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Traders in Financial Futures - Futures Only Positions as of April 24, 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   134,899
Positions
    10,107     42,754        826     18,899     34,100        371     50,767     36,613      1,853     10,472        637        268     41,336     17,477
 
Changes from:       April 17, 2012                                   Total Change is:     6,058
      -195      7,473         92          4       -376          3      2,729         14       -162        824       -313        268      2,495       -941
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       31.7        0.6       14.0       25.3        0.3       37.6       27.1        1.4        7.8        0.5        0.2       30.6       13.0
 
Number of Traders in Each Category                                    Total Traders:        83
         4         11          5          7          4          .         27         16          7         12          .          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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    40,155
Positions
    12,741     10,099        397        676      1,911        305     13,275     12,575        120        537          0          0     12,104     14,748
 
Changes from:       April 17, 2012                                   Total Change is:    -1,203
    -2,022         22        274          0         -7          0     -2,177        527         22          0          0          0      2,700     -2,041
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       25.2        1.0        1.7        4.8        0.8       33.1       31.3        0.3        1.3        0.0        0.0       30.1       36.7
 
Number of Traders in Each Category                                    Total Traders:        32
         6          4          .          .          4          .          5         11          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   173,368
Positions
    32,026     67,526        207      8,991     46,521      6,599     87,043     29,109        338      2,444      3,324          0     35,720     19,744
 
Changes from:       April 17, 2012                                   Total Change is:    16,353
   -11,277     32,977       -623        178     -9,466        592     16,781     -6,105       -321        398          0          0     10,625       -701
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       38.9        0.1        5.2       26.8        3.8       50.2       16.8        0.2        1.4        1.9        0.0       20.6       11.4
 
Number of Traders in Each Category                                    Total Traders:       102
         6         10          .          7         16          5         40         17          6          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   137,636
Positions
    45,075     18,731        512     65,856      9,885      1,007     13,629     63,317        145        508      2,697          0     10,904     41,342
 
Changes from:       April 17, 2012                                   Total Change is:    -6,532
    -4,807      1,779         19       -195        223        -16     -2,769     -6,649          9       -511       -235          0      1,738     -1,662
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       13.6        0.4       47.8        7.2        0.7        9.9       46.0        0.1        0.4        2.0        0.0        7.9       30.0
 
Number of Traders in Each Category                                    Total Traders:        89
         9          8          .          8          8          .         12         37          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   287,215
Positions
   163,420     13,891      1,860     26,707     46,194      7,166     50,397    134,506        747      6,049     16,071        721     30,148     66,059
 
Changes from:       April 17, 2012                                   Total Change is:    -8,629
    -6,201     -1,658        277       -532       -125        150     -3,924     -9,303        -52       -604      1,612        -74      2,331        544
 
Percent of Open Interest Represented by Each Category of Trader
      56.9        4.8        0.6        9.3       16.1        2.5       17.5       46.8        0.3        2.1        5.6        0.3       10.5       23.0
 
Number of Traders in Each Category                                    Total Traders:       177
        26          9          6         14         18         11         25         63          9          5         17          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   146,739
Positions
    36,843     30,853      1,026      2,638     42,808        984     78,241     49,136        231      1,618        630         72     25,086     20,999
 
Changes from:       April 17, 2012                                   Total Change is:    -2,057
     4,236     -3,186       -147         -2        238          2     -3,734       -782         64        626       -268         72     -3,174      1,950
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       21.0        0.7        1.8       29.2        0.7       53.3       33.5        0.2        1.1        0.4        0.0       17.1       14.3
 
Number of Traders in Each Category                                    Total Traders:        82
         7         11          5          .         10          .         25         21          4          5          .          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   125,423
Positions
    43,110     48,886     66,078      2,282          0          0      5,472      2,523      7,820          0          0          0        661        116
 
Changes from:       April 17, 2012                                   Total Change is:        57
        99        333       -186        364          0          0       -221       -122          0          0          0          0          1         32
 
Percent of Open Interest Represented by Each Category of Trader
      34.4       39.0       52.7        1.8        0.0        0.0        4.4        2.0        6.2        0.0        0.0        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        27
         8         12         12          .          0          0          4          .          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   162,405
Positions
    56,001    121,193          0     30,067        106      2,014     66,950     33,412        487      1,699      1,935          0      5,187      3,258
 
