,537       -214        186        152       -350          0       -521          0     -1,454     -4,293
 
Percent of Open Interest Represented by Each Category of Trader
      48.2        8.9        2.0       18.2        8.0        0.5       15.7       47.6        0.1        0.7        1.5        0.0       14.7       31.3
 
Number of Traders in Each Category                                    Total Traders:        98
        18          8          4          8         10          4         12         37          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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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   244,006
Positions
    42,842    113,609      1,400     31,655     20,431      2,439     76,388     40,203      1,599     22,938     18,113        290     64,455     45,922
 
Changes from:       April 12, 2011                                   Total Change is:       803
     5,953      2,024       -119      1,548     -2,303         86     -3,732      1,395        180       -567      2,890         23     -2,569     -3,373
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       46.6        0.6       13.0        8.4        1.0       31.3       16.5        0.7        9.4        7.4        0.1       26.4       18.8
 
Number of Traders in Each Category                                    Total Traders:       174
        21         19          4         19         15          9         40         31         10         13         16          4
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   143,732
Positions
     9,217    113,610        340     11,688      3,408        183     84,199      7,712         44      3,121        632          0     34,940     17,803
 
Changes from:       April 12, 2011                                   Total Change is:    -5,301
     2,410     -4,566        -96      1,593         39         49     -8,142       -228        -70       -110         35          0       -935       -464
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       79.0        0.2        8.1        2.4        0.1       58.6        5.4        0.0        2.2        0.4        0.0       24.3       12.4
 
Number of Traders in Each Category                                    Total Traders:        80
         4         14          .          7          4          .         34         10          .          5          .          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    86,664
Positions
    18,983     38,982     35,870          0          0          0     27,939     11,215        477      2,575          0          0        820        120
 
Changes from:       April 12, 2011                                   Total Change is:     2,892
     2,430      2,363        314          0          0          0       -320        624          0        674          0          0       -206       -409
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       45.0       41.4        0.0        0.0        0.0       32.2       12.9        0.6        3.0        0.0        0.0        0.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        25
         5         11         11          0          0          0          5          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   174,299
Positions
       710    136,691        219     16,987      1,443        115    139,210     30,212        217      8,111      2,957          0      8,730      2,445
 
Changes from:       April 12, 2011                                   Total Change is:     7,680
      -167      2,849         16        -24          0        115      8,233      4,624        137     -1,103       -390          0        473        329
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       78.4        0.1        9.7        0.8        0.1       79.9       17.3        0.1        4.7        1.7        0.0        5.0        1.4
 
Number of Traders in Each Category                                    Total Traders:       130
         5         17          .         10          .          .         59         20          .         13          4          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    37,402
Positions
    26,198     29,753          3      4,097          0          0      5,281        608          0        432      6,848          0      1,391        190
 
Changes from:       April 12, 2011                                   Total Change is:         6
         0        -97          0        -68          0          0         12         30          0         15         25          0         47         48
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       79.5        0.0       11.0        0.0        0.0       14.1        1.6        0.0        1.2       18.3        0.0        3.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        20
         .          6          .          .          0          0          7          .          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    25,789
Positions
     1,612     14,791         18        697        309          0     18,063      9,017        213        998        234          0      4,188      1,207
 
Changes from:       April 12, 2011                                   Total Change is:     4,646
      -269      4,031          0        571       -145          0      3,508        564        213         -3        234          0        626       -251
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       57.4        0.1        2.7        1.2        0.0       70.0       35.0        0.8        3.9        0.9        0.0       16.2        4.7
 
Number of Traders in Each Category                                    Total Traders:        50
         .         13          .          .          .          0         17         11          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,057
Positions
    19,719     30,411        976      3,070      2,003        655     20,709     10,741         13        715        355          0      7,202      7,905
 
Changes from:       April 12, 2011                                   Total Change is:    -6,204
      -412     -5,722         36        151        650        122     -6,349     -1,383       -141         45       -154          0        345        388
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       57.3        1.8        5.8        3.8        1.2       39.0       20.2        0.0        1.3        0.7        0.0       13.6       14.9
 
