```
Traders in Financial Futures- Futures Only Positions as of May 3, 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   139,919
Positions
     9,630     95,942      4,423     10,220      6,456        263     56,057     15,517      1,759      8,451          0          0     49,116     15,559
 
Changes from:       April 26, 2011                                   Total Change is:       980
     2,109     -3,906        452        741        -28        -48      2,220      2,642        331     -1,335          0          0     -3,490      1,537
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       68.6        3.2        7.3        4.6        0.2       40.1       11.1        1.3        6.0        0.0        0.0       35.1       11.1
 
Number of Traders in Each Category                                    Total Traders:        95
         6         13          6          5          .          .         45         12          6         11          0          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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    72,778
Positions
    10,472     40,407      2,465        854      1,120         79     29,339     17,461         18        418          0          0     29,133     11,228
 
Changes from:       April 26, 2011                                   Total Change is:     1,143
      -642        230         60         35          8        -14      1,263        421        -25          0          0          0        466        463
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       55.5        3.4        1.2        1.5        0.1       40.3       24.0        0.0        0.6        0.0        0.0       40.0       15.4
 
Number of Traders in Each Category                                    Total Traders:        46
         4          7          .          .          .          .         19         12          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   124,003
Positions
     4,907     55,107      1,336      6,927     21,840      1,368     67,257     24,099        217      3,204      3,902         27     38,760     16,107
 
Changes from:       April 26, 2011                                   Total Change is:     5,517
     1,789     -2,432        606        664       -119         -1      1,760      7,487        104        293       -356          0        302        228
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       44.4        1.1        5.6       17.6        1.1       54.2       19.4        0.2        2.6        3.1        0.0       31.3       13.0
 
Number of Traders in Each Category                                    Total Traders:       108
         7         13          4          4         13          5         40         23          8          4          4          .
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   104,590
Positions
    27,847     16,502      3,646     24,857      8,030        521     20,234     34,155        413      1,336      2,966          0     25,736     38,357
 
Changes from:       April 26, 2011                                   Total Change is:    -9,544
   -14,464      2,941      1,108      1,908     -1,645       -298       -693    -10,053        112        436        252          0      2,347     -1,961
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       15.8        3.5       23.8        7.7        0.5       19.3       32.7        0.4        1.3        2.8        0.0       24.6       36.7
 
Number of Traders in Each Category                                    Total Traders:       104
        14         13          4          9          8          .         18         34          6          .          6          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   264,337
Positions
    26,264    136,892      1,463     32,544     21,921      2,458    105,405     47,627      2,303     22,651      5,763        314     70,935     45,596
 
Changes from:       April 26, 2011                                   Total Change is:    15,337
   -12,329     17,850       -103        679        926         34     24,003      7,324        472        159     -9,303        -52      2,474     -1,811
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       51.8        0.6       12.3        8.3        0.9       39.9       18.0        0.9        8.6        2.2        0.1       26.8       17.2
 
Number of Traders in Each Category                                    Total Traders:       180
        15         23          8         18         16         11         49         31         15         14         13          5
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   142,328
Positions
    10,611    103,949        349     11,463      3,339        158     81,546     15,189        309      2,085        656          0     35,807     18,379
 
Changes from:       April 26, 2011                                   Total Change is:    -1,140
     2,017     -7,163       -120         53        -49        -25     -2,000      6,460        263       -484       -500          0       -844         -6
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       73.0        0.2        8.1        2.3        0.1       57.3       10.7        0.2        1.5        0.5        0.0       25.2       12.9
 
Number of Traders in Each Category                                    Total Traders:        82
         6         13          .          6          4          .         34         14          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   102,268
Positions
    16,255     35,680     54,484          0          0          0     27,662     11,025        668      2,575          0          0        624        411
 
Changes from:       April 26, 2011                                   Total Change is:    19,011
