```
Traders in Financial Futures- Futures Only Positions as of April 26, 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   138,939
Positions
     7,521     99,848      3,971      9,479      6,484        311     53,837     12,875      1,428      9,786          0          0     52,606     14,022
 
Changes from:       April 19, 2011                                   Total Change is:    -3,022
      -619     -1,685       -103        100        -42          5     -5,181      1,167         74      1,086          0          0      1,616     -2,438
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       71.9        2.9        6.8        4.7        0.2       38.7        9.3        1.0        7.0        0.0        0.0       37.9       10.1
 
Number of Traders in Each Category                                    Total Traders:        87
         5         13          .          4          .          .         39         11          4         12          0          0
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Traders in Financial Futures- Futures Only Positions as of April 26, 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    71,635
Positions
    11,114     40,177      2,405        819      1,112         93     28,076     17,040         43        418          0          0     28,667     10,765
 
Changes from:       April 19, 2011                                   Total Change is:     2,354
     2,416      1,145        751          0         -1          0       -197       -265         -4        418          0          0     -1,030        728
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       56.1        3.4        1.1        1.6        0.1       39.2       23.8        0.1        0.6        0.0        0.0       40.0       15.0
 
Number of Traders in Each Category                                    Total Traders:        45
         4          7          .          .          .          .         18         12          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of April 26, 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   118,486
Positions
     3,118     57,539        730      6,263     21,959      1,369     65,497     16,612        113      2,911      4,258         27     38,458     15,879
 
Changes from:       April 19, 2011                                   Total Change is:     9,678
       184      6,923         48        410        610          0      3,696      6,223        -44      1,200     -1,772         27      4,157     -2,337
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       48.6        0.6        5.3       18.5        1.2       55.3       14.0        0.1        2.5        3.6        0.0       32.5       13.4
 
Number of Traders in Each Category                                    Total Traders:       105
         6         14          .          4         14          5         40         19          4          4          4          .
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Traders in Financial Futures- Futures Only Positions as of April 26, 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   114,134
Positions
    42,311     13,561      2,538     22,949      9,675        819     20,927     44,208        301        900      2,714          0     23,389     40,318
 
Changes from:       April 19, 2011                                   Total Change is:   -13,704
   -19,277      2,139         36       -285       -583        119        879    -16,653        215          0        752          0      4,609        271
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       11.9        2.2       20.1        8.5        0.7       18.3       38.7        0.3        0.8        2.4        0.0       20.5       35.3
 
Number of Traders in Each Category                                    Total Traders:        95
        15          9          4          8          9          4         13         35          5          .          5          0
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Traders in Financial Futures- Futures Only Positions as of April 26, 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   249,000
Positions
    38,593    119,042      1,566     31,865     20,995      2,424     81,402     40,303      1,831     22,492     15,066        366     68,461     47,407
 
Changes from:       April 19, 2011                                   Total Change is:     4,994
    -4,249      5,433        166        210        564        -15      5,014        100        232       -446     -3,047         76      4,006      1,485
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       47.8        0.6       12.8        8.4        1.0       32.7       16.2        0.7        9.0        6.1        0.1       27.5       19.0
 
Number of Traders in Each Category                                    Total Traders:       168
        18         18          6         18         16         10         42         30         10         15         10          5
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Traders in Financial Futures- Futures Only Positions as of April 26, 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   143,468
Positions
     8,594    111,112        469     11,410      3,388        183     83,546      8,729         46      2,569      1,156          0     36,651     18,385
 
Changes from:       April 19, 2011                                   Total Change is:      -264
      -623     -2,498        129       -278        -20          0       -653      1,017          2       -552        524          0      1,711        582
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       77.4        0.3        8.0        2.4        0.1       58.2        6.1        0.0        1.8        0.8        0.0       25.5       12.8
 
Number of Traders in Each Category                                    Total Traders:        76
         .         14          .          7          4          .         34          7          .          4          .          0
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Traders in Financial Futures- Futures Only Positions as of April 26, 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    83,257
Positions
    13,986     34,120     37,550          0          0          0     27,597     10,410        965      2,575          0          0        584        212
 