Number of Traders in Each Category                                    Total Traders:       100
        18         17          4          5          5          .         35         14          .          5          .          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,114
Positions
    39,438     60,821      1,952      6,139      4,005      1,309     41,418     21,482         26      1,429        710          0     14,403     15,809
 
Changes from:       April 12, 2011                                   Total Change is:   -12,407
      -823    -11,443         71        301      1,300        243    -12,697     -2,765       -281         89       -307          0        690        775
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       57.3        1.8        5.8        3.8        1.2       39.0       20.2        0.0        1.3        0.7        0.0       13.6       14.9
 
Number of Traders in Each Category                                    Total Traders:       100
        18         17          4          5          5          .         35         14          .          5          .          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   859,929
Positions
    60,705    258,983     41,326    409,646    121,345     56,508     70,776    187,716     32,481     20,614     30,349      2,936    164,937    128,284
 
Changes from:       April 12, 2011                                   Total Change is:    16,756
    -3,256      3,154      6,250      7,643      2,521     -3,032     -1,796     -6,647      6,262        579        645        881      3,226      6,722
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       30.1        4.8       47.6       14.1        6.6        8.2       21.8        3.8        2.4        3.5        0.3       19.2       14.9
 
Number of Traders in Each Category                                    Total Traders:       535
        35         53         24        120         60         62         78        133         64         29         26          6
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   318,235
Positions
    10,932    166,497      8,098    141,655     35,008      8,695     21,515     37,880      2,251      5,592     12,857        607    118,890     46,342
 
Changes from:       April 12, 2011                                   Total Change is:    14,131
     2,460      8,572      1,419        691        115        131      3,413      6,190       -220       -717     -1,784        602      6,352       -894
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       52.3        2.5       44.5       11.0        2.7        6.8       11.9        0.7        1.8        4.0        0.2       37.4       14.6
 
Number of Traders in Each Category                                    Total Traders:       122
         6         22          5         31         13         14         11         31          8          5          .          .
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,708,468
Positions
   301,476    515,041    113,527  1,353,400    445,132    225,618    355,697    858,574     41,759     84,993     97,344      1,761    230,237    409,712
 
Changes from:       April 12, 2011                                   Total Change is:    13,123
   -31,526    -30,033     27,099     34,465     11,734    -15,520     11,483    -26,654     -5,122      9,316     14,979     -1,441    -15,631     38,081
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       19.0        4.2       50.0       16.4        8.3       13.1       31.7        1.5        3.1        3.6        0.1        8.5       15.1
 
Number of Traders in Each Category                                    Total Traders:       500
        34         50         16        101         56         53         83        126         41         25         25          5
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   116,763
Positions
    18,315     49,351      4,990     59,296     36,299      5,487     16,848     17,092        706      1,218          0          0      9,903      2,838
 
Changes from:       April 12, 2011                                   Total Change is:     3,588
    -4,315     -3,122      4,950      6,335      4,241     -4,025       -479        608        645          0          0          0        477        291
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       42.3        4.3       50.8       31.1        4.7       14.4       14.6        0.6        1.0        0.0        0.0        8.5        2.4
 
Number of Traders in Each Category                                    Total Traders:        96
         9         11          .         32         13         10         17         13          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    77,540
Positions
    15,688     37,688      3,805     14,718      9,693      2,691     21,389     10,435      6,538      3,499      1,801        283      8,929      4,607
 
Changes from:       April 12, 2011                                   Total Change is:    -6,939
     2,306     -3,227       -578     -1,083        823        -33     -4,479     -1,001     -3,941        648       -229        273        -54        973
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       48.6        4.9       19.0       12.5        3.5       27.6       13.5        8.4        4.5        2.3        0.4       11.5        5.9
 