Changes from:       April 17, 2012                                   Total Change is:    -5,213
     1,567     -3,141       -119      1,983          0     -1,350     -6,407     -1,298          6        199       -349          0     -1,092      1,038
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       74.6        0.0       18.5        0.1        1.2       41.2       20.6        0.3        1.0        1.2        0.0        3.2        2.0
 
Number of Traders in Each Category                                    Total Traders:        94
         9         11          0         11          .          .         28         22          4          8          4          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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    20,616
Positions
    14,627      2,989      1,277      1,102          0          0      1,921      1,345        737        530     13,433          0        422        835
 
Changes from:       April 17, 2012                                   Total Change is:     2,917
       836        -77      1,111        -74          0          0      1,540        816        716     -1,296          0          0         84        351
 
Percent of Open Interest Represented by Each Category of Trader
      70.9       14.5        6.2        5.3        0.0        0.0        9.3        6.5        3.6        2.6       65.2        0.0        2.0        4.1
 
Number of Traders in Each Category                                    Total Traders:        21
         6          .          .          .          0          0          4          .          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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    19,126
Positions
     1,992     13,136          2        550        109          0     12,207      3,943        101        537        338          0      3,737      1,497
 
Changes from:       April 17, 2012                                   Total Change is:    -4,826
       -34     -4,059          2        -18         -4          0     -4,730       -672        101        -82          0          0        -65       -194
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       68.7        0.0        2.9        0.6        0.0       63.8       20.6        0.5        2.8        1.8        0.0       19.5        7.8
 
Number of Traders in Each Category                                    Total Traders:        47
         .          8          .          .          .          0         16         12          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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    50,342
Positions
    12,478     32,992        926      4,076      2,240        503     21,637      8,531         50      3,134        615          0      7,539      4,487
 
Changes from:       April 17, 2012                                   Total Change is:    -1,394
    -1,161        950        -38       -549        629       -109       -648     -2,062        -57        308       -241          0        859       -467
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       65.5        1.8        8.1        4.4        1.0       43.0       16.9        0.1        6.2        1.2        0.0       15.0        8.9
 
Number of Traders in Each Category                                    Total Traders:        99
        14         20          .          7          5          .         30         13          5          7          .          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   100,683
Positions
    24,956     65,983      1,852      8,152      4,479      1,005     43,274     17,061        100      6,267      1,229          0     15,077      8,974
 
Changes from:       April 17, 2012                                   Total Change is:    -2,788
    -2,322      1,900        -75     -1,098      1,257       -218     -1,295     -4,123       -114        616       -481          0      1,718       -934
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       65.5        1.8        8.1        4.4        1.0       43.0       16.9        0.1        6.2        1.2        0.0       15.0        8.9
 
Number of Traders in Each Category                                    Total Traders:        99
        14         20          .          7          5          .         30         13          5          7          .          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   805,068
Positions
    51,584    197,706     22,464    370,066    175,325     42,910     83,360    174,887     39,372     39,077     27,740      4,768    151,467    119,896
 
Changes from:       April 17, 2012                                   Total Change is:     8,933
     7,814     -5,862        141     -4,249      4,382       -927     -8,968     -3,979     11,713       -479     -2,151       -580      4,467      6,195
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       24.6        2.8       46.0       21.8        5.3       10.4       21.7        4.9        4.9        3.4        0.6       18.8       14.9
 
Number of Traders in Each Category                                    Total Traders:       537
        35         57         32        119         63         63         83        114         69         32         34         12
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   241,126
Positions
    23,811     70,566      3,781    107,422     31,659      8,005     19,466     41,721      2,349      8,760      6,882      1,280     66,252     74,883
 
Changes from:       April 17, 2012                                   Total Change is:     5,866
     2,008     -6,661      1,199        715        143       -465        332      6,203        973       -261        101        245      1,120      4,128
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       29.3        1.6       44.6       13.1        3.3        8.1       17.3        1.0        3.6        2.9        0.5       27.5       31.1
 
