```
Traders in Financial Futures- Futures Only Positions as of May 10, 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   121,478
Positions
    10,773     86,337      1,610      9,786      6,356        260     40,024      7,630      2,421      8,082        562          0     48,522     16,302
 
Changes from:       May 3, 2011                                      Total Change is:   -18,441
     1,143     -9,605     -2,813       -434       -100         -3    -16,033     -7,887        662       -369        562          0       -594        743
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       71.1        1.3        8.1        5.2        0.2       32.9        6.3        2.0        6.7        0.5        0.0       39.9       13.4
 
Number of Traders in Each Category                                    Total Traders:        84
         8         11          6          4          .          .         33         13          6         11          .          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    72,312
Positions
    13,456     40,299        124        833      1,122         79     29,533     19,756        318        418          0          0     27,551     10,614
 
Changes from:       May 3, 2011                                      Total Change is:      -466
     2,984       -108     -2,341        -21          2          0        194      2,295        300          0          0          0     -1,582       -614
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       55.7        0.2        1.2        1.6        0.1       40.8       27.3        0.4        0.6        0.0        0.0       38.1       14.7
 
Number of Traders in Each Category                                    Total Traders:        47
         7          6          .          .          .          .         22          8          5          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   108,117
Positions
     8,778     43,641        556      5,912     23,057      1,358     51,546     16,971        209      3,770      3,403          0     35,988     18,922
 
Changes from:       May 3, 2011                                      Total Change is:   -15,886
     3,871    -11,466       -780     -1,015      1,217        -10    -15,711     -7,128         -8        566       -499        -27     -2,772      2,815
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       40.4        0.5        5.5       21.3        1.3       47.7       15.7        0.2        3.5        3.1        0.0       33.3       17.5
 
Number of Traders in Each Category                                    Total Traders:        96
        10         11          4          .         13          5         32         20          6          4          .          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 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   102,289
Positions
    15,673     32,876      2,753     26,324      7,465        386     30,130     18,386        703        900      2,563          0     25,420     37,157
 
Changes from:       May 3, 2011                                      Total Change is:    -2,301
   -12,174     16,374       -893      1,467       -565       -135      9,896    -15,769        290       -436       -403          0       -316     -1,200
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       32.1        2.7       25.7        7.3        0.4       29.5       18.0        0.7        0.9        2.5        0.0       24.9       36.3
 
Number of Traders in Each Category                                    Total Traders:        96
         9         18          4          9          7          .         22         24          7          .          6          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 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   242,927
Positions
    54,015    119,834      1,232     32,066     23,352      2,405     68,986     45,937        949     22,689      6,918        221     60,364     42,079
 
Changes from:       May 3, 2011                                      Total Change is:   -21,410
    27,751    -17,058       -231       -478      1,431        -53    -36,419     -1,690     -1,354         38      1,155        -93    -10,571     -3,517
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       49.3        0.5       13.2        9.6        1.0       28.4       18.9        0.4        9.3        2.8        0.1       24.8       17.3
 
Number of Traders in Each Category                                    Total Traders:       167
        20         18          7         18         17         10         36         39         15          8         11          4
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Traders in Financial Futures- Futures Only Positions as of May 10, 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   128,314
Positions
    11,962     92,210        484     10,361      3,369        158     70,755     12,541        398      1,237        612          0     32,959     18,542
 
Changes from:       May 3, 2011                                      Total Change is:   -14,014
     1,351    -11,739        135     -1,102         30          0    -10,791     -2,648         89       -848        -44          0     -2,848        163
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       71.9        0.4        8.1        2.6        0.1       55.1        9.8        0.3        1.0        0.5        0.0       25.7       14.5
 
Number of Traders in Each Category                                    Total Traders:        74
         5         12          .          6          4          .         31         12          5          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 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    99,220
Positions
    14,183     33,275     53,228          0          0          0     28,648     11,526        934      1,645          0          0        582        257
 
Changes from:       May 3, 2011                                      Total Change is:    -3,048
