```
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   153,303
Positions
    11,301     95,643      8,747     10,220      6,456        263     55,013     15,727      6,908      8,199          6        511     52,140     19,041
 
Changes from:       April 26, 2011                                   Total Change is:     4,298
     1,475     -3,901      2,145        741        -28        -48      2,254      2,230      2,120     -1,395          2         51     -3,046      1,726
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       62.4        5.7        6.7        4.2        0.2       35.9       10.3        4.5        5.3        0.0        0.3       34.0       12.4
 
Number of Traders in Each Category                                    Total Traders:        97
         6         13          8          5          .          .         44         15         17          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    77,277
Positions
    10,980     40,040      3,841        854      1,120         79     29,204     17,410      1,704        418          0          0     30,197     13,083
 
Changes from:       April 26, 2011                                   Total Change is:     2,268
      -141        121        192         35          8        -14      1,017        597        563          0          0          0        616        802
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       51.8        5.0        1.1        1.4        0.1       37.8       22.5        2.2        0.5        0.0        0.0       39.1       16.9
 
Number of Traders in Each Category                                    Total Traders:        47
         6          5          5          .          .          .         22         10          7          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   135,010
Positions
     5,728     54,519      6,958      6,927     21,840      1,368     66,320     24,110      4,215      3,252      3,902         81     40,160     18,017
 
Changes from:       April 26, 2011                                   Total Change is:     6,461
     2,007     -3,083      1,522        664       -119         -1      1,328      7,936        214        341       -371         17        369        347
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       40.4        5.2        5.1       16.2        1.0       49.1       17.9        3.1        2.4        2.9        0.1       29.7       13.3
 
Number of Traders in Each Category                                    Total Traders:       111
         5         16         12          4         13          5         38         26         15          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   125,267
Positions
    29,028     14,349     12,581     24,857      8,030        521     20,780     34,877      8,238      1,337      3,369        175     27,749     43,127
 
Changes from:       April 26, 2011                                   Total Change is:    -9,476
   -15,529      1,945      2,255      1,908     -1,645       -298       -399    -10,277       -434        435        302        -15      2,600     -1,309
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       11.5       10.0       19.8        6.4        0.4       16.6       27.8        6.6        1.1        2.7        0.1       22.2       34.4
 
Number of Traders in Each Category                                    Total Traders:       115
        18         10         12          9          8          .         21         37         21          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   331,164
Positions
    38,460    134,793     16,731     32,365     22,096      2,672     99,932     48,419     34,757     20,793      5,855      9,687     75,767     56,154
 
Changes from:       April 26, 2011                                   Total Change is:    27,778
    -6,941     17,843      1,694        739      1,045        -17     20,925      7,267      8,817       -154     -8,203        126      2,589       -794
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       40.7        5.1        9.8        6.7        0.8       30.2       14.6       10.5        6.3        1.8        2.9       22.9       17.0
 
Number of Traders in Each Category                                    Total Traders:       202
        16         22         15         18         17         13         51         42         38         14         22         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   154,587
Positions
    11,102    102,704      4,965     11,463      3,455        158     80,978     15,232      4,724      2,176        730        521     38,501     22,100
 
Changes from:       April 26, 2011                                   Total Change is:       308
     2,091     -6,881         88         53       -111        -25     -2,134      6,366      1,040       -479       -409         70       -396        170
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       66.4        3.2        7.4        2.2        0.1       52.4        9.9        3.1        1.4        0.5        0.3       24.9       14.3
 
Number of Traders in Each Category                                    Total Traders:        88
         7         12          6          6          5          .         33         17         13          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   102,733
Positions
    16,716     36,141     54,488          0          0          0     27,662     11,025        668      2,575          0          0        624        411
 
Changes from:       April 26, 2011                                   Total Change is:    18,931
     2,189      1,480     16,934          0          0          0         65        615       -297          0          0          0         40        199
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       35.2       53.0        0.0        0.0        0.0       26.9       10.7        0.7        2.5        0.0        0.0        0.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        24
         4         11         13          0          0          0          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   162,963
