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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   152,166
Positions
     8,067     95,382      4,718      9,848      7,033        241     57,692     16,033      7,257      9,870          1        502     53,972     20,998
 
Changes from:       March 29, 2011                                   Total Change is:    22,542
       -11     11,168       -592       -507         18        -32     13,881      6,341      2,820      1,227       -382        -37      5,793      3,239
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       62.7        3.1        6.5        4.6        0.2       37.9       10.5        4.8        6.5        0.0        0.3       35.5       13.8
 
Number of Traders in Each Category                                    Total Traders:        89
         7         10          7          4          4          .         38         14         17         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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    63,165
Positions
     9,007     30,731      2,813        875      1,111         69     22,662     17,516      1,391          0          0          0     26,348      9,534
 
Changes from:       March 29, 2011                                   Total Change is:     3,478
     4,062     -3,083        974       -153         -3          0     -1,393      6,188         60          0          0          0        -72       -658
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       48.7        4.5        1.4        1.8        0.1       35.9       27.7        2.2        0.0        0.0        0.0       41.7       15.1
 
Number of Traders in Each Category                                    Total Traders:        40
         4          7          5          .          .          .         13         13          8          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   122,050
Positions
     4,816     46,547      5,003      6,066     22,966      1,292     65,090     11,518      4,819        608      7,807        161     34,195     21,937
 
Changes from:       March 29, 2011                                   Total Change is:     7,566
    -3,267     19,306     -5,903     -1,267        907         28     16,483    -10,010        777     -1,733      3,686     -1,546      3,994        320
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       38.1        4.1        5.0       18.8        1.1       53.3        9.4        3.9        0.5        6.4        0.1       28.0       18.0
 
Number of Traders in Each Category                                    Total Traders:       101
         8         12         10          .         13          5         38         20         15          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   153,322
Positions
    51,301     12,827     12,729     21,189      8,748      1,287     23,444     49,909     14,736      2,132      7,886        365     26,139     44,834
 
Changes from:       March 29, 2011                                   Total Change is:    32,191
    42,646    -17,928      3,213     -2,771      1,053        -43    -11,509     25,612      5,378        510      4,092         89     -5,322     10,725
 
Percent of Open Interest Represented by Each Category of Trader
      33.5        8.4        8.3       13.8        5.7        0.8       15.3       32.6        9.6        1.4        5.1        0.2       17.0       29.2
 
Number of Traders in Each Category                                    Total Traders:       111
        17          8         11          8          8          4         27         33         22          4          6          4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   284,507
Positions
    36,332    102,847     16,133     28,705     19,381      3,529     74,809     37,070     25,268     21,788     15,301      8,439     69,504     56,539
 
Changes from:       March 29, 2011                                   Total Change is:    21,028
    12,098      8,386       -249        963       -277        527      2,345      2,957      1,394        260      4,367       -781      4,472      4,705
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       36.1        5.7       10.1        6.8        1.2       26.3       13.0        8.9        7.7        5.4        3.0       24.4       19.9
 
Number of Traders in Each Category                                    Total Traders:       193
        17         25         15         17         16         11         48         39         36         14         17         21
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   156,537
Positions
     4,661    114,386      4,164     10,076      4,128        134     94,359     10,854      3,941      2,993        503        262     35,946     18,164
 
Changes from:       March 29, 2011                                   Total Change is:     8,274
    -2,035      5,980        183        149       -297          0      8,146      1,430        407        869          2         17        538        553
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       73.1        2.7        6.4        2.6        0.1       60.3        6.9        2.5        1.9        0.3        0.2       23.0       11.6
 
Number of Traders in Each Category                                    Total Traders:        81
         4         13          7          6          5          .         32         14         13          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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    90,166
Positions
    15,585     36,089     41,353          0          0          0     28,956     10,355        480      1,511          0          0      2,281      1,889
 
Changes from:       March 29, 2011                                   Total Change is:     2,011
      -201        333        217          0          0          0        104       -114          0        256          0          0      1,635      1,575
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       40.0       45.9        0.0        0.0        0.0       32.1       11.5        0.5        1.7        0.0        0.0        2.5        2.1
 
Number of Traders in Each Category                                    Total Traders:        25
         6         10         12          0          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   158,825
Positions
       491    127,331        206     15,889      1,298          0    125,697     25,765         88      7,976      2,577          0      8,478      1,560
 