    -2,072     -2,405     -1,256          0          0          0        986        501        266       -930          0          0        -42       -154
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       33.5       53.6        0.0        0.0        0.0       28.9       11.6        0.9        1.7        0.0        0.0        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        24
         5         10         12          0          0          0          5          .          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 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   158,386
Positions
     4,486    127,952        310     16,330      1,443         45    122,635     23,371        361      5,802      3,011          0      8,417      1,893
 
Changes from:       May 3, 2011                                      Total Change is:    -4,577
     3,299     -3,027         50       -639       -300          0     -6,131     -1,490        246     -1,110          0          0       -292        -56
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       80.8        0.2       10.3        0.9        0.0       77.4       14.8        0.2        3.7        1.9        0.0        5.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       130
         7         15          4          9          .          .         66         12          4         15          4          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 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    30,504
Positions
     1,591     19,539         20        577        150          0     23,438      9,315          5      1,028        139          0      3,845      1,336
 
Changes from:       May 3, 2011                                      Total Change is:    -1,116
      -158       -399          2       -859         15          0        509       -557       -235         45          0          0       -420         58
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       64.1        0.1        1.9        0.5        0.0       76.8       30.5        0.0        3.4        0.5        0.0       12.6        4.4
 
Number of Traders in Each Category                                    Total Traders:        47
         .         13          .          .          .          0         14         11          .          4          .          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 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    60,500
Positions
    19,944     34,730        204      3,832      1,507        474     26,977     16,473        217      1,190        643          0      7,664      6,255
 
Changes from:       May 3, 2011                                      Total Change is:    -5,025
    -1,155     -2,453       -732       -374        242         -3     -3,507     -1,929        207       -123       -778          0        662        421
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       57.4        0.3        6.3        2.5        0.8       44.6       27.2        0.4        2.0        1.1        0.0       12.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       107
        18         16          .          8          4          .         42         15          5          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 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   120,999
Positions
    39,887     69,459        408      7,664      3,013        947     53,953     32,945        433      2,379      1,285          0     15,328     12,509
 
Changes from:       May 3, 2011                                      Total Change is:   -10,049
    -2,310     -4,906     -1,463       -748        483         -5     -7,013     -3,857        413       -246     -1,555          0      1,323        841
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       57.4        0.3        6.3        2.5        0.8       44.6       27.2        0.4        2.0        1.1        0.0       12.7       10.3
 
Number of Traders in Each Category                                    Total Traders:       107
        18         16          .          8          4          .         42         15          5          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 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   863,175
Positions
    53,866    268,413     34,788    403,444    113,535     56,975     82,038    171,171     29,734     22,817     59,956      7,397    172,117    121,208
 
Changes from:       May 3, 2011                                      Total Change is:   -21,903
     2,766     -4,837    -15,404       -127       -816     -1,783    -12,609      1,157     -6,020        -66       -375      1,396      9,944      4,778
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       31.1        4.0       46.7       13.2        6.6        9.5       19.8        3.4        2.6        6.9        0.9       19.9       14.0
 
Number of Traders in Each Category                                    Total Traders:       539
        35         52         18        124         51         59         88        122         63         35         30         11
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   321,634
Positions
    16,389    160,048      5,828    132,597     35,450      9,334     27,632     29,252      2,587      5,268     35,189      3,629    118,370     40,317
 
Changes from:       May 3, 2011                                      Total Change is:       -68
     7,438     -6,040        300     -5,144      1,077        218     -5,869      3,925        232       -252       -254      1,570      1,439     -1,096
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       49.8        1.8       41.2       11.0        2.9        8.6        9.1        0.8        1.6       10.9        1.1       36.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       126
         8         21          .         32         12         12         12         29          8          5          7          .