Positions
     1,187    130,979        260     16,969      1,743         45    128,766     24,861        115      6,912      3,011          0      8,709      1,949
 
Changes from:       April 26, 2011                                   Total Change is:    -8,014
       468     -4,978         19       -232        150        -70     -7,274     -3,121       -103       -800         29          0        -22         60
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       80.4        0.2       10.4        1.1        0.0       79.0       15.3        0.1        4.2        1.8        0.0        5.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       127
         6         16          .          9          .          .         67         10          .         13          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    31,620
Positions
     1,749     19,938         18      1,436        135          0     22,929      9,872        240        983        139          0      4,265      1,278
 
Changes from:       April 26, 2011                                   Total Change is:     4,400
       115      3,060          0        882       -164          0      3,405      1,599         27        -15       -229          0        -14        107
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       63.1        0.1        4.5        0.4        0.0       72.5       31.2        0.8        3.1        0.4        0.0       13.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        51
         .         13          .          .          .          0         18         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    67,599
Positions
    21,158     37,151      1,021      4,206      1,265        476     30,300     18,092      1,510      1,238      1,489        582      7,109      6,014
 
Changes from:       April 26, 2011                                   Total Change is:     8,497
      -241      5,782        -27        306       -171         11      7,416      5,311        222      1,054        464         10       -253     -3,105
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       55.0        1.5        6.2        1.9        0.7       44.8       26.8        2.2        1.8        2.2        0.9       10.5        8.9
 
Number of Traders in Each Category                                    Total Traders:       112
        18         17          7          9          .          .         39         17          7          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   135,198
Positions
    42,316     74,301      2,041      8,412      2,530        952     60,600     36,184      3,019      2,475      2,978      1,164     14,219     12,029
 
Changes from:       April 26, 2011                                   Total Change is:    16,994
      -482     11,564        -55        611       -342         21     14,832     10,623        443      2,107        928         21       -505     -6,210
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       55.0        1.5        6.2        1.9        0.7       44.8       26.8        2.2        1.8        2.2        0.9       10.5        8.9
 
Number of Traders in Each Category                                    Total Traders:       112
        18         17          7          9          .          .         39         17          7          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,031,989
Positions
    50,889    271,407     67,014    398,397    112,754     66,998     94,135    165,557    134,851     22,642     60,099     23,302    173,760    130,006
 
Changes from:       April 26, 2011                                   Total Change is:    35,899
    -3,886    -14,875      3,013     -9,606     -3,865      4,356     16,063     -1,641     19,237      1,113     27,584      6,343       -734     -4,252
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       26.3        6.5       38.6       10.9        6.5        9.1       16.0       13.1        2.2        5.8        2.3       16.8       12.6
 
Number of Traders in Each Category                                    Total Traders:       592
        38         56         37        128         53         69        101        141        109         36         39         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   423,820
Positions
     9,649    164,161     18,931    132,617     33,342     16,615     34,880     25,281     67,022      5,440     34,658     13,762    124,904     50,048
 
Changes from:       April 26, 2011                                   Total Change is:    14,314
       331    -19,039       -705     -4,717       -918      1,622      5,907     -1,490      8,461     -1,081     22,434      4,075        421       -126
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       38.7        4.5       31.3        7.9        3.9        8.2        6.0       15.8        1.3        8.2        3.2       29.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       136
         6         20          7         32         12         15         18         32         44          7          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,040,844
Positions
   297,115    627,146    149,500  1,342,106    410,260    238,712    418,538    823,646    216,882    101,002    142,201     32,705    244,284    399,792
 
Changes from:       April 26, 2011                                   Total Change is:   107,924
    -7,358     34,543      4,862    -22,896    -13,187     12,118     76,526     24,991     28,134     14,159     28,942      8,152     -5,773    -20,629
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       20.6        4.9       44.1       13.5        7.9       13.8       27.1        7.1        3.3        4.7        1.1        8.0       13.1
 
Number of Traders in Each Category                                    Total Traders:       544
        37         53         32        110         50         59         98        130         95         31         35         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   119,596
Positions