     2,269      1,560     16,934          0          0          0         65        615       -297          0          0          0         40        199
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       34.9       53.3        0.0        0.0        0.0       27.0       10.8        0.7        2.5        0.0        0.0        0.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        24
         4         11         12          0          0          0          5          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   162,963
Positions
     1,187    130,979        260     16,969      1,743         45    128,766     24,861        115      6,912      3,011          0      8,709      1,949
 
Changes from:       April 26, 2011                                   Total Change is:    -8,014
       468     -4,978         19       -232        150        -70     -7,274     -3,121       -103       -800         29          0        -22         60
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       80.4        0.2       10.4        1.1        0.0       79.0       15.3        0.1        4.2        1.8        0.0        5.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       127
         6         16          .          9          .          .         67         10          .         13          4          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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    31,620
Positions
     1,749     19,938         18      1,436        135          0     22,929      9,872        240        983        139          0      4,265      1,278
 
Changes from:       April 26, 2011                                   Total Change is:     4,400
       115      3,060          0        882       -164          0      3,405      1,599         27        -15       -229          0        -14        107
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       63.1        0.1        4.5        0.4        0.0       72.5       31.2        0.8        3.1        0.4        0.0       13.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        51
         .         13          .          .          .          0         18         11          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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    65,524
Positions
    21,099     37,183        936      4,206      1,265        476     30,483     18,401         10      1,313      1,420          0      7,003      5,834
 
Changes from:       April 26, 2011                                   Total Change is:     8,093
      -258      5,807        -51        306       -171         11      7,500      5,338       -110        972        395          0       -277     -3,126
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       56.7        1.4        6.4        1.9        0.7       46.5       28.1        0.0        2.0        2.2        0.0       10.7        8.9
 
Number of Traders in Each Category                                    Total Traders:       112
        18         17          4          9          .          .         41         15          .          .          6          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   131,048
Positions
    42,197     74,365      1,871      8,412      2,530        952     60,966     36,802         20      2,625      2,840          0     14,005     11,668
 
Changes from:       April 26, 2011                                   Total Change is:    16,186
      -516     11,614       -102        611       -342         21     15,000     10,675       -219      1,944        790          0       -553     -6,251
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       56.7        1.4        6.4        1.9        0.7       46.5       28.1        0.0        2.0        2.2        0.0       10.7        8.9
 
Number of Traders in Each Category                                    Total Traders:       112
        18         17          4          9          .          .         41         15          .          .          6          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   885,078
Positions
    51,100    273,250     50,192    403,571    114,351     58,757     94,647    170,013     35,754     22,883     60,331      6,001    162,174    116,430
 
Changes from:       April 26, 2011                                   Total Change is:    12,857
    -4,547    -13,737       -551     -7,869     -3,704      2,558     16,566     -2,176      4,744      1,150     27,550      3,352     -2,546     -5,180
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       30.9        5.7       45.6       12.9        6.6       10.7       19.2        4.0        2.6        6.8        0.7       18.3       13.2
 
Number of Traders in Each Category                                    Total Traders:       555
        39         52         22        128         53         63         96        124         59         32         31         10
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   321,702
Positions
     8,951    166,088      5,528    137,741     34,373      9,116     33,501     25,327      2,355      5,520     35,443      2,059    116,931     41,413
 
Changes from:       April 26, 2011                                   Total Change is:    -1,368
      -865    -18,535     -3,121     -3,008       -776        -28      5,614     -2,477        -23     -1,134     22,767      2,054       -857     -1,229
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       51.6        1.7       42.8       10.7        2.8       10.4        7.9        0.7        1.7       11.0        0.6       36.3       12.9
 
Number of Traders in Each Category                                    Total Traders:       119
         5         21          .         32         12         12         13         26          8          4          6          .
