```
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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   163,036
Positions
     9,057     64,509        788     19,465     34,084        173     72,304     43,962      1,660     10,012        609        304     49,273     16,947
 
Changes from:       April 24, 2012                                   Total Change is:    28,137
    -1,050     21,755        -38        566        -16       -198     21,537      7,349       -193       -460        -28         36      7,937       -530
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       39.6        0.5       11.9       20.9        0.1       44.3       27.0        1.0        6.1        0.4        0.2       30.2       10.4
 
Number of Traders in Each Category                                    Total Traders:        86
         4         13          4          7          4          .         32         14          9         10          .          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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    41,657
Positions
    12,369     13,157        361        840      1,495        250     13,909     12,323        123        537          0          0     13,268     13,948
 
Changes from:       April 24, 2012                                   Total Change is:     1,502
      -372      3,058        -36        164       -416        -55        634       -252          3          0          0          0      1,164       -800
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       31.6        0.9        2.0        3.6        0.6       33.4       29.6        0.3        1.3        0.0        0.0       31.9       33.5
 
Number of Traders in Each Category                                    Total Traders:        35
         6          6          .          .          .          .          8         10          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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   188,288
Positions
    29,888     86,379        226      9,328     46,182      6,392     98,985     26,567        358      2,424      3,983          0     40,687     18,201
 
Changes from:       April 24, 2012                                   Total Change is:    14,920
    -2,138     18,853         19        337       -339       -207     11,942     -2,542         20        -20        659          0      4,967     -1,543
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       45.9        0.1        5.0       24.5        3.4       52.6       14.1        0.2        1.3        2.1        0.0       21.6        9.7
 
Number of Traders in Each Category                                    Total Traders:       103
         7         11          4          6         16          5         40         15          4          4          4          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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   140,349
Positions
    46,725     23,036        545     65,833      9,085        847     13,797     60,418        199        554      1,658          0     11,849     44,561
 
Changes from:       April 24, 2012                                   Total Change is:     2,713
     1,650      4,305         33        -23       -800       -160        168     -2,899         54         46     -1,039          0        945      3,219
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       16.4        0.4       46.9        6.5        0.6        9.8       43.0        0.1        0.4        1.2        0.0        8.4       31.8
 
Number of Traders in Each Category                                    Total Traders:        85
         8          9          .          9          7          .         14         33          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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   279,605
Positions
   153,942     13,442      2,233     27,734     45,440      7,018     49,337    129,999      1,618      6,398     12,524        447     30,878     66,884
 
Changes from:       April 24, 2012                                   Total Change is:    -7,610
    -9,478       -449        373      1,027       -754       -148     -1,060     -4,507        871        349     -3,547       -274        730        825
 
Percent of Open Interest Represented by Each Category of Trader
      55.1        4.8        0.8        9.9       16.3        2.5       17.6       46.5        0.6        2.3        4.5        0.2       11.0       23.9
 
Number of Traders in Each Category                                    Total Traders:       171
        25         11          5         15         18         11         21         61         15          6         14          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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   147,749
Positions
    25,998     32,554      1,417      2,875     42,417        901     85,821     48,911        240      1,098      2,408         50     29,349     18,851
 
Changes from:       April 24, 2012                                   Total Change is:     1,010
   -10,845      1,701        391        237       -391        -83      7,580       -225          9       -520      1,778        -22      4,263     -2,148
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       22.0        1.0        1.9       28.7        0.6       58.1       33.1        0.2        0.7        1.6        0.0       19.9       12.8
 
Number of Traders in Each Category                                    Total Traders:        79
         8          9          7          .          9          .         26         18          5          .          4          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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   125,951
Positions
    43,153     49,104     66,374      2,504          0          0      5,405      2,538      7,820        113          0          0        582        115
 
Changes from:       April 24, 2012                                   Total Change is:       528
        43        218        296        222          0          0        -67         15          0        113          0          0        -79         -1
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       39.0       52.7        2.0        0.0        0.0        4.3        2.0        6.2        0.1        0.0        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        28