    19,507     47,402      4,435     59,138     34,209      5,823     20,006     19,366         55      1,562      5,051          0      9,071      3,256
 
Changes from:       April 26, 2011                                   Total Change is:    -5,212
     1,430     -7,579       -399     -5,551       -922        193       -382     -1,927        -54         39      5,051          0       -488        425
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       39.6        3.7       49.4       28.6        4.9       16.7       16.2        0.0        1.3        4.2        0.0        7.6        2.7
 
Number of Traders in Each Category                                    Total Traders:        99
        10          9          .         33         14         11         18         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   109,136
Positions
    13,405     51,268      7,649     17,403      9,683      2,470     37,130     11,886     16,623      3,953      4,635        821      9,682      4,100
 
Changes from:       April 26, 2011                                   Total Change is:    16,012
      -211      7,585        990        468       -876         53      8,653        292      5,259       -194      2,676        557        438       -524
 
Percent of Open Interest Represented by Each Category of Trader
      12.3       47.0        7.0       15.9        8.9        2.3       34.0       10.9       15.2        3.6        4.2        0.8        8.9        3.8
 
Number of Traders in Each Category                                    Total Traders:       259
        23         31         13         37         18         11         76         46         32         16         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    24,479
Positions
     4,048     19,313        573      1,859          0          0     14,369        266          5        220      3,387          2      3,403        933
 
Changes from:       April 26, 2011                                   Total Change is:     6,087
     1,100      3,727         52          0          0          0      5,395         11          5         15      2,263          2       -482         27
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       78.9        2.3        7.6        0.0        0.0       58.7        1.1        0.0        0.9       13.8        0.0       13.9        3.8
 
Number of Traders in Each Category                                    Total Traders:        32
         5         11          4          .          0          0          8          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   423,284
Positions
    75,294    188,287      6,869     81,718     52,414      8,352    186,980    131,276      9,913     21,480      9,056      1,283     31,395     15,834
 
Changes from:       April 26, 2011                                   Total Change is:    49,627
    -1,211     24,635       -656      2,338     -4,382        266     43,409     28,526       -849      1,770      4,880        -40      4,599     -2,754
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       44.5        1.6       19.3       12.4        2.0       44.2       31.0        2.3        5.1        2.1        0.3        7.4        3.7
 
Number of Traders in Each Category                                    Total Traders:       255
        22         30          8         36         18         11         76         47         28         16         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   399,674
Positions
   157,932     38,823     11,560    113,343    134,368     33,443     54,756    135,301      4,809      2,301     22,115          9     21,520     19,246
 
Changes from:       April 26, 2011                                   Total Change is:     4,595
       660       -515      1,774     -1,130     -2,611      1,127        872     -3,352      1,484     -1,930      4,013        -58      1,796      2,734
 
Percent of Open Interest Represented by Each Category of Trader
      39.5        9.7        2.9       28.4       33.6        8.4       13.7       33.9        1.2        0.6        5.5        0.0        5.4        4.8
 
Number of Traders in Each Category                                    Total Traders:       265
        19         18          .         52         48         29         46         63         19          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    55,193
Positions
    12,359      2,463      5,815      5,923     10,950      1,976     17,892      8,143      4,131        216      4,983          0      6,881     16,732
 
Changes from:       April 26, 2011                                   Total Change is:      -613
      -365     -1,404       -300       -659        -70        -14     -1,527       -794      2,352          0        -18          0       -100       -365
 
Percent of Open Interest Represented by Each Category of Trader
      22.4        4.5       10.5       10.7       19.8        3.6       32.4       14.8        7.5        0.4        9.0        0.0       12.5       30.3
 
Number of Traders in Each Category                                    Total Traders:        65
        10          6          .         10          .          .         17         12          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    64,736
Positions
    26,772     22,808      7,851      7,560      2,773        615     10,184     16,894      1,789        952      6,701        465      8,548      4,840
 
Changes from:       April 26, 2011                                   Total Change is:       506
    -1,168     -1,683       -126       -346     -1,304          0         97      1,176      1,312          0      2,510        -78        815     -1,301
 
Percent of Open Interest Represented by Each Category of Trader
      41.4       35.2       12.1       11.7        4.3        1.0       15.7       26.1        2.8        1.5       10.4        0.7       13.2        7.5
 
Number of Traders in Each Category                                    Total Traders:        80
        17         15          4          9          .          .         14         16          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    32,888