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Traders in Financial Futures- Futures Only Positions as of May 3, 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 2,816,881
Positions
   300,011    625,075    134,054  1,342,227    412,968    235,128    427,229    844,930     45,497    101,808    139,433      4,713    226,214    375,083
 
Changes from:       April 26, 2011                                   Total Change is:    71,127
    -7,015     35,388      1,454    -22,810    -13,145     11,438     82,960     29,708     -4,367     14,782     27,273      3,132     -8,447    -19,754
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       22.2        4.8       47.6       14.7        8.3       15.2       30.0        1.6        3.6        4.9        0.2        8.0       13.3
 
Number of Traders in Each Category                                    Total Traders:       523
        38         49         15        110         50         55         95        121         41         30         30          9
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   119,590
Positions
    19,507     47,402      4,435     59,138     34,209      5,823     20,006     19,367         51      1,562      5,051          0      9,068      3,252
 
Changes from:       April 26, 2011                                   Total Change is:    -5,212
     1,430     -7,579       -399     -5,551       -922        193       -382     -1,927        -54         39      5,051          0       -488        425
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       39.6        3.7       49.5       28.6        4.9       16.7       16.2        0.0        1.3        4.2        0.0        7.6        2.7
 
Number of Traders in Each Category                                    Total Traders:        99
        10          9          .         33         14         11         18         12          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   106,635
Positions
    13,399     51,357      7,485     17,403      9,683      2,470     36,780     11,751     15,106      4,303      4,726        174      9,516      3,883
 
Changes from:       April 26, 2011                                   Total Change is:    15,165
      -217      7,597        982        468       -876         53      8,569        445      4,601        157      2,717        169        386       -521
 
Percent of Open Interest Represented by Each Category of Trader
      12.6       48.2        7.0       16.3        9.1        2.3       34.5       11.0       14.2        4.0        4.4        0.2        8.9        3.6
 
Number of Traders in Each Category                                    Total Traders:       254
        23         31         13         37         18         11         77         42         21         14         11          .
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Traders in Financial Futures- Futures Only Positions as of May 3, 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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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    24,120
Positions
     4,048     19,313        573      1,859          0          0     14,061        266          0        222      3,038          0      3,357        930
 
Changes from:       April 26, 2011                                   Total Change is:     5,736
     1,100      3,727         52          0          0          0      5,087         11          0         17      1,914          0       -520         32
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       80.1        2.4        7.7        0.0        0.0       58.3        1.1        0.0        0.9       12.6        0.0       13.9        3.9
 
Number of Traders in Each Category                                    Total Traders:        30
         5         11          4          .          0          0          6          .          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 3, 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   412,576
Positions
    75,294    188,763      6,019     81,718     52,414      8,352    185,232    129,060      3,895     21,019      9,056        254     30,793     14,763
 
Changes from:       April 26, 2011                                   Total Change is:    47,147
    -1,211     24,725       -726      2,338     -4,382        266     42,989     27,752     -2,578      1,312      4,627        229      4,528     -2,766
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       45.8        1.5       19.8       12.7        2.0       44.9       31.3        0.9        5.1        2.2        0.1        7.5        3.6
 
Number of Traders in Each Category                                    Total Traders:       250
        22         30          7         36         18         11         77         43         16         14         10          .
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Traders in Financial Futures- Futures Only Positions as of May 3, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   398,072
Positions
   157,932     38,823     11,560    113,343    134,368     33,443     54,497    134,945      3,971      2,154     22,115          0     21,172     18,847
 
Changes from:       April 26, 2011                                   Total Change is:     4,425
       660       -515      1,774     -1,130     -2,611      1,127        904     -3,453      1,399     -1,988      4,018          0      1,679      2,686
 
Percent of Open Interest Represented by Each Category of Trader
      39.7        9.8        2.9       28.5       33.8        8.4       13.7       33.9        1.0        0.5        5.6        0.0        5.3        4.7
 
Number of Traders in Each Category                                    Total Traders:       264
        19         18          .         52         48         29         47         61         11          5         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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    55,193
Positions
    12,359      2,463      5,815      5,923     10,950      1,976     17,892      8,143      4,131        216      4,983          0      6,881     16,732
 
Changes from:       April 26, 2011                                   Total Change is:      -613
      -365     -1,404       -300       -659        -70        -14     -1,527       -794      2,352          0        -18          0       -100       -365
 
Percent of Open Interest Represented by Each Category of Trader
      22.4        4.5       10.5       10.7       19.8        3.6       32.4       14.8        7.5        0.4        9.0        0.0       12.5       30.3
 
Number of Traders in Each Category                                    Total Traders:        65
        10          6          .         10          .          .         17         12          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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    64,736