Changes from:       April 19, 2011                                   Total Change is:    -3,407
    -4,997     -4,862      1,680          0          0          0       -342       -805        488          0          0          0       -236         92
 
Percent of Open Interest Represented by Each Category of Trader
      16.8       41.0       45.1        0.0        0.0        0.0       33.1       12.5        1.2        3.1        0.0        0.0        0.7        0.3
 
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 April 26, 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   170,977
Positions
       719    135,957        241     17,201      1,593        115    136,040     27,982        218      7,712      2,982          0      8,731      1,889
 
Changes from:       April 19, 2011                                   Total Change is:    -3,322
         9       -734         22        214        150          0     -3,170     -2,230          1       -399         25          0          1       -556
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       79.5        0.1       10.1        0.9        0.1       79.6       16.4        0.1        4.5        1.7        0.0        5.1        1.1
 
Number of Traders in Each Category                                    Total Traders:       130
         5         17          .         10          .          .         62         17          .         13          4          0
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Traders in Financial Futures- Futures Only Positions as of April 26, 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    27,220
Positions
     1,634     16,878         18        554        299          0     19,524      8,273        213        998        368          0      4,279      1,171
 
Changes from:       April 19, 2011                                   Total Change is:     1,431
        22      2,087          0       -143        -10          0      1,461       -744          0          0        134          0         91        -36
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       62.0        0.1        2.0        1.1        0.0       71.7       30.4        0.8        3.7        1.4        0.0       15.7        4.3
 
Number of Traders in Each Category                                    Total Traders:        47
         .         13          .          .          .          0         16         10          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of April 26, 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    57,431
Positions
    21,357     31,376        987      3,901      1,436        466     22,983     13,064        120        341      1,025          0      7,279      8,960
 
Changes from:       April 19, 2011                                   Total Change is:     4,374
     1,638        965         11        831       -567       -189      2,274      2,323        107       -374        670          0         78      1,055
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       54.6        1.7        6.8        2.5        0.8       40.0       22.7        0.2        0.6        1.8        0.0       12.7       15.6
 
Number of Traders in Each Category                                    Total Traders:       103
        21         17          4          7          4          .         36         13          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of April 26, 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   114,862
Positions
    42,713     62,751      1,973      7,801      2,872        931     45,966     26,127        239        681      2,050          0     14,558     17,919
 
Changes from:       April 19, 2011                                   Total Change is:     8,748
     3,275      1,930         21      1,662     -1,133       -378      4,548      4,645        213       -748      1,340          0        155      2,110
 
Percent of Open Interest Represented by Each Category of Trader
      37.2       54.6        1.7        6.8        2.5        0.8       40.0       22.7        0.2        0.6        1.8        0.0       12.7       15.6
 
Number of Traders in Each Category                                    Total Traders:       103
        21         17          4          7          4          .         36         13          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of April 26, 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   872,221
Positions
    55,648    286,987     50,743    411,439    118,054     56,199     78,081    172,189     31,010     21,732     32,781      2,648    164,720    121,609
 
Changes from:       April 19, 2011                                   Total Change is:    12,292
    -5,057     28,004      9,417      1,793     -3,291       -308      7,305    -15,527     -1,471      1,119      2,432       -288       -217     -6,675
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       32.9        5.8       47.2       13.5        6.4        9.0       19.7        3.6        2.5        3.8        0.3       18.9       13.9
 
Number of Traders in Each Category                                    Total Traders:       536
        37         50         24        125         60         62         86        123         66         27         27          6
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Traders in Financial Futures- Futures Only Positions as of April 26, 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   323,070
Positions
     9,816    184,623      8,649    140,749     35,149      9,144     27,887     27,804      2,378      6,654     12,676          5    117,788     42,642
 
Changes from:       April 19, 2011                                   Total Change is:     4,835
    -1,116     18,126        551       -906        141        449      6,372    -10,076        127      1,062       -181       -602     -1,102     -3,700
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       57.1        2.7       43.6       10.9        2.8        8.6        8.6        0.7        2.1        3.9        0.0       36.5       13.2
 
Number of Traders in Each Category                                    Total Traders:       120
         5         23          6         31         13         12         14         26          8          4          4          .