Changes from:       March 29, 2011                                   Total Change is:    29,464
    -3,298     21,332        206     -1,049      1,055          0     30,452      6,917       -229      3,090        225          0        292        -42
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       80.2        0.1       10.0        0.8        0.0       79.1       16.2        0.1        5.0        1.6        0.0        5.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       123
         .         16          .          9          .          0         64         10          .         14          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2011                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    37,456
Positions
    26,198     30,251          3      4,053          0          0      5,459        232          0        410      6,833          0      1,333        137
 
Changes from:       March 29, 2011                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      69.9       80.8        0.0       10.8        0.0        0.0       14.6        0.6        0.0        1.1       18.2        0.0        3.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        20
         .          6          .          .          0          0          7          .          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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    16,197
Positions
     2,697      6,559         30          0        147          0      9,511      7,720          3        663          0          0      3,293      1,738
 
Changes from:       March 29, 2011                                   Total Change is:     2,796
    -1,530      3,047        -10       -274     -1,068          0      3,761      1,361       -213          0          0          0      1,062       -321
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       40.5        0.2        0.0        0.9        0.0       58.7       47.7        0.0        4.1        0.0        0.0       20.3       10.7
 
Number of Traders in Each Category                                    Total Traders:        37
         5          8          .          0          .          0         12         10          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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    60,333
Positions
    19,089     34,082      1,131      3,214      1,297        390     28,022     11,705      1,105         10      1,809        512      6,862      8,302
 
Changes from:       March 29, 2011                                   Total Change is:        94
       -94     -3,058         39        344        262       -143      2,357        336       -127         10        261         90     -2,382      2,434
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       56.5        1.9        5.3        2.1        0.6       46.4       19.4        1.8        0.0        3.0        0.8       11.4       13.8
 
Number of Traders in Each Category                                    Total Traders:        92
        16         17          6          6          .          .         31         14          9          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   120,665
Positions
    38,178     68,164      2,261      6,427      2,594        780     56,043     23,409      2,210         20      3,619      1,024     13,723     16,605
 
Changes from:       March 29, 2011                                   Total Change is:       188
      -189     -6,116         77        688        524       -285      4,714        671       -253         20        523        180     -4,764      4,868
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       56.5        1.9        5.3        2.1        0.6       46.4       19.4        1.8        0.0        3.0        0.8       11.4       13.8
 
Number of Traders in Each Category                                    Total Traders:        92
        16         17          6          6          .          .         31         14          9          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   968,350
Positions
    64,466    260,578     43,836    397,096    118,339     65,926     76,026    187,848    109,397     21,420     31,096     21,072    169,110    130,257
 
Changes from:       March 29, 2011                                   Total Change is:    16,404
      -633      5,622      3,777    -16,157     -1,863      8,379      7,377       -650     -2,675      3,142     -2,086      3,157     10,038      2,744
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       26.9        4.5       41.0       12.2        6.8        7.9       19.4       11.3        2.2        3.2        2.2       17.5       13.5
 
Number of Traders in Each Category                                    Total Traders:       576
        37         50         37        121         58         72         89        149         97         36         35         32
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   389,425
Positions
    10,500    162,920     12,402    138,489     35,173     12,423     19,038     27,295     58,344      8,715     14,188     12,188    117,325     54,492
 
Changes from:       March 29, 2011                                   Total Change is:     8,112
       -29      9,414      1,050     -7,088        645      4,857       -299     -7,238        363      2,567     -2,533      1,493      5,198         61
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       41.8        3.2       35.6        9.0        3.2        4.9        7.0       15.0        2.2        3.6        3.1       30.1       14.0
 
Number of Traders in Each Category                                    Total Traders:       141
         6         22          9         31         13         15         22         31         45          7          9         11
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 2,894,627
Positions
   323,172    541,634    103,825  1,314,385    437,179    246,165    340,814    858,638    199,391     73,264     94,281     34,684    258,925    378,827
 
Changes from:       March 29, 2011                                   Total Change is:    41,464
    14,219     -1,722     -3,603    -45,906    -13,104     18,170      4,332     -1,103     18,858      7,142      6,499      4,056     24,198     13,415
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       18.7        3.6       45.4       15.1        8.5       11.8       29.7        6.9        2.5        3.3        1.2        8.9       13.1
 