Positions
    26,772     22,808      7,851      7,560      2,773        615     10,184     16,894      1,789        952      6,701        465      8,548      4,840
 
Changes from:       April 26, 2011                                   Total Change is:       506
    -1,168     -1,683       -126       -346     -1,304          0         97      1,176      1,312          0      2,510        -78        815     -1,301
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       35.2       12.1       11.7        4.3        1.0       15.7       26.1        2.8        1.5       10.4        0.7       13.2        7.5
 
Number of Traders in Each Category                                    Total Traders:        80
        17         15          4          9          .          .         14         16          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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    32,888
Positions
       256      7,876        901     19,958     10,953      3,412      4,193      7,461         48        419          0          0      3,701      2,237
 
Changes from:       April 26, 2011                                   Total Change is:    -1,533
         0        619       -628       -614         78       -628        876       -648         45          0          0          0       -584       -371
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       23.9        2.7       60.7       33.3       10.4       12.7       22.7        0.1        1.3        0.0        0.0       11.3        6.8
 
Number of Traders in Each Category                                    Total Traders:        52
         .          4          .         21         13          7          4          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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    41,907
Positions
     6,448     18,348        942     14,772      4,233      1,074      9,309     13,208        388      1,112        798         17      7,845      2,899
 
Changes from:       April 26, 2011                                   Total Change is:       901
      -259      1,049        -30        929        301       -152        146        -10       -186       -276        278          0        729       -349
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       43.8        2.2       35.2       10.1        2.6       22.2       31.5        0.9        2.7        1.9        0.0       18.7        6.9
 
Number of Traders in Each Category                                    Total Traders:        62
         6          7          .         16          7          4         12          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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   607,225
Positions
     5,133     71,924      5,662    263,487    139,266     67,969     87,869    118,919      7,852     15,161     48,754        218    153,874    146,661
 
Changes from:       April 26, 2011                                   Total Change is:    31,530
       520     10,538     -1,751     -8,656     -9,660      5,105     22,022     23,410      1,199       -208     -1,437        154     13,145      3,972
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       11.8        0.9       43.4       22.9       11.2       14.5       19.6        1.3        2.5        8.0        0.0       25.3       24.2
 
Number of Traders in Each Category                                    Total Traders:       150
         7         15         10         43         20         32         27         26         19          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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   317,386
Positions
         0    130,086      1,702    231,823      5,589     18,559      2,000    116,359        108      1,700          0          0     61,494     44,983
 
Changes from:       April 26, 2011                                   Total Change is:       326
         0     -1,559        696      8,480        742      1,575     -3,750     -1,232        108          0          0          0     -6,783         -4
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.0        0.5       73.0        1.8        5.8        0.6       36.7        0.0        0.5        0.0        0.0       19.4       14.2
 
Number of Traders in Each Category                                    Total Traders:        66
         0         11          4         33          .         18          .         17          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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 1,067,052
Positions
    96,976     97,830     15,402    210,686    447,551    100,972    339,344     94,510     25,002    156,232    112,697      9,340    113,098    163,748
 
Changes from:       April 26, 2011                                   Total Change is:     9,968
    23,421      8,814      3,751      2,685      7,438      6,469    -15,742      5,717        287    -15,542    -32,932        -64      4,703     10,488
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        9.2        1.4       19.7       41.9        9.5       31.8        8.9        2.3       14.6       10.6        0.9       10.6       15.3
 
Number of Traders in Each Category                                    Total Traders:       279
        20         38         10         37         57         41         51         36         23         12         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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 1,704,182
Positions
   204,371    157,510     35,681    488,239    487,959    229,876    378,181    290,679     31,159     35,342     71,163      9,856    291,477    390,299
 
Changes from:       April 26, 2011                                   Total Change is:    44,045
     4,952      2,790      8,584     -8,406    -25,754     19,472      8,380     25,603      5,834     -9,981      7,916     -2,132     17,342      1,732
 
Percent of Open Interest Represented by Each Category of Trader
      12.0        9.2        2.1       28.6       28.6       13.5       22.2       17.1        1.8        2.1        4.2        0.6       17.1       22.9
 
Number of Traders in Each Category                                    Total Traders:       271
        25         37         15         29         56         44         42         56         32          8         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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 1,457,788
Positions
   189,865    169,730     23,484    203,276    633,204    129,172    527,969     87,798     35,996    111,439     78,842        708    235,879    298,854
 
Changes from:       April 26, 2011                                   Total Change is:    33,858