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Traders in Financial Futures- Futures Only Positions as of April 26, 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 2,745,754
Positions
   307,026    589,687    132,600  1,365,037    426,113    223,690    344,269    815,222     49,864     87,026    112,160      1,581    234,661    394,837
 
Changes from:       April 19, 2011                                   Total Change is:    37,286
     5,550     74,646     19,073     11,637    -19,019     -1,928    -11,428    -43,352      8,105      2,033     14,816       -180      4,424    -14,875
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       21.5        4.8       49.7       15.5        8.1       12.5       29.7        1.8        3.2        4.1        0.1        8.5       14.4
 
Number of Traders in Each Category                                    Total Traders:       504
        35         49         16        107         55         55         87        119         44         26         26          5
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Traders in Financial Futures- Futures Only Positions as of April 26, 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   124,802
Positions
    18,077     54,981      4,834     64,689     35,131      5,630     20,388     21,294        105      1,523          0          0      9,556      2,827
 
Changes from:       April 19, 2011                                   Total Change is:     8,039
      -238      5,630       -156      5,393     -1,168        143      3,540      4,202       -601        305          0          0       -347        -11
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       44.1        3.9       51.8       28.1        4.5       16.3       17.1        0.1        1.2        0.0        0.0        7.7        2.3
 
Number of Traders in Each Category                                    Total Traders:       103
         8         12          .         36         13         12         20         12          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of April 26, 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    91,470
Positions
    13,616     43,760      6,503     16,935     10,559      2,417     28,212     11,306     10,505      4,146      2,010          5      9,130      4,404
 
Changes from:       April 19, 2011                                   Total Change is:    13,930
    -2,072      6,073      2,698      2,217        866       -274      6,823        871      3,968        647        209       -278        201       -204
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       47.8        7.1       18.5       11.5        2.6       30.8       12.4       11.5        4.5        2.2        0.0       10.0        4.8
 
Number of Traders in Each Category                                    Total Traders:       249
        23         34         12         34         19         13         67         45         21         16         10          .
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Traders in Financial Futures- Futures Only Positions as of April 26, 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    18,384
Positions
     2,948     15,586        521      1,859          0          0      8,974        255          0        205      1,124          0      3,877        898
 
Changes from:       April 19, 2011                                   Total Change is:     4,009
       857      3,887        267          0          0          0      2,712          3          0        205          0          0        -32       -148
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       84.8        2.8       10.1        0.0        0.0       48.8        1.4        0.0        1.1        6.1        0.0       21.1        4.9
 
Number of Traders in Each Category                                    Total Traders:        28
         5         12          .          .          0          0          5          .          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of April 26, 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   365,429
Positions
    76,505    164,038      6,745     79,380     56,796      8,086    142,243    101,308      6,473     19,707      4,429         25     26,265     17,529
 
Changes from:       April 19, 2011                                   Total Change is:    49,603
    -2,690     22,883        202     11,085      4,332     -1,369     38,576     22,361      1,818      1,072        -92       -254      1,163       -278
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       44.9        1.8       21.7       15.5        2.2       38.9       27.7        1.8        5.4        1.2        0.0        7.2        4.8
 
Number of Traders in Each Category                                    Total Traders:       245
        23         32          7         33         19         12         67         46         17         15         10          .
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Traders in Financial Futures- Futures Only Positions as of April 26, 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   393,647
Positions
   157,272     39,338      9,786    114,473    136,979     32,316     53,593    138,398      2,572      4,142     18,097          0     19,493     16,161
 
Changes from:       April 19, 2011                                   Total Change is:    12,520
     2,446      5,986       -538      2,289     -1,934        975      8,130      7,269       -224      1,907      1,520          0     -2,465       -534
 
Percent of Open Interest Represented by Each Category of Trader
      40.0       10.0        2.5       29.1       34.8        8.2       13.6       35.2        0.7        1.1        4.6        0.0        5.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       275
        19         20          .         55         48         30         47         63         12          9         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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    55,806
Positions
    12,724      3,867      6,115      6,582     11,020      1,990     19,419      8,937      1,779        216      5,001          0      6,981     17,097
 
Changes from:       April 19, 2011                                   Total Change is:        -9
       701        -33          0       -253       -350        150     -1,881       -212      1,240       -220       -456          0        254       -348
 
Percent of Open Interest Represented by Each Category of Trader
      22.8        6.9       11.0       11.8       19.7        3.6       34.8       16.0        3.2        0.4        9.0        0.0       12.5       30.6
 
Number of Traders in Each Category                                    Total Traders:        69