         8         12         12          .          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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   156,499
Positions
    55,321    121,664         50     28,858      1,153      1,804     62,266     26,362        585      1,727      2,149          0      5,888      2,732
 
Changes from:       April 24, 2012                                   Total Change is:    -5,906
      -680        471         50     -1,209      1,047       -210     -4,684     -7,050         98         28        214          0        701       -526
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       77.7        0.0       18.4        0.7        1.2       39.8       16.8        0.4        1.1        1.4        0.0        3.8        1.7
 
Number of Traders in Each Category                                    Total Traders:       100
         7         11          .          9          .          .         37         23          5          9          .          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    18,898
Positions
    13,751      2,365      1,282        933          0          0      2,286      1,070          0        180     13,433          0        466        748
 
Changes from:       April 24, 2012                                   Total Change is:    -1,718
      -876       -624          5       -169          0          0        365       -275       -737       -350          0          0         44        -87
 
Percent of Open Interest Represented by Each Category of Trader
      72.8       12.5        6.8        4.9        0.0        0.0       12.1        5.7        0.0        1.0       71.1        0.0        2.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        21
         7          .          .          .          0          0          6          .          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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    19,815
Positions
     2,561     14,657         42        392          0          0     11,931      3,275        125        531        338          0      4,233      1,378
 
Changes from:       April 24, 2012                                   Total Change is:       689
       569      1,521         40       -158       -109          0       -276       -668         24         -6          0          0        496       -119
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       74.0        0.2        2.0        0.0        0.0       60.2       16.5        0.6        2.7        1.7        0.0       21.4        7.0
 
Number of Traders in Each Category                                    Total Traders:        45
         4         10          .          .          0          0         16          9          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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    56,222
Positions
    12,756     36,219        910      4,288      1,727        573     27,310     10,562         53      2,896      1,105          0      7,438      5,075
 
Changes from:       April 24, 2012                                   Total Change is:     5,880
       278      3,228        -17        212       -513         70      5,673      2,031          3       -238        491          0       -101        588
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       64.4        1.6        7.6        3.1        1.0       48.6       18.8        0.1        5.2        2.0        0.0       13.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       110
        14         22          .          7          4          .         36         14          4          7          6          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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   112,443
Positions
    25,512     72,438      1,819      8,575      3,453      1,145     54,620     21,123        105      5,791      2,210          0     14,876     10,150
 
Changes from:       April 24, 2012                                   Total Change is:    11,760
       556      6,455        -33        423     -1,026        140     11,346      4,062          5       -476        981          0       -201      1,176
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       64.4        1.6        7.6        3.1        1.0       48.6       18.8        0.1        5.2        2.0        0.0       13.2        9.0
 
Number of Traders in Each Category                                    Total Traders:       110
        14         22          .          7          4          .         36         14          4          7          6          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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   816,564
Positions
    50,687    220,169     23,052    363,323    164,589     42,244    102,161    177,123     38,492     39,671     28,836      7,299    149,634    114,758
 
Changes from:       April 24, 2012                                   Total Change is:    11,495
      -897     22,464        588     -6,743    -10,736       -666     18,801      2,236       -880        594      1,096      2,531     -1,833     -5,138
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       27.0        2.8       44.5       20.2        5.2       12.5       21.7        4.7        4.9        3.5        0.9       18.3       14.1
 
Number of Traders in Each Category                                    Total Traders:       553
        31         56         29        118         62         60        101        114         69         32         37         15
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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   244,810
Positions
    21,520     79,727      5,446    105,374     31,466      8,186     23,352     35,342      2,677      8,839      6,933      3,535     65,881     71,498
 
Changes from:       April 24, 2012                                   Total Change is:     3,684
    -2,291      9,161      1,665     -2,048       -193        181      3,886     -6,379        328         79         51      2,255       -371     -3,385
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       32.6        2.2       43.0       12.9        3.3        9.5       14.4        1.1        3.6        2.8        1.4       26.9       29.2
 
Number of Traders in Each Category                                    Total Traders:       112