    38,091      2,358     -3,791     -6,173     25,236     -2,750    -43,749     -2,069     -2,856     19,769      1,475        112     35,205     16,143
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       11.6        1.6       13.9       43.4        8.9       36.2        6.0        2.5        7.6        5.4        0.0       16.2       20.5
 
Number of Traders in Each Category                                    Total Traders:       205
        19         21         10         26         47         39         38         31         20          8         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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   646,665
Positions
   179,190    182,116    226,711      6,297      1,907     11,149     85,631     62,840     83,972     11,749     13,713      9,049     32,917     55,208
 
Changes from:       April 26, 2011                                   Total Change is:   -48,905
   -16,941    -39,619    -17,162     -3,608     -1,696     -1,153     -9,854     -3,914      2,529       -115      7,124        302     -2,903      4,684
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       28.2       35.1        1.0        0.3        1.7       13.2        9.7       13.0        1.8        2.1        1.4        5.1        8.5
 
Number of Traders in Each Category                                    Total Traders:       138
        22         35         50          6          .          4         23         25         32          .         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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 is10,119,301
Positions
 1,153,474  3,966,341  1,641,561  3,188,679    662,535    203,485  1,474,093    826,867  1,224,460     72,812    336,892    158,340  1,002,397  1,098,820
 
Changes from:       April 26, 2011                                   Total Change is:   345,805
    -1,216    -30,628     48,068     53,760    125,362      1,287    143,038     85,080     37,130      5,148     52,498    -22,604     81,194     49,612
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       39.2       16.2       31.5        6.5        2.0       14.6        8.2       12.1        0.7        3.3        1.6        9.9       10.9
 
Number of Traders in Each Category                                    Total Traders:       284
        28         67         90         12         13         17         57         63         88         11         17         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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    10,818
Positions
     3,483      4,613          0      1,248        748         23        918      4,525          7      4,825        720          0        314        182
 
Changes from:       April 26, 2011                                   Total Change is:      -431
        73       -382          0       -355          0         -2       -235        -24         -3        -84        -20          0        175          0
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       42.6        0.0       11.5        6.9        0.2        8.5       41.8        0.1       44.6        6.7        0.0        2.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        31
         .          .          0          .          5          .          4          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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    27,935
Positions
    23,055     14,061          0      1,305      1,965         58      3,189      6,317          0         78      5,464          0        250         70
 
Changes from:       April 26, 2011                                   Total Change is:       256
       -10        914          0       -678       -568          0        933        227          0         38          0          0        -27       -317
 
Percent of Open Interest Represented by Each Category of Trader
      82.5       50.3        0.0        4.7        7.0        0.2       11.4       22.6        0.0        0.3       19.6        0.0        0.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          0          .          5          .          6          6          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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    53,901
Positions
    25,301      8,051          0         83        869        573     14,953     35,572        834      3,693      2,754        213      8,251      5,035
 
Changes from:       April 26, 2011                                   Total Change is:     2,208
     1,146      1,115          0          0       -121          8         87      1,230       -139        916        -65        -34        224        214
 
Percent of Open Interest Represented by Each Category of Trader
      46.9       14.9        0.0        0.2        1.6        1.1       27.7       66.0        1.5        6.9        5.1        0.4       15.3        9.3
 
Number of Traders in Each Category                                    Total Traders:       135
         8          7          0          .          5          .         19         54          7         28         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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   215,008
Positions
    69,064     64,343     38,152     11,697      2,813      5,222     12,702     41,647     22,645      7,659      1,996     21,844     26,023     16,346
 
Changes from:       April 26, 2011                                   Total Change is:    21,941
      -755      1,469         59        653        204      2,451     -2,134      1,720      3,019      5,349       -464      9,472      3,827      4,011
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       29.9       17.7        5.4        1.3        2.4        5.9       19.4       10.5        3.6        0.9       10.2       12.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       122
        16         10         22         11          5          4         21         23         27         10          9         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 3, 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     7,523
Positions
       492      4,866          0      2,447        397          0      2,603      2,146         37        730         77          0      1,214          0
 
Changes from:       April 26, 2011                                   Total Change is:    -1,296
         0        219          0       -103         60          0       -278       -655          0          0          0          0       -915       -920
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       64.7        0.0       32.5        5.3        0.0       34.6       28.5        0.5        9.7        1.0        0.0       16.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          .          0          6          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated May 6, 2011