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Traders in Financial Futures- Futures Only Positions as of May 10, 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 2,707,707
Positions
   282,028    636,468     50,159  1,367,990    404,182    224,446    373,383    810,947     34,381    101,930    138,018      4,653    268,737    404,453
 
Changes from:       May 3, 2011                                      Total Change is:  -109,174
   -17,983     11,393    -83,895     25,763     -8,786    -10,682    -53,846    -33,983    -11,116        122     -1,415        -60     42,523     29,370
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       23.5        1.9       50.5       14.9        8.3       13.8       29.9        1.3        3.8        5.1        0.2        9.9       14.9
 
Number of Traders in Each Category                                    Total Traders:       498
        32         48         12        105         48         51         90        114         43         32         28          9
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Traders in Financial Futures- Futures Only Positions as of May 10, 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 S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   115,028
Positions
    18,767     46,669          0     57,676     35,732      5,709     22,080     18,798          0      1,466      5,051          0      9,330      3,069
 
Changes from:       May 3, 2011                                      Total Change is:    -4,562
      -740       -733     -4,435     -1,462      1,523       -114      2,074       -569        -51        -96          0          0        262       -183
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       40.6        0.0       50.1       31.1        5.0       19.2       16.3        0.0        1.3        4.4        0.0        8.1        2.7
 
Number of Traders in Each Category                                    Total Traders:        97
         7         10          0         34         13         12         17         13          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   104,332
Positions
    13,227     51,669      6,867     16,214      9,943      2,280     37,206     10,462     15,002      3,304      3,973        447      9,784      3,687
 
Changes from:       May 3, 2011                                      Total Change is:    -2,304
      -172        311       -618     -1,189        260       -190        425     -1,289       -104       -999       -753        274        269       -196
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       49.5        6.6       15.5        9.5        2.2       35.7       10.0       14.4        3.2        3.8        0.4        9.4        3.5
 
Number of Traders in Each Category                                    Total Traders:       254
        24         32         14         33         21         12         81         37         18         13         11          .
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Traders in Financial Futures- Futures Only Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    24,455
Positions
     4,240     20,278        323      1,600          0          0     14,168        242          0        245      2,669          0      3,879        943
 
Changes from:       May 3, 2011                                      Total Change is:       335
       192        965       -250       -259          0          0        107        -24          0         23       -369          0        522         13
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       82.9        1.3        6.5        0.0        0.0       57.9        1.0        0.0        1.0       10.9        0.0       15.9        3.9
 
Number of Traders in Each Category                                    Total Traders:        29
         5         12          .          .          0          0          6          .          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of May 10, 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   399,383
Positions
    76,236    188,257      1,418     77,070     53,714      7,402    187,038    122,951      3,162     17,244      8,472        287     29,526     13,720
 
Changes from:       May 3, 2011                                      Total Change is:   -13,193
       942       -506     -4,601     -4,648      1,300       -950      1,806     -6,109       -733     -3,775       -584         33     -1,267     -1,043
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       47.1        0.4       19.3       13.4        1.9       46.8       30.8        0.8        4.3        2.1        0.1        7.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       251
        24         30          6         33         21         12         80         40         13         13         10          .
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Traders in Financial Futures- Futures Only Positions as of May 10, 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   398,552
Positions
   166,086     36,536     13,391    109,761    136,754     33,384     48,292    131,709      5,722      2,188     23,533        225     19,503     17,298
 
Changes from:       May 3, 2011                                      Total Change is:       480
     8,154     -2,287      1,831     -3,582      2,386        -59     -6,205     -3,236      1,751         34      1,418        225     -1,669     -1,549
 
Percent of Open Interest Represented by Each Category of Trader
      41.7        9.2        3.4       27.5       34.3        8.4       12.1       33.0        1.4        0.5        5.9        0.1        4.9        4.3
 
Number of Traders in Each Category                                    Total Traders:       260
        18         20          .         50         46         28         42         61         17          5         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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    49,692
Positions
    13,149      3,010        285      6,518     11,072      1,976     16,591      8,110      4,161        216      4,421          0      6,796     16,657
 
Changes from:       May 3, 2011                                      Total Change is:    -5,501
       790        547     -5,530        595        122          0     -1,301        -33         30          0       -562          0        -85        -75
 
Percent of Open Interest Represented by Each Category of Trader
      26.5        6.1        0.6       13.1       22.3        4.0       33.4       16.3        8.4        0.4        8.9        0.0       13.7       33.5
 
Number of Traders in Each Category                                    Total Traders:        65
        10          6          .         10          4          .         16         13          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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    60,337
Positions
    26,995     24,586      1,822      7,764      2,824        615      9,910     16,300      1,830        952      6,335        832      9,617      5,193
 