Number of Traders in Each Category                                    Total Traders:       522
        35         46         34        101         55         63         85        140         84         31         29         23
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   112,255
Positions
    23,267     54,189         40     56,959     32,389      5,644     15,472     17,298          1      1,513          0          0      9,359      2,694
 
Changes from:       March 29, 2011                                   Total Change is:     1,995
       215      2,580         40        851       -798        -49        544        171         -1        -29          0          0        423         51
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       48.3        0.0       50.7       28.9        5.0       13.8       15.4        0.0        1.3        0.0        0.0        8.3        2.4
 
Number of Traders in Each Category                                    Total Traders:       100
         7         11          .         32         15         12         18         15          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    91,616
Positions
    11,684     44,706      5,924     16,968      8,348      2,705     30,293     12,428     11,654      2,402      1,665        248      9,738      3,936
 
Changes from:       March 29, 2011                                   Total Change is:    16,026
    -3,072      9,659      2,636      2,068       -653       -271      7,110        502      6,295        534     -1,136         64        661     -1,072
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       48.8        6.5       18.5        9.1        3.0       33.1       13.6       12.7        2.6        1.8        0.3       10.6        4.3
 
Number of Traders in Each Category                                    Total Traders:       240
        20         32         10         35         21         15         62         45         30         14         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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    17,993
Positions
     2,350     15,631          1      1,859          0          0      9,982        716          6          0        386          0      3,795      1,253
 
Changes from:       March 29, 2011                                   Total Change is:     6,752
       454      7,277          1          0          0          0      6,385        716          0          0       -738          0        -88       -505
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       86.9        0.0       10.3        0.0        0.0       55.5        4.0        0.0        0.0        2.1        0.0       21.1        7.0
 
Number of Traders in Each Category                                    Total Traders:        27
         6         11          .          .          0          0          4          .          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   368,114
Positions
    70,544    169,249      5,744     79,544     45,741      9,523    152,102    109,107      7,695     12,009      6,396      1,242     29,711     13,417
 
Changes from:       March 29, 2011                                   Total Change is:    46,370
    -6,961     22,580      2,507     10,339     -3,263     -1,353     36,185     31,489     -1,085      2,670     -1,991        321      3,745     -2,837
 
Percent of Open Interest Represented by Each Category of Trader
      19.2       46.0        1.6       21.6       12.4        2.6       41.3       29.6        2.1        3.3        1.7        0.3        8.1        3.6
 
Number of Traders in Each Category                                    Total Traders:       237
        20         30          6         34         21         14         60         47         26         14         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   369,531
Positions
   127,562     35,416     12,104    111,313    134,158     21,030     72,503    127,629      5,174      1,968     16,967         20     17,857     17,033
 
Changes from:       March 29, 2011                                   Total Change is:       274
     6,708      1,005     -3,785          7     -2,412      1,209     -3,343      1,908        916         31        810         12     -1,481        611
 
Percent of Open Interest Represented by Each Category of Trader
      34.5        9.6        3.3       30.1       36.3        5.7       19.6       34.5        1.4        0.5        4.6        0.0        4.8        4.6
 
Number of Traders in Each Category                                    Total Traders:       262
        18         17          .         50         49         26         46         66         22          4         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    57,183
Positions
     8,879      4,621      6,145      8,070     12,463      1,625     24,130      8,324        539        466      5,216          0      7,329     18,250
 
Changes from:       March 29, 2011                                   Total Change is:       458
       537     -1,683       -108     -2,051     -1,402        128      1,965      3,879          0        250       -518          0       -263        162
 
Percent of Open Interest Represented by Each Category of Trader
      15.5        8.1       10.7       14.1       21.8        2.8       42.2       14.6        0.9        0.8        9.1        0.0       12.8       31.9
 
Number of Traders in Each Category                                    Total Traders:        70
         9         11          .         12          4          4         14         12          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    64,219
Positions
    24,785     20,091      8,026      7,544      5,172      4,829     10,318     16,908        754        947      2,143        618      6,398      5,678
 
Changes from:       March 29, 2011                                   Total Change is:    -2,659
     2,721     -1,406        187       -772     -3,827      3,790      1,005     -2,038       -785         57        810        618     -9,480         -8
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       31.3       12.5       11.7        8.1        7.5       16.1       26.3        1.2        1.5        3.3        1.0       10.0        8.8
 