        12          8          .         10          .          .         17         13          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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    64,230
Positions
    27,940     24,491      7,977      7,906      4,077        615     10,087     15,718        477        952      4,191        543      7,733      6,141
 
Changes from:       April 19, 2011                                   Total Change is:     3,159
     1,571      2,718        -30        124        -85         46        658       -436        363       -228       -125        150        505        558
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       38.1       12.4       12.3        6.3        1.0       15.7       24.5        0.7        1.5        6.5        0.8       12.0        9.6
 
Number of Traders in Each Category                                    Total Traders:        76
        17         15          4          9          .          .         14         13          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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    34,421
Positions
       256      7,257      1,529     20,572     10,875      4,040      3,317      8,109          3        419          0          0      4,285      2,608
 
Changes from:       April 19, 2011                                   Total Change is:     1,613
         0        195        126        961     -1,288        -82        691      1,937          0          0          0          0        -83        725
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       21.1        4.4       59.8       31.6       11.7        9.6       23.6        0.0        1.2        0.0        0.0       12.4        7.6
 
Number of Traders in Each Category                                    Total Traders:        48
         .          4          .         19         12          7          .          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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    41,006
Positions
     6,707     17,299        972     13,843      3,932      1,226      9,163     13,218        574      1,388        520         17      7,116      3,248
 
Changes from:       April 19, 2011                                   Total Change is:      -810
      -777        294        -20     -1,104       -626         10       -244       -772         52         17        -11        -17      1,273        280
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       42.2        2.4       33.8        9.6        3.0       22.3       32.2        1.4        3.4        1.3        0.0       17.4        7.9
 
Number of Traders in Each Category                                    Total Traders:        63
         7          7          .         16          6          5         13          8          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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   575,695
Positions
     4,613     61,386      7,413    272,143    148,926     62,864     65,847     95,509      6,653     15,369     50,191         64    140,729    142,689
 
Changes from:       April 19, 2011                                   Total Change is:    14,014
    -2,311      9,360        -53     -6,759      1,428     -1,482     14,970     15,388     -1,837         39      1,320         64     11,383    -10,174
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       10.7        1.3       47.3       25.9       10.9       11.4       16.6        1.2        2.7        8.7        0.0       24.4       24.8
 
Number of Traders in Each Category                                    Total Traders:       144
         6         15          8         41         22         33         26         21         17          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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   317,060
Positions
         0    131,645      1,006    223,343      4,847     16,984      5,750    117,591          0      1,700          0          0     68,277     44,987
 
Changes from:       April 19, 2011                                   Total Change is:    -4,165
         0     -1,992        506    -18,371        113      2,433      2,000    -10,417          0          0          0          0      9,267      5,192
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.5        0.3       70.4        1.5        5.4        1.8       37.1        0.0        0.5        0.0        0.0       21.5       14.2
 
Number of Traders in Each Category                                    Total Traders:        63
         0         12          .         30          .         15          .         16          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 1,057,084
Positions
    73,555     89,016     11,651    208,001    440,113     94,503    355,086     88,793     24,715    171,774    145,629      9,404    108,395    153,260
 
Changes from:       April 19, 2011                                   Total Change is:     2,290
   -14,615      4,607       -131     -3,899     10,512      4,558      4,708    -11,097      2,851     -5,052     -4,667      3,330     10,540     -7,673
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        8.4        1.1       19.7       41.6        8.9       33.6        8.4        2.3       16.2       13.8        0.9       10.3       14.5
 
Number of Traders in Each Category                                    Total Traders:       268
        19         34         10         37         57         38         46         35         21         12         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 1,660,137
Positions
   199,419    154,720     27,097    496,645    513,713    210,404    369,801    265,076     25,325     45,323     63,247     11,988    274,135    388,567
 
Changes from:       April 19, 2011                                   Total Change is:    34,021
    -2,020       -760     -3,084     -5,255    -20,436      1,726     33,617     17,846       -569    -22,791      5,897       -722     33,119     34,123
 
Percent of Open Interest Represented by Each Category of Trader
      12.0        9.3        1.6       29.9       30.9       12.7       22.3       16.0        1.5        2.7        3.8        0.7       16.5       23.4
 
Number of Traders in Each Category                                    Total Traders:       261
        26         36         15         27         57         43         47         42         33          9         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 1,423,930
Positions
   151,774    167,372     27,275    209,449    607,968    131,922    571,718     89,867     38,852     91,670     77,367        596    200,674    282,711
 
Changes from:       April 19, 2011                                   Total Change is:    68,976