Number of Traders in Each Category                                    Total Traders:       106
        10         13          5         26          9         13         14         26         10          5          .          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,819,711
Positions
   178,283    675,115     54,001  1,337,037    742,148    150,705    443,242    789,602     61,344    163,179    115,885      5,847    426,073    225,064
 
Changes from:       April 17, 2012                                   Total Change is:    15,334
    18,347     -6,685      5,391    -25,388     20,624     -1,740      7,373      2,961       -169     -4,827    -14,997       -387     16,734     10,336
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       23.9        1.9       47.4       26.3        5.3       15.7       28.0        2.2        5.8        4.1        0.2       15.1        8.0
 
Number of Traders in Each Category                                    Total Traders:       509
        35         54         23        104         59         55         84        109         52         31         33         10
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   100,884
Positions
    14,450     19,402        411     59,032     57,305      2,266     14,126     12,934         53      1,744      4,573          0      8,802      3,940
 
Changes from:       April 17, 2012                                   Total Change is:       863
     5,215       -773         -9     -1,692        303       -223        332      1,252         48     -2,548          0          0       -260        265
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       19.2        0.4       58.5       56.8        2.2       14.0       12.8        0.1        1.7        4.5        0.0        8.7        3.9
 
Number of Traders in Each Category                                    Total Traders:        97
        14          8          .         35         11         11         14         10          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    98,447
Positions
     5,088     54,979      5,328     33,430      7,958      1,337     34,958     11,082      5,066      1,620      5,960        470     11,150      6,267
 
Changes from:       April 17, 2012                                   Total Change is:    -2,581
       346     -2,604        937        130       -132        -73     -6,835     -1,680      2,560         22       -794        -62        395       -732
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       55.8        5.4       34.0        8.1        1.4       35.5       11.3        5.1        1.6        6.1        0.5       11.3        6.4
 
Number of Traders in Each Category                                    Total Traders:       234
        20         34         10         35         22         13         61         36         12         12         13          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    15,220
Positions
     4,855     11,224        474      1,036          0          0      3,132      2,458          0        329          0          0      5,394      1,064
 
Changes from:       April 17, 2012                                   Total Change is:     2,231
       735        494        474          0          0          0        985      1,413          0        329        -27       -358         66        235
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       73.7        3.1        6.8        0.0        0.0       20.6       16.1        0.0        2.2        0.0        0.0       35.4        7.0
 
Number of Traders in Each Category                                    Total Traders:        21
         4         10          .          .          0          0          .          .          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of April 24, 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   416,133
Positions
    24,605    242,214        833    161,968     39,790      6,684    182,680     66,668      1,781      8,099     31,443        705     28,778     26,015
 
Changes from:       April 17, 2012                                   Total Change is:   -24,059
       891    -12,652       -522        649       -661       -367    -26,538     -2,903        240        108     -2,192       -165      1,645     -4,837
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       58.2        0.2       38.9        9.6        1.6       43.9       16.0        0.4        1.9        7.6        0.2        6.9        6.3
 
Number of Traders in Each Category                                    Total Traders:       233
        23         31          6         35         22         13         62         35         10         12         13          .
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Traders in Financial Futures - Futures Only Positions as of April 24, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   408,985
Positions
   159,281     24,880     10,933    134,467    206,901     21,049     57,920    113,233      4,282      2,535     11,195        250     18,268     16,262
 
Changes from:       April 17, 2012                                   Total Change is:    17,672
    19,677     -2,274      1,104      1,363      6,737        661      1,008     10,780      2,455       -548        439        234     -8,282     -2,464
 
Percent of Open Interest Represented by Each Category of Trader
      38.9        6.1        2.7       32.9       50.6        5.1       14.2       27.7        1.0        0.6        2.7        0.1        4.5        4.0
 
Number of Traders in Each Category                                    Total Traders:       248
        23          9          .         54         45         23         39         58         15          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    41,814
Positions
    13,093        783          0     11,036        490         51      9,066     10,947          0      2,195      6,694          0      6,373     22,849
 
Changes from:       April 17, 2012                                   Total Change is:      -957
      -300         15          0       -528         20          0        345       -568          0         49          0          0       -523       -424
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        1.9        0.0       26.4        1.2        0.1       21.7       26.2        0.0        5.2       16.0        0.0       15.2       54.6
 