Number of Traders in Each Category                                    Total Traders:       237
        23         35         11         31         20         13         56         47         22         13         11          .
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    14,375
Positions
     2,091     11,699        254      1,859          0          0      6,262        252          0          0      1,124          0      3,909      1,046
 
Changes from:       April 12, 2011                                   Total Change is:    -2,883
      -460     -3,290        254          0          0          0     -3,113        -13          0          0        246          0        436        -80
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       81.4        1.8       12.9        0.0        0.0       43.6        1.8        0.0        0.0        7.8        0.0       27.2        7.3
 
Number of Traders in Each Category                                    Total Traders:        28
         6         11          .          .          0          0          6          .          0          0          .          0
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Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   315,826
Positions
    79,195    141,155      6,543     68,295     52,464      9,455    103,667     78,947      4,655     18,635      4,521        279     25,102     17,807
 
Changes from:       April 12, 2011                                   Total Change is:   -20,282
     8,361     -5,153      1,311     -5,414      4,116       -165    -25,660    -23,770       -875      4,379     -1,238        229     -2,448      5,263
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       44.7        2.1       21.6       16.6        3.0       32.8       25.0        1.5        5.9        1.4        0.1        7.9        5.6
 
Number of Traders in Each Category                                    Total Traders:       233
        21         34          6         30         20         13         54         50         16         14         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   381,127
Positions
   154,826     33,352     10,324    112,184    138,913     31,341     45,463    131,129      2,796      2,235     16,577          0     21,958     16,695
 
Changes from:       April 12, 2011                                   Total Change is:     9,615
    18,317      2,050        -61     11,931      3,316       -490    -20,379      6,811     -1,269        220       -796        -32      1,378         86
 
Percent of Open Interest Represented by Each Category of Trader
      40.6        8.8        2.7       29.4       36.4        8.2       11.9       34.4        0.7        0.6        4.3        0.0        5.8        4.4
 
Number of Traders in Each Category                                    Total Traders:       265
        20         19          .         51         50         29         43         61         12          6         15          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    55,815
Positions
    12,023      3,900      6,115      6,835     11,370      1,840     21,300      9,149        539        436      5,457          0      6,727     17,445
 
Changes from:       April 12, 2011                                   Total Change is:     1,262
     2,675       -369          0        428       -471       -170     -1,018      1,734          0        -40        221          0       -613        317
 
Percent of Open Interest Represented by Each Category of Trader
      21.5        7.0       11.0       12.2       20.4        3.3       38.2       16.4        1.0        0.8        9.8        0.0       12.1       31.3
 
Number of Traders in Each Category                                    Total Traders:        68
        12          8          .         10          .          .         13         15          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,071
Positions
    26,369     21,773      8,007      7,782      4,162        569      9,429     16,154        114      1,180      4,316        393      7,228      5,583
 
Changes from:       April 12, 2011                                   Total Change is:      -331
    -1,372      4,754         27        761     -1,040       -476        917     -1,110          4       -130      1,175         50       -112     -3,715
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       35.7       13.1       12.7        6.8        0.9       15.4       26.5        0.2        1.9        7.1        0.6       11.8        9.1
 
Number of Traders in Each Category                                    Total Traders:        74
        18         15          5          9          .          .         13         10          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    32,808
Positions
       256      7,062      1,403     19,611     12,163      4,122      2,626      6,172          3        419          0          0      4,368      1,883
 
Changes from:       April 12, 2011                                   Total Change is:       -79
       -69       -492          0        540      1,377         97       -434       -673          0          0          0          0       -213       -388
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       21.5        4.3       59.8       37.1       12.6        8.0       18.8        0.0        1.3        0.0        0.0       13.3        5.7
 
Number of Traders in Each Category                                    Total Traders:        49
         .          4          .         20         12          7          .          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    41,816
Positions
     7,484     17,005        992     14,947      4,558      1,216      9,407     13,990        522      1,371        531         34      5,843      2,968
 