Changes from:       May 3, 2011                                      Total Change is:    -4,399
       223      1,778     -6,029        204         51          0       -274       -594         41          0       -366        367      1,069        353
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       40.7        3.0       12.9        4.7        1.0       16.4       27.0        3.0        1.6       10.5        1.4       15.9        8.6
 
Number of Traders in Each Category                                    Total Traders:        80
        17         15          .          9          .          .         13         17          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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    31,418
Positions
       256      7,332          0     20,017     11,636      3,412      3,530      6,706          4        419          0          0      3,780      2,328
 
Changes from:       May 3, 2011                                      Total Change is:    -1,470
         0       -544       -901         59        683          0       -663       -755        -44          0          0          0         79         91
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       23.3        0.0       63.7       37.0       10.9       11.2       21.3        0.0        1.3        0.0        0.0       12.0        7.4
 
Number of Traders in Each Category                                    Total Traders:        51
         .          .          0         21         13          7          5          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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    40,234
Positions
     5,974     17,844        742     14,346      4,265      1,050      8,600     12,528        484      1,518        798         17      7,503      2,506
 
Changes from:       May 3, 2011                                      Total Change is:    -1,673
      -474       -504       -200       -426         32        -24       -709       -680         96        406          0          0       -342       -393
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       44.4        1.8       35.7       10.6        2.6       21.4       31.1        1.2        3.8        2.0        0.0       18.6        6.2
 
Number of Traders in Each Category                                    Total Traders:        59
         7          6          .         13          7          .         14          5          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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   660,636
Positions
    10,431     87,871      4,457    276,894    146,633     69,065    107,569    128,630     15,442     15,139     61,955          0    161,639    146,583
 
Changes from:       May 3, 2011                                      Total Change is:    53,411
     5,298     15,947     -1,205     13,407      7,367      1,096     19,700      9,711      7,590        -22     13,201       -218      7,765        -78
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       13.3        0.7       41.9       22.2       10.5       16.3       19.5        2.3        2.3        9.4        0.0       24.5       22.2
 
Number of Traders in Each Category                                    Total Traders:       156
         6         20         10         41         21         35         26         30         17          4          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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   319,321
Positions
     2,338    132,070        714    235,114      5,133     18,241      2,000    115,145        108      1,700      2,100          0     59,106     45,810
 
Changes from:       May 3, 2011                                      Total Change is:     1,935
     2,338      1,984       -988      3,291       -456       -318          0     -1,214          0          0      2,100          0     -2,388        827
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       41.4        0.2       73.6        1.6        5.7        0.6       36.1        0.0        0.5        0.7        0.0       18.5       14.3
 
Number of Traders in Each Category                                    Total Traders:        69
         .         12          .         34          .         16          .         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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 1,046,874
Positions
    75,949     99,973      9,645    223,796    441,260     97,697    333,212     84,514     27,875    153,048    117,412     11,132    114,520    157,366
 
Changes from:       May 3, 2011                                      Total Change is:   -20,178
   -21,027      2,143     -5,757     13,110     -6,291     -3,275     -6,132     -9,996      2,873     -3,184      4,715      1,792      1,422     -6,382
 
Percent of Open Interest Represented by Each Category of Trader
       7.3        9.5        0.9       21.4       42.2        9.3       31.8        8.1        2.7       14.6       11.2        1.1       10.9       15.0
 
Number of Traders in Each Category                                    Total Traders:       274
        19         35         10         38         59         40         48         35         25          9         30          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,751,566
Positions
   207,315    158,866     25,428    528,622    461,596    239,968    371,170    328,658     46,005     13,228    112,494     14,355    305,475    364,196
 
Changes from:       May 3, 2011                                      Total Change is:    47,384
     2,944      1,356    -10,253     40,383    -26,363     10,092     -7,011     37,979     14,846    -22,114     41,331      4,499     13,998    -26,103
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        9.1        1.5       30.2       26.4       13.7       21.2       18.8        2.6        0.8        6.4        0.8       17.4       20.8
 
Number of Traders in Each Category                                    Total Traders:       278
        26         39         16         34         56         45         41         56         35          6         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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 1,504,040
Positions
   188,269    178,955     25,873    227,710    590,380    140,823    544,186    124,776     45,626    109,673     91,236      1,749    220,131    304,622
 
Changes from:       May 3, 2011                                      Total Change is:    46,252
    -1,596      9,225      2,389     24,434    -42,824     11,651     16,217     36,978      9,630     -1,766     12,394      1,041    -15,748      5,768
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       11.9        1.7       15.1       39.3        9.4       36.2        8.3        3.0        7.3        6.1        0.1       14.6       20.3
 
Number of Traders in Each Category                                    Total Traders:       224