        12         15          7         25          9         13         15         25         12          5          5          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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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 2,858,768
Positions
   169,685    726,062     64,181  1,313,118    688,990    146,915    503,658    818,518     69,465    166,383    121,739      6,600    418,763    216,298
 
Changes from:       April 24, 2012                                   Total Change is:    39,057
    -8,598     50,947     10,180    -23,919    -53,158     -3,790     60,416     28,916      8,121      3,204      5,854        753     -7,310     -8,766
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       25.4        2.2       45.9       24.1        5.1       17.6       28.6        2.4        5.8        4.3        0.2       14.6        7.6
 
Number of Traders in Each Category                                    Total Traders:       523
        29         54         22        104         58         52        104        108         53         31         34         11
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    98,834
Positions
    14,013     19,702        446     52,374     55,520      2,079     17,066     13,224         50      2,033      4,461          0     10,773      3,352
 
Changes from:       April 24, 2012                                   Total Change is:    -2,050
      -437        300         35     -6,658     -1,785       -187      2,940        290         -3        289       -112          0      1,971       -588
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       19.9        0.5       53.0       56.2        2.1       17.3       13.4        0.1        2.1        4.5        0.0       10.9        3.4
 
Number of Traders in Each Category                                    Total Traders:        98
        14          8          .         32         11          9         16         11          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    98,438
Positions
     6,021     50,670      8,011     33,725      7,396      1,197     29,261     11,042      6,622      2,499      6,156        329     10,773      7,014
 
Changes from:       April 24, 2012                                   Total Change is:        -8
       933     -4,309      2,682        295       -562       -140     -5,697        -39      1,555        880        197       -141       -377        747
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       51.5        8.1       34.3        7.5        1.2       29.7       11.2        6.7        2.5        6.3        0.3       10.9        7.1
 
Number of Traders in Each Category                                    Total Traders:       241
        19         31         12         38         20         13         68         35         15         16         14          .
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    16,483
Positions
     5,917     11,601        548      1,036          0          0      3,242      3,379          0        876          0          0      4,864        955
 
Changes from:       April 24, 2012                                   Total Change is:     1,263
     1,062        377         74          0          0          0        110        921          0        547          0          0       -530       -109
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       70.4        3.3        6.3        0.0        0.0       19.7       20.5        0.0        5.3        0.0        0.0       29.5        5.8
 
Number of Traders in Each Category                                    Total Traders:        23
         4         10          .          .          0          0          .          .          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   409,777
Positions
    36,454    231,280      1,381    163,445     36,981      5,986    160,771     68,992      2,433      9,762     32,427          0     29,545     30,297
 
Changes from:       April 24, 2012                                   Total Change is:    -6,356
    11,849    -10,934        548      1,477     -2,809       -698    -21,909      2,324        652      1,663        984       -705        767      4,282
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       56.4        0.3       39.9        9.0        1.5       39.2       16.8        0.6        2.4        7.9        0.0        7.2        7.4
 
Number of Traders in Each Category                                    Total Traders:       238
        21         28          5         38         20         13         68         34         12         15         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   397,471
Positions
   152,986     31,522     10,652    125,966    193,346     20,208     63,999    115,075      1,543      3,301     10,669         59     18,757     14,397
 
Changes from:       April 24, 2012                                   Total Change is:   -11,514
    -6,295      6,642       -281     -8,501    -13,555       -841      6,079      1,842     -2,739        766       -526       -191        489     -1,865
 
Percent of Open Interest Represented by Each Category of Trader
      38.5        7.9        2.7       31.7       48.6        5.1       16.1       29.0        0.4        0.8        2.7        0.0        4.7        3.6
 
Number of Traders in Each Category                                    Total Traders:       255
        20         13          5         50         45         23         53         53         14          8         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,151
Positions
    13,285        783          0     10,495        470         91      9,128     11,039          0      2,157      6,694          0      6,995     23,074
 
Changes from:       April 24, 2012                                   Total Change is:       337
       192          0          0       -541        -20         40         62         92          0        -38          0          0        622        225
 
Percent of Open Interest Represented by Each Category of Trader
      31.5        1.9        0.0       24.9        1.1        0.2       21.7       26.2        0.0        5.1       15.9        0.0       16.6       54.7
 
Number of Traders in Each Category                                    Total Traders:        42
         7          .          0         11          .          .          9          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    66,562
Positions