Positions
       256      7,876        901     19,958     10,953      3,412      4,193      7,461         48        419          0          0      3,701      2,237
 
Changes from:       April 26, 2011                                   Total Change is:    -1,533
         0        619       -628       -614         78       -628        876       -648         45          0          0          0       -584       -371
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       23.9        2.7       60.7       33.3       10.4       12.7       22.7        0.1        1.3        0.0        0.0       11.3        6.8
 
Number of Traders in Each Category                                    Total Traders:        52
         .          4          .         21         13          7          4          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    41,907
Positions
     6,448     18,348        942     14,772      4,233      1,074      9,309     13,208        388      1,112        798         17      7,845      2,899
 
Changes from:       April 26, 2011                                   Total Change is:       901
      -259      1,049        -30        929        301       -152        146        -10       -186       -276        278          0        729       -349
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       43.8        2.2       35.2       10.1        2.6       22.2       31.5        0.9        2.7        1.9        0.0       18.7        6.9
 
Number of Traders in Each Category                                    Total Traders:        62
         6          7          .         16          7          4         12          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   674,247
Positions
     3,809     72,306     20,993    269,630    134,851     74,919     82,991    118,658     38,461     14,864     49,537      3,313    165,267    161,210
 
Changes from:       April 26, 2011                                   Total Change is:    39,730
      -142     10,709       -905     -8,017     -9,782      6,665     22,548     22,704      8,364       -200     -1,155      1,152     10,266      1,979
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       10.7        3.1       40.0       20.0       11.1       12.3       17.6        5.7        2.2        7.3        0.5       24.5       23.9
 
Number of Traders in Each Category                                    Total Traders:       157
         4         18         14         44         21         37         31         26         28          4          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   322,812
Positions
        15    133,037      2,718    231,823      5,589     18,559      2,000    115,208      1,546      1,700          0          0     64,452     46,156
 
Changes from:       April 26, 2011                                   Total Change is:     1,428
        15     -1,005        933      8,480        742      1,575     -3,750     -1,308        271          0          0          0     -6,096        219
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.2        0.8       71.8        1.7        5.7        0.6       35.7        0.5        0.5        0.0        0.0       20.0       14.3
 
Number of Traders in Each Category                                    Total Traders:        66
         .         10          5         33          .         18          .         17          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,114,985
Positions
    93,895     97,734     29,584    209,002    447,724    102,755    338,534     86,169     56,791    156,282    114,453     13,552    114,590    166,224
 
Changes from:       April 26, 2011                                   Total Change is:    14,229
    22,593     11,289      4,279      2,360      7,287      6,741    -16,554       -161      6,437    -15,536    -31,722        119      3,790      9,958
 
Percent of Open Interest Represented by Each Category of Trader
       8.4        8.8        2.7       18.7       40.2        9.2       30.4        7.7        5.1       14.0       10.3        1.2       10.3       14.9
 
Number of Traders in Each Category                                    Total Traders:       288
        21         37         26         37         58         43         59         36         34         13         27         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,045,343
Positions
   216,630    169,746    133,841    483,445    531,883    258,080    374,869    251,564    185,529     38,762     54,390     43,521    310,667    416,789
 
Changes from:       April 26, 2011                                   Total Change is:   104,217
    19,697     10,436     12,789    -10,317     -5,442     21,833      7,426     21,588     29,775     -4,541       -837     10,098     17,457      3,976
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        8.3        6.5       23.6       26.0       12.6       18.3       12.3        9.1        1.9        2.7        2.1       15.2       20.4
 
Number of Traders in Each Category                                    Total Traders:       282
        26         37         49         29         59         58         50         54         67         11         16         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,582,946
Positions
   187,889    164,543     58,226    202,943    637,321    131,469    514,892     72,253    121,405    109,819     77,127     10,461    245,842    310,140
 
Changes from:       April 26, 2011                                   Total Change is:    59,937
    36,712     -2,581      7,801     -5,883     27,922     -3,068    -46,694     -2,742     12,494     19,301        503      3,068     36,205     16,540
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       10.4        3.7       12.8       40.3        8.3       32.5        4.6        7.7        6.9        4.9        0.7       15.5       19.6
 
Number of Traders in Each Category                                    Total Traders:       212