        21         22         14         26         48         40         47         33         22         10         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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   681,620
Positions
   174,056    175,409    260,127      4,614      2,108     10,918     81,528     64,111     94,614     11,685     14,006      8,626     35,452     51,701
 
Changes from:       May 3, 2011                                      Total Change is:    34,955
    -5,134     -6,707     33,416     -1,683        201       -231     -4,103      1,271     10,642        -64        293       -423      2,535     -3,507
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       25.7       38.2        0.7        0.3        1.6       12.0        9.4       13.9        1.7        2.1        1.3        5.2        7.6
 
Number of Traders in Each Category                                    Total Traders:       138
        22         37         54          4          .          4         22         24         33          .         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,973,664
Positions
 1,130,746  3,967,028  1,474,983  3,231,367    562,319    201,921  1,562,012    998,094  1,198,232     83,856    384,877    123,075    967,472  1,063,135
 
Changes from:       May 3, 2011                                      Total Change is:  -145,637
   -22,728        687   -166,578     42,688   -100,216     -1,564     87,919    171,227    -26,228     11,044     47,985    -35,265    -34,925    -35,685
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       39.8       14.8       32.4        5.6        2.0       15.7       10.0       12.0        0.8        3.9        1.2        9.7       10.7
 
Number of Traders in Each Category                                    Total Traders:       289
        28         71         91         12         14         18         53         68         85         12         18         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,383
Positions
     3,978      4,660          0      1,175        748         23      1,064      5,102          3      4,872        750          0        268         97
 
Changes from:       May 3, 2011                                      Total Change is:       565
       495         47          0        -73          0          0        146        577         -4         47         30          0        -46        -85
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       40.9        0.0       10.3        6.6        0.2        9.3       44.8        0.0       42.8        6.6        0.0        2.4        0.9
 
Number of Traders in Each Category                                    Total Traders:        32
         .          .          0          .          5          .          4          8          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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    28,229
Positions
    22,980     13,937          0      1,305      2,339         58      3,528      6,295          0         79      5,537          0        279         63
 
Changes from:       May 3, 2011                                      Total Change is:       294
       -75       -124          0          0        374          0        339        -22          0          1         73          0         29         -7
 
Percent of Open Interest Represented by Each Category of Trader
      81.4       49.4        0.0        4.6        8.3        0.2       12.5       22.3        0.0        0.3       19.6        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         .          4          0          .          5          .          7          6          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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    52,362
Positions
    26,761     11,607          0         50        145        810     12,286     32,046      1,093      3,816      2,133        264      7,282      4,264
 
Changes from:       May 3, 2011                                      Total Change is:    -1,539
     1,460      3,556          0        -33       -724        237     -2,667     -3,526        259        123       -621         51       -969       -771
 
Percent of Open Interest Represented by Each Category of Trader
      51.1       22.2        0.0        0.1        0.3        1.5       23.5       61.2        2.1        7.3        4.1        0.5       13.9        8.1
 
Number of Traders in Each Category                                    Total Traders:       114
         8          5          0          .          .          .         13         44          7         31          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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   228,037
Positions
    71,656     71,235     42,247     14,048      2,809      4,889     11,819     38,629     22,603      7,044      2,914     23,100     30,631     19,611
 
Changes from:       May 3, 2011                                      Total Change is:    13,029
     2,592      6,892      4,095      2,351         -4       -333       -883     -3,018        -42       -615        918      1,256      4,608      3,265
 
Percent of Open Interest Represented by Each Category of Trader
      31.4       31.2       18.5        6.2        1.2        2.1        5.2       16.9        9.9        3.1        1.3       10.1       13.4        8.6
 
Number of Traders in Each Category                                    Total Traders:       122
        13         12         21         13          5          4         21         23         26          9          7         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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     8,084
Positions
       492      4,664          0      2,453        267          0      2,506      2,358        709        730         77          0      1,194          9
 
Changes from:       May 3, 2011                                      Total Change is:       561
         0       -202          0          6       -130          0        -97        212        672          0          0          0        -20          9
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       57.7        0.0       30.3        3.3        0.0       31.0       29.2        8.8        9.0        1.0        0.0       14.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          0          7          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of May 10, 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    13,184
Positions
       745     10,971        993      8,021          0          0      1,505        269         19          0        156         13      1,888        763
 
Changes from:       May 3, 2011                                      Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       83.2        7.5       60.8        0.0        0.0       11.4        2.0        0.1        0.0        1.2        0.1       14.3        5.8
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .         10          0          0          5          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated May 13, 2010