    16,016     10,725      2,334      8,737      2,614        623     15,699      2,256      7,342      3,492        955          0     12,319     39,713
 
Changes from:       April 24, 2012                                   Total Change is:     2,979
     5,230       -598     -1,317        184       -370        -82     -1,206         74        423        104       -684          0       -357      5,533
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       16.1        3.5       13.1        3.9        0.9       23.6        3.4       11.0        5.2        1.4        0.0       18.5       59.7
 
Number of Traders in Each Category                                    Total Traders:        55
        15         11          5          4          .          .         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    58,235
Positions
       222     14,777      1,226     40,437     21,797      3,814      7,224     14,746        100        823          0          0      4,389      1,775
 
Changes from:       April 24, 2012                                   Total Change is:       507
         0      1,747          1      1,015       -961         26       -392        373         96        823          0          0     -1,062       -775
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       25.4        2.1       69.4       37.4        6.5       12.4       25.3        0.2        1.4        0.0        0.0        7.5        3.0
 
Number of Traders in Each Category                                    Total Traders:        61
         .          5          .         20         20          9          8          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    84,628
Positions
     9,882     33,449      1,861     42,414      6,458      3,204     11,082     34,984         60      5,763        390        223     10,139      3,999
 
Changes from:       April 24, 2012                                   Total Change is:     1,048
    -2,122        185        161      4,497       -883       -343      1,035      3,306         34       -872       -203         -7     -1,335     -1,202
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       39.5        2.2       50.1        7.6        3.8       13.1       41.3        0.1        6.8        0.5        0.3       12.0        4.7
 
Number of Traders in Each Category                                    Total Traders:        87
         9         15          6         22         10          9         12         11          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   571,339
Positions
    15,609    101,828      2,070    233,955    141,066     77,431     64,707     47,355      7,698     20,218     48,822        122    149,529    144,947
 
Changes from:       April 24, 2012                                   Total Change is:    -7,195
    -1,756      5,056        784    -11,555     -4,992      5,031     -4,548    -13,036        167      2,073        916     -1,455      4,064        334
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       17.8        0.4       40.9       24.7       13.6       11.3        8.3        1.3        3.5        8.5        0.0       26.2       25.4
 
Number of Traders in Each Category                                    Total Traders:       165
        11         18          7         40         24         31         18         36         13          5         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   356,427
Positions
     2,476    145,325        197    255,227     13,618     28,205      2,138    110,625         56      8,331      4,691          0     59,797     53,710
 
Changes from:       April 24, 2012                                   Total Change is:    -7,672
         0     -4,932       -337     -5,430     -2,481        365     -3,177     -3,359          0     -3,747          0          0      4,654      3,072
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       40.8        0.1       71.6        3.8        7.9        0.6       31.0        0.0        2.3        1.3        0.0       16.8       15.1
 
Number of Traders in Each Category                                    Total Traders:        65
         .         10          .         33          6         22          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   953,779
Positions
    62,154    184,496      9,402    200,841    148,399     66,101    288,779    375,851     20,653    179,313     42,072      7,175    119,361     99,630
 
Changes from:       April 24, 2012                                   Total Change is:    36,024
       751     29,788     -1,445    -18,240    -28,657      4,950     39,520     37,693       -663      6,079     -1,958        264      4,808     -3,948
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       19.3        1.0       21.1       15.6        6.9       30.3       39.4        2.2       18.8        4.4        0.8       12.5       10.4
 
Number of Traders in Each Category                                    Total Traders:       229
        18         26          6         38         28         39         42         37         20         20         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,832,781
Positions
   129,249    243,532     42,375    614,943    512,056    233,449    350,840    292,430     38,549    125,776    125,623     24,985    272,615    319,782
 
Changes from:       April 24, 2012                                   Total Change is:    12,854
    34,268      3,295     12,733    -39,548    -16,512     21,537    -21,368      8,324      2,800      1,350      5,450      3,794     -2,712    -28,567
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       13.3        2.3       33.6       27.9       12.7       19.1       16.0        2.1        6.9        6.9        1.4       14.9       17.4
 
Number of Traders in Each Category                                    Total Traders:       303
        18         52         19         33         59         50         41         69         41          9         22         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,323,793
Positions
    84,851    115,576     34,360    340,348    508,770    138,701    259,556    155,209     25,507    186,676     79,065     13,328    240,466    253,277
 
Changes from:       April 24, 2012                                   Total Change is:     2,504
    18,117    -29,717     -4,455     40,416       -285     -1,020     -7,368     40,516     -3,836    -21,102      2,459     -4,461    -13,787      3,303
 