Number of Traders in Each Category                                    Total Traders:        77
        17         15          4          8          .          4         15         11          .          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,640
Positions
       256      7,233      1,241     18,941     11,057      3,981      2,378      6,258         19        419          0          0      4,405      1,851
 
Changes from:       March 29, 2011                                   Total Change is:      -201
       -69        518         41       -749       -128       -289        740       -323          8          0          0          0        117        -28
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       22.9        3.9       59.9       34.9       12.6        7.5       19.8        0.1        1.3        0.0        0.0       13.9        5.9
 
Number of Traders in Each Category                                    Total Traders:        48
         .          4          .         19         12          7          .          8          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    38,042
Positions
     5,926     16,063        972     13,083      4,238        875      8,380     11,884        577      1,534        270         34      6,661      3,129
 
Changes from:       March 29, 2011                                   Total Change is:     2,506
       186      1,848        -44       -119     -1,310        147      1,397      1,665       -211        276       -415          0        874        826
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       42.2        2.6       34.4       11.1        2.3       22.0       31.2        1.5        4.0        0.7        0.1       17.5        8.2
 
Number of Traders in Each Category                                    Total Traders:        62
         5          8          .         16          7          5         12          9          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   653,916
Positions
    20,082     48,793     26,460    289,252    154,197     62,309     61,946     99,201     31,401     19,110     52,634      3,992    139,364    174,929
 
Changes from:       March 29, 2011                                   Total Change is:     3,175
     6,988    -26,648      4,439      3,270     -1,876      1,887    -10,443     20,495      1,245      2,037        882       -806     -5,442      3,556
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        7.5        4.0       44.2       23.6        9.5        9.5       15.2        4.8        2.9        8.0        0.6       21.3       26.8
 
Number of Traders in Each Category                                    Total Traders:       162
         6         19         14         47         22         35         20         35         29          4          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   329,049
Positions
        76    135,878      1,403    236,370      4,829     19,385      2,935    125,426        777      1,700          0          0     66,403     41,351
 
Changes from:       March 29, 2011                                   Total Change is:     7,349
      -101      9,937        881      4,407     -1,698        556        395        656        179          0          0          0      1,033     -3,161
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.3        0.4       71.8        1.5        5.9        0.9       38.1        0.2        0.5        0.0        0.0       20.2       12.6
 
Number of Traders in Each Category                                    Total Traders:        65
         .         12          .         32          .         15          .         16          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,057,149
Positions
   113,650     79,001     30,111    267,171    418,606     87,964    265,064    112,896     70,812    112,378     81,703     12,266     97,734    163,790
 
Changes from:       March 29, 2011                                   Total Change is:    81,931
    31,807     -6,093     -2,318     -7,202     11,693      1,176     61,451     35,205     -1,454      3,205     27,099      1,892     -6,626     14,731
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        7.5        2.8       25.3       39.6        8.3       25.1       10.7        6.7       10.6        7.7        1.2        9.2       15.5
 
Number of Traders in Each Category                                    Total Traders:       246
        19         32         24         34         55         37         37         39         36          8         22          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,993,458
Positions
   190,383    122,025    172,713    528,898    531,038    223,394    281,437    228,747    206,855     58,392     48,126     45,845    285,541    414,715
 
Changes from:       March 29, 2011                                   Total Change is:    40,908
    77,364      3,411     -8,656     -9,244       -489    -17,152    -35,344     37,027      5,364     21,324     -8,557      4,788      2,465     25,173
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        6.1        8.7       26.5       26.6       11.2       14.1       11.5       10.4        2.9        2.4        2.3       14.3       20.8
 
Number of Traders in Each Category                                    Total Traders:       276
        32         31         52         30         56         57         38         64         69         10         15         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,432,024
Positions
   119,703    109,934     56,865    312,029    503,467    153,841    424,455    114,679     92,987     61,590     72,033     12,391    198,162    315,826
 
Changes from:       March 29, 2011                                   Total Change is:    52,434
    36,045    -14,874      3,298     11,324      4,995     12,071      3,334      3,496     -2,661      2,089     10,089        274    -13,341     35,746
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        7.7        4.0       21.8       35.2       10.7       29.6        8.0        6.5        4.3        5.0        0.9       13.8       22.1
 
Number of Traders in Each Category                                    Total Traders:       195
        22         18         27         25         41         41         27         39         37          8         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   957,084
Positions
   187,048    216,997    274,754     15,899      2,991      9,118     89,324     63,974    291,124      8,875      5,203     28,384     52,557     64,540
 