    15,077     38,372     -5,415    -11,120     57,152    -16,008     69,561    -15,584      2,352       -209     -1,524       -191     14,929      9,822
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       11.8        1.9       14.7       42.7        9.3       40.2        6.3        2.7        6.4        5.4        0.0       14.1       19.9
 
Number of Traders in Each Category                                    Total Traders:       203
        21         22         12         23         47         39         36         31         16          8         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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   695,570
Positions
   196,131    221,735    243,873      9,905      3,603     12,302     95,485     66,754     81,443     11,864      6,589      8,747     35,820     50,524
 
Changes from:       April 19, 2011                                   Total Change is:    12,788
     1,594     -5,071      9,182     -1,152          0      2,075     -1,980      2,814      2,227       -159      1,708      1,648       -647     -1,795
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       31.9       35.1        1.4        0.5        1.8       13.7        9.6       11.7        1.7        0.9        1.3        5.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       141
        26         35         47          6          4          5         23         26         31          .          7          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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 9,773,496
Positions
 1,154,690  3,996,969  1,593,493  3,134,919    537,173    202,198  1,331,055    741,787  1,187,330     67,664    284,394    180,944    921,203  1,049,208
 
Changes from:       April 19, 2011                                   Total Change is:   272,326
   -13,541    232,402    -89,361    114,071     23,567     -5,095    145,595     17,431     66,542        689    -17,197     25,054     28,372     18,983
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       40.9       16.3       32.1        5.5        2.1       13.6        7.6       12.1        0.7        2.9        1.9        9.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       281
        30         65         92         13         11         16         58         62         90         11         13         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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    11,249
Positions
     3,410      4,995          0      1,603        748         25      1,153      4,549         10      4,909        740          0        139        182
 
Changes from:       April 19, 2011                                   Total Change is:       182
      -436       -245          0         13          0          0        610        526        -37          0          0          0         32        -62
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       44.4        0.0       14.3        6.6        0.2       10.2       40.4        0.1       43.6        6.6        0.0        1.2        1.6
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          .          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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    27,679
Positions
    23,065     13,147          0      1,983      2,533         58      2,256      6,090          0         40      5,464          0        277        387
 
Changes from:       April 19, 2011                                   Total Change is:    -1,452
    -1,648       -746          0          0        174         -1        660        776       -554          0          0          0         91     -1,101
 
Percent of Open Interest Represented by Each Category of Trader
      83.3       47.5        0.0        7.2        9.2        0.2        8.2       22.0        0.0        0.1       19.7        0.0        1.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        30
         .          4          0          .          5          .          6          6          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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    51,693
Positions
    24,155      6,936          0         83        990        565     14,866     34,342        973      2,777      2,819        247      8,027      4,821
 
Changes from:       April 19, 2011                                   Total Change is:     1,534
      -170        477          0          0        129        -50      1,227        360         37      1,009        268        -97       -422        410
 
Percent of Open Interest Represented by Each Category of Trader
      46.7       13.4        0.0        0.2        1.9        1.1       28.8       66.4        1.9        5.4        5.5        0.5       15.5        9.3
 
Number of Traders in Each Category                                    Total Traders:       134
         5          9          0          .          5          .         15         55          7         28         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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   193,067
Positions
    69,819     62,874     38,093     11,044      2,609      2,771     14,836     39,927     19,626      2,310      2,460     12,372     22,196     12,335
 
Changes from:       April 19, 2011                                   Total Change is:   -21,853
    -3,278     -6,460     -8,203       -256        304       -308     -4,364      2,038     -6,458         11       -482      1,285       -282     -3,569
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       32.6       19.7        5.7        1.4        1.4        7.7       20.7       10.2        1.2        1.3        6.4       11.5        6.4
 
Number of Traders in Each Category                                    Total Traders:       114
        12         10         17         11          5          .         21         24         24          8          7         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 26, 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     8,819
Positions
       492      4,647          0      2,550        337          0      2,881      2,801         37        730         77          0      2,129        920
 
Changes from:       April 19, 2011                                   Total Change is:       276
         0        -93          0        -10          0          0        286        369          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       52.7        0.0       28.9        3.8        0.0       32.7       31.8        0.4        8.3        0.9        0.0       24.1       10.4
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          0          7          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated April 29, 2011