        21         20         25         26         47         40         42         32         40          9         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   969,521
Positions
   193,010    179,158    284,263      6,297      1,907     11,149     76,620     66,467    319,932      8,006     14,015     33,443     36,801     59,187
 
Changes from:       April 26, 2011                                   Total Change is:   -40,580
   -14,629    -39,890    -19,880     -3,608       -430     -2,419    -12,497     -5,120     13,816       -189      7,111      1,279     -2,452      4,954
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       18.5       29.3        0.6        0.2        1.1        7.9        6.9       33.0        0.8        1.4        3.4        3.8        6.1
 
Number of Traders in Each Category                                    Total Traders:       145
        25         35         54          6          .          4         25         29         41          4         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is15,887,245
Positions
 1,165,253  4,083,592  3,132,157  3,191,156    719,652    292,333  1,439,847    632,357  4,657,602     70,276    306,068    858,029  1,080,593  1,205,457
 
Changes from:       April 26, 2011                                   Total Change is:   806,797
    -4,090      2,641    186,102     46,998    129,796      4,270    136,615     26,114    287,657      1,112     50,224     63,881     84,252     56,112
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       25.7       19.7       20.1        4.5        1.8        9.1        4.0       29.3        0.4        1.9        5.4        6.8        7.6
 
Number of Traders in Each Category                                    Total Traders:       307
        28         71         97          8         22         24         64         71        110         14         20         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,818
Positions
     3,483      4,613          0      1,248        748         23        918      4,525          7      4,825        720          0        314        182
 
Changes from:       April 26, 2011                                   Total Change is:      -431
        73       -382          0       -355          0         -2       -235        -24         -3        -84        -20          0        175          0
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       42.6        0.0       11.5        6.9        0.2        8.5       41.8        0.1       44.6        6.7        0.0        2.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        31
         .          .          0          .          5          .          4          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    27,935
Positions
    23,055     14,061          0      1,305      1,965         58      3,189      6,317          0         78      5,464          0        250         70
 
Changes from:       April 26, 2011                                   Total Change is:       256
       -10        914          0       -678       -568          0        933        227          0         38          0          0        -27       -317
 
Percent of Open Interest Represented by Each Category of Trader
      82.5       50.3        0.0        4.7        7.0        0.2       11.4       22.6        0.0        0.3       19.6        0.0        0.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        31
         .          4          0          .          5          .          6          6          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    55,535
Positions
    25,471      8,054         67         83        869        573     15,404     35,997      1,525      3,628      2,789        349      8,434      5,311
 
Changes from:       April 26, 2011                                   Total Change is:     2,563
     1,310      1,096          1          0       -121          8         53      1,309         78        876        -69        -26        264        287
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       14.5        0.1        0.1        1.6        1.0       27.7       64.8        2.7        6.5        5.0        0.6       15.2        9.6
 
Number of Traders in Each Category                                    Total Traders:       141
         8          7          .          .          5          .         21         55          9         27         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   215,051
Positions
    69,064     64,343     38,152     11,697      2,813      5,222     12,734     41,647     22,651      7,659      1,996     21,844     26,029     16,384
 
Changes from:       April 26, 2011                                   Total Change is:    21,942
      -755      1,469         59        653        204      2,451     -2,128      1,720      3,017      5,349       -464      9,472      3,825      4,015
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       29.9       17.7        5.4        1.3        2.4        5.9       19.4       10.5        3.6        0.9       10.2       12.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       122
        16         10         22         11          5          4         21         23         28         10          9         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 2011                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     7,523
Positions
       492      4,866          0      2,447        397          0      2,603      2,146         37        730         77          0      1,214          0
 
Changes from:       April 26, 2011                                   Total Change is:    -1,296
         0        219          0       -103         60          0       -278       -655          0          0          0          0       -915       -920
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       64.7        0.0       32.5        5.3        0.0       34.6       28.5        0.5        9.7        1.0        0.0       16.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          .          0          6          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated May 6, 2011