Percent of Open Interest Represented by Each Category of Trader
       6.4        8.7        2.6       25.7       38.4       10.5       19.6       11.7        1.9       14.1        6.0        1.0       18.2       19.1
 
Number of Traders in Each Category                                    Total Traders:       194
        12         22          9         24         39         35         34         35         20          9         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   490,074
Positions
   177,695    152,132    170,593          0      1,063      1,200     57,259     59,312     50,534        776      3,604      4,459     27,558     47,177
 
Changes from:       April 24, 2012                                   Total Change is:   -33,490
    -6,172     -7,370    -22,692          0     -1,053          0      3,370      3,448     -2,796     -2,997        600       -455     -1,748     -3,172
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       31.0       34.8        0.0        0.2        0.2       11.7       12.1       10.3        0.2        0.7        0.9        5.6        9.6
 
Number of Traders in Each Category                                    Total Traders:        85
        19         27         42          0          .          .         12         19         22          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 8,815,768
Positions
 2,097,164  2,386,751  1,927,828    392,889    375,040    189,224  1,215,354    662,466  1,693,748    212,426    402,768    230,068    857,067    947,875
 
Changes from:       April 24, 2012                                   Total Change is:   117,007
   -87,614     82,066     78,568     56,845    -64,531     13,751     96,624     50,517    -39,125      4,561     -6,312      5,025    -11,628     -2,952
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       27.1       21.9        4.5        4.3        2.1       13.8        7.5       19.2        2.4        4.6        2.6        9.7       10.8
 
Number of Traders in Each Category                                    Total Traders:       257
        35         49         81         14          7         19         55         56         86         12         12         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,197
Positions
     3,900        279          0        625        973          6      2,146      6,513         14      1,320        300          0        186        112
 
Changes from:       April 24, 2012                                   Total Change is:       266
       -29         -6          0        -17          0          0        318        268          0          0         20          0         -6        -16
 
Percent of Open Interest Represented by Each Category of Trader
      47.6        3.4        0.0        7.6       11.9        0.1       26.2       79.5        0.2       16.1        3.7        0.0        2.3        1.4
 
Number of Traders in Each Category                                    Total Traders:        30
         4          .          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,475
Positions
     5,801      3,722          0      1,150      2,233         45      1,134      2,087          0         71        336          0        274         52
 
Changes from:       April 24, 2012                                   Total Change is:      -187
       173         63          0         23        335          0       -399       -532          0          1        -35          0         15        -18
 
Percent of Open Interest Represented by Each Category of Trader
      68.4       43.9        0.0       13.6       26.3        0.5       13.4       24.6        0.0        0.8        4.0        0.0        3.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        33
         .          4          0          .          5          .          6          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    45,539
Positions
    15,304     19,746        155      2,117      1,439        244     13,117     19,470      1,132      7,670      1,156         23      5,777      2,174
 
Changes from:       April 24, 2012                                   Total Change is:     2,395
       124       -354        155        -38      1,439       -287      2,961      1,320         41      2,856        736          9     -3,426       -664
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       43.4        0.3        4.6        3.2        0.5       28.8       42.8        2.5       16.8        2.5        0.1       12.7        4.8
 
Number of Traders in Each Category                                    Total Traders:       102
         5          4          .          7          .          .         24         26          5         27          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   318,793
Positions
   147,405     58,775     28,806     41,226      5,244      7,775     10,149    118,469     19,067      2,069     18,447     40,946     21,350     21,264
 
Changes from:       April 24, 2012                                   Total Change is:    18,164
     6,081      1,404        -31      5,711      1,537      1,060      2,740     11,675        391      1,051      2,802         31      1,130       -705
 
Percent of Open Interest Represented by Each Category of Trader
      46.2       18.4        9.0       12.9        1.6        2.4        3.2       37.2        6.0        0.6        5.8       12.8        6.7        6.7
 
Number of Traders in Each Category                                    Total Traders:       131
        13         13         19         10          9         10         15         44         38          4         12         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     7,156
Positions
       844      1,022        297      2,920      1,020          0      2,123      3,674        594        290        527          0         88         22
 
Changes from:       April 24, 2012                                   Total Change is:      -277
         0       -322          6       -400         71          0        112        -34          0          0          0          0          5          2
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       14.3        4.2       40.8       14.3        0.0       29.7       51.3        8.3        4.1        7.4        0.0        1.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          5          .          0          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated May 4, 2012