Changes from:       March 29, 2011                                   Total Change is:    -6,317
       881    -19,184    -13,476        -63        551     -1,027     -7,198     10,096      1,991     -2,821     -1,079     -2,538     17,933     18,348
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       22.7       28.7        1.7        0.3        1.0        9.3        6.7       30.4        0.9        0.5        3.0        5.5        6.7
 
Number of Traders in Each Category                                    Total Traders:       138
        24         38         49          6          .          5         26         24         40          .          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,529,717
Positions
 1,097,326  3,299,203  3,318,881  2,759,463    560,142    361,848    928,525    509,483  4,387,673     53,637    311,182    708,410    913,954  1,072,895
 
Changes from:       March 29, 2011                                   Total Change is:   574,533
   -53,703     -5,833    302,386     35,479     26,357     14,028     -6,260      8,659    224,347     15,402    -46,034     17,700     25,154     32,924
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       22.7       22.8       19.0        3.9        2.5        6.4        3.5       30.2        0.4        2.1        4.9        6.3        7.4
 
Number of Traders in Each Category                                    Total Traders:       297
        30         67         96         11         21         27         61         65        108         11         18         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,225
Positions
     4,143      5,623          0      1,462        747         35        650      3,880          7      4,800        674          0        128        259
 
Changes from:       March 29, 2011                                   Total Change is:      -697
    -1,124       -829          0          8        -80          0        377        195         -4          0         22          0         46         -1
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       50.1        0.0       13.0        6.7        0.3        5.8       34.6        0.1       42.8        6.0        0.0        1.1        2.3
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          5          .          .         10          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    28,465
Positions
    24,752     14,438          0      1,983      2,236         59      1,346      6,084          0         40      5,416          0        285        232
 
Changes from:       March 29, 2011                                   Total Change is:       -15
      -198       -489          0        -27        570          0         85       -139          0          0        -50          0        125         93
 
Percent of Open Interest Represented by Each Category of Trader
      87.0       50.7        0.0        7.0        7.9        0.2        4.7       21.4        0.0        0.1       19.0        0.0        1.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        28
         .          5          0          .          5          .          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    50,960
Positions
    24,695      5,147        117         73        765        693     15,804     35,831      1,237      1,982      1,232        309      6,051      5,630
 
Changes from:       March 29, 2011                                   Total Change is:    -2,442
       -17      2,708         80          0         73        -50     -2,568     -5,277        158       -135        -83        -45        135         -6
 
Percent of Open Interest Represented by Each Category of Trader
      48.5       10.1        0.2        0.1        1.5        1.4       31.0       70.3        2.4        3.9        2.4        0.6       11.9       11.0
 
Number of Traders in Each Category                                    Total Traders:       121
         5          7          .          .          4          .         19         49          9         24         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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   181,288
Positions
    58,234     59,259     39,009      9,692      1,947      2,284     16,356     30,657     24,599      2,400      1,247      8,281     20,433     14,005
 
Changes from:       March 29, 2011                                   Total Change is:    -2,771
    -6,578     -7,664        606      1,294        401       -116      2,559      6,849       -822        524       -769        130       -368     -1,386
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       32.7       21.5        5.3        1.1        1.3        9.0       16.9       13.6        1.3        0.7        4.6       11.3        7.7
 
Number of Traders in Each Category                                    Total Traders:       109
        18          6         19         11          4          4         21         24         24          9          6         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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     8,886
Positions
     2,131      5,123          0      2,577          0          0      2,410      2,149         37        150         77          0      1,581      1,500
 
Changes from:       March 29, 2011                                   Total Change is:      -793
        -8       -205          0         45          0          0       -836        936          0          0     -1,500          0          6        -24
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       57.7        0.0       29.0        0.0        0.0       27.1       24.2        0.4        1.7        0.9        0.0       17.8       16.9
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          4          0          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,417
Positions
       413     12,815          1      7,844          0          1      3,149        127          3          0        127         12      1,994        331
 
Changes from:       March 29, 2011                                   Total Change is:        45
        -1         48          1        -91          0          0        934         -5          0          0         23          0       -798        -22
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       95.5        0.0       58.5        0.0        0.0       23.5        0.9        0.0        0.0        0.9        0.1       14.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          9          0          .          8          .          .          0          .          .
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Updated April 8, 2011