Changes from:       April 12, 2011                                   Total Change is:     1,344
       619        120          0      1,640        -34        306       -350        511        -14          0        261          0       -857        194
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       40.7        2.4       35.7       10.9        2.9       22.5       33.5        1.2        3.3        1.3        0.1       14.0        7.1
 
Number of Traders in Each Category                                    Total Traders:        69
         7          8          .         18          6          4         13         11          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   561,681
Positions
     6,924     52,026      7,466    278,902    147,498     64,346     50,877     80,121      8,490     15,330     48,871          0    129,346    152,863
 
Changes from:       April 12, 2011                                   Total Change is:    -1,003
   -14,989      8,106     -2,115      7,976      1,832      6,216     30,832     -1,626     -6,268     -3,938      2,944          0    -18,717    -10,092
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        9.3        1.3       49.7       26.3       11.5        9.1       14.3        1.5        2.7        8.7        0.0       23.0       27.2
 
Number of Traders in Each Category                                    Total Traders:       150
         6         15          6         43         22         33         26         26         17          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   321,225
Positions
         0    133,637        500    241,714      4,734     14,551      3,750    128,008          0      1,700          0          0     59,010     39,795
 
Changes from:       April 12, 2011                                   Total Change is:    -3,299
        -8         79       -337      9,844       -565     -3,507     -2,027      1,200          0          0          0          0     -7,264       -169
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.6        0.2       75.2        1.5        4.5        1.2       39.8        0.0        0.5        0.0        0.0       18.4       12.4
 
Number of Traders in Each Category                                    Total Traders:        64
         0         12          .         32          .         15          .         16          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,054,794
Positions
    88,170     84,409     11,782    211,900    429,601     89,945    350,378     99,890     21,864    176,826    150,296      6,074     97,855    160,933
 
Changes from:       April 12, 2011                                   Total Change is:    19,471
     1,793     -1,164     -1,720    -51,027        -33      3,966     36,375    -16,113      4,482     12,132     30,181        464     13,006       -592
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        8.0        1.1       20.1       40.7        8.5       33.2        9.5        2.1       16.8       14.2        0.6        9.3       15.3
 
Number of Traders in Each Category                                    Total Traders:       265
        22         32         10         37         57         36         44         35         23         10         27          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,626,116
Positions
   201,439    155,480     30,181    501,900    534,149    208,678    336,184    247,230     25,894     68,114     57,350     12,710    241,016    354,444
 
Changes from:       April 12, 2011                                   Total Change is:   -28,084
     3,963      1,732     -5,714     -2,384     16,624      2,977     10,836      3,790     -5,732       -816       -562        323    -31,537    -41,522
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        9.6        1.9       30.9       32.8       12.8       20.7       15.2        1.6        4.2        3.5        0.8       14.8       21.8
 
Number of Traders in Each Category                                    Total Traders:       278
        26         42         15         30         57         44         45         54         31         10         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,354,954
Positions
   136,697    129,000     32,690    220,569    550,816    147,930    502,157    105,451     36,500     91,879     78,891        787    185,745    272,889
 
Changes from:       April 12, 2011                                   Total Change is:    29,318
    24,232     14,826      1,964    -56,185     24,097     15,168     24,014     -7,542      5,565     18,972     -6,995     -3,511       -901    -14,254
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        9.5        2.4       16.3       40.7       10.9       37.1        7.8        2.7        6.8        5.8        0.1       13.7       20.1
 
Number of Traders in Each Category                                    Total Traders:       203
        20         21         10         25         44         40         32         37         17          8         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   682,782
Positions
   194,537    226,806    234,691     11,057      3,603     10,227     97,465     63,940     79,216     12,023      4,881      7,099     36,467     52,319
 
Changes from:       April 12, 2011                                   Total Change is:    30,397
     7,166      3,297     13,411       -250      1,500        525      2,366      2,059      9,280       -811        166      1,162     -2,452     -1,003
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       33.2       34.4        1.6        0.5        1.5       14.3        9.4       11.6        1.8        0.7        1.0        5.3        7.7
 
Number of Traders in Each Category                                    Total Traders:       137
        25         38         46          5          4          5         28         19         32          .          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,501,170
Positions
 1,168,231  3,764,567  1,682,854  3,020,848    513,606    207,293  1,185,460    724,356  1,120,788     66,975    301,591    155,890    892,831  1,030,225
 
Changes from:       April 12, 2011                                   Total Change is:   111,346
  -118,745    298,223   -130,060    165,903    -75,208     10,686    162,259    -10,938     24,359      3,364     26,105    -10,944      4,524    -20,877
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       39.6       17.7       31.8        5.4        2.2       12.5        7.6       11.8        0.7        3.2        1.6        9.4       10.8
 
Number of Traders in Each Category                                    Total Traders:       279
        30         68         92         13         11         15         55         61         86          9         15         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,067
Positions
     3,846      5,240          0      1,590        748         25        543      4,023         47      4,909        740          0        107        244
 
Changes from:       April 12, 2011                                   Total Change is:      -162
      -502        -75          0        152          0          2         61        -57         21        109        -16          0         -5        -37
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       47.3        0.0       14.4        6.8        0.2        4.9       36.4        0.4       44.4        6.7        0.0        1.0        2.2
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          .          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    29,131
Positions
    24,713     13,893          0      1,983      2,359         59      1,596      5,314        554         40      5,464          0        186      1,488
 
Changes from:       April 12, 2011                                   Total Change is:       522
      -273       -347          0          0        370         -5        181       -995        554          0         48          0         65        897
 
Percent of Open Interest Represented by Each Category of Trader
      84.8       47.7        0.0        6.8        8.1        0.2        5.5       18.2        1.9        0.1       18.8        0.0        0.6        5.1
 
Number of Traders in Each Category                                    Total Traders:        30
         .          4          0          .          5          .          5          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,159
Positions
    24,325      6,459          0         83        861        615     13,639     33,982        936      1,768      2,551        344      8,449      4,411
 
Changes from:       April 12, 2011                                   Total Change is:       316
      -197        914          0          0       -144         13     -2,106        238        168       -549          1         52      2,935       -926
 
Percent of Open Interest Represented by Each Category of Trader
      48.5       12.9        0.0        0.2        1.7        1.2       27.2       67.7        1.9        3.5        5.1        0.7       16.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       117
         7          8          0          .          5          .         14         48          5         21         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   214,920
Positions
    73,097     69,334     46,296     11,300      2,305      3,079     19,200     37,889     26,084      2,299      2,942     11,087     22,478     15,904
 
Changes from:       April 12, 2011                                   Total Change is:    25,935
    15,412     13,926      5,107        489        -63        342      2,423      4,446      1,612        607      1,146        878       -935     -1,459
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       32.3       21.5        5.3        1.1        1.4        8.9       17.6       12.1        1.1        1.4        5.2       10.5        7.4
 
Number of Traders in Each Category                                    Total Traders:       121
        18          8         21         12          4          5         27         24         29          8          7         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,543
Positions
       492      4,740          0      2,560        337          0      2,595      2,432         37        730         77          0      2,129        920
 
Changes from:       April 12, 2011                                   Total Change is:       119
         0       -219          0        -37        337          0        154          1          0          0          0          0          2          0
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       55.5        0.0       30.0        3.9        0.0       30.4       28.5        0.4        8.5        0.9        0.0       24.9       10.8
 
Number of Traders in Each Category                                    Total Traders:        22
         .          4          0          4          .          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 19, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    12,040
Positions
       414     11,008          0      8,064          0          1      1,442        323          0          0        127         12      2,107        569
 
Changes from:       April 12, 2011                                   Total Change is:    -1,800
      -225     -1,761        -20        227          0          0     -1,674        194       -111          0          0          0          3       -102
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       91.4        0.0       67.0        0.0        0.0       12.0        2.7        0.0        0.0        1.1        0.1       17.5        4.7
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         10          0          .          4          .          0          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated April 22, 2011