Number of Traders in Each Category                                    Total Traders:        44
         7          .          0         12          .          .         10          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    63,583
Positions
    10,786     11,323      3,651      8,553      2,984        705     16,905      2,182      6,919      3,388      1,639          0     12,676     34,180
 
Changes from:       April 17, 2012                                   Total Change is:       691
      -703      1,676        565        -17      1,556          0      1,156        536        -24       -239       -131          0        -47     -3,487
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       17.8        5.7       13.5        4.7        1.1       26.6        3.4       10.9        5.3        2.6        0.0       19.9       53.8
 
Number of Traders in Each Category                                    Total Traders:        50
         9         12          6          5          .          .         13          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    57,728
Positions
       222     13,030      1,225     39,422     22,758      3,788      7,616     14,373          4          0          0          0      5,451      2,550
 
Changes from:       April 17, 2012                                   Total Change is:     1,930
         0      2,366         12        709        579        423      1,573     -1,002        -55          0          0          0       -732       -393
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       22.6        2.1       68.3       39.4        6.6       13.2       24.9        0.0        0.0        0.0        0.0        9.4        4.4
 
Number of Traders in Each Category                                    Total Traders:        59
         .          5          .         20         20          8          9          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    83,580
Positions
    12,004     33,264      1,700     37,917      7,341      3,547     10,047     31,678         26      6,635        593        230     11,474      5,201
 
Changes from:       April 17, 2012                                   Total Change is:     1,604
       400      1,984        364        547        161        400       -410     -2,090          0          2          0        -31        332        816
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       39.8        2.0       45.4        8.8        4.2       12.0       37.9        0.0        7.9        0.7        0.3       13.7        6.2
 
Number of Traders in Each Category                                    Total Traders:        87
        10         16          6         21         11          8         12          7          .          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   578,534
Positions
    17,365     96,772      1,286    245,510    146,058     72,400     69,255     60,391      7,531     18,145     47,906      1,577    145,465    144,613
 
Changes from:       April 17, 2012                                   Total Change is:    12,971
     2,810     11,542     -3,073     13,626     -3,435    -10,851      2,811      5,868       -833      4,445      1,409        848      3,188     11,496
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       16.7        0.2       42.4       25.2       12.5       12.0       10.4        1.3        3.1        8.3        0.3       25.1       25.0
 
Number of Traders in Each Category                                    Total Traders:       170
        10         17          6         42         25         31         28         30         17          5         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   364,099
Positions
     2,476    150,257        534    260,657     16,099     27,840      5,315    113,984         56     12,078      4,691          0     55,143     50,638
 
Changes from:       April 17, 2012                                   Total Change is:    -2,346
         0      4,254        383    -11,808       -734       -149      1,855     -5,854          0      5,911          0          0      1,462       -246
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       41.3        0.1       71.6        4.4        7.6        1.5       31.3        0.0        3.3        1.3        0.0       15.1       13.9
 
Number of Traders in Each Category                                    Total Traders:        75
         .         14          .         34          6         21          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   917,755
Positions
    61,403    154,708     10,847    219,081    177,056     61,151    249,259    338,158     21,316    173,234     44,030      6,911    114,553    103,578
 
Changes from:       April 17, 2012                                   Total Change is:    88,316
     1,261     26,693       -303     24,325     -9,443     -1,234     29,336     57,030     12,128     21,759       -654          0      1,044      4,099
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       16.9        1.2       23.9       19.3        6.7       27.2       36.8        2.3       18.9        4.8        0.8       12.5       11.3
 
Number of Traders in Each Category                                    Total Traders:       228
        16         24          6         38         28         39         39         43         20         18         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 1,819,927
Positions
    94,981    240,237     29,642    654,491    528,568    211,912    372,208    284,106     35,749    124,426    120,173     21,191    275,327    348,349
 
Changes from:       April 17, 2012                                   Total Change is:     6,447
   -20,109     64,351     -1,941    -40,306    -44,224    -10,406     14,159    -57,203       -307     49,994     28,940     10,218      5,145     17,019
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       13.2        1.6       36.0       29.0       11.6       20.5       15.6        2.0        6.8        6.6        1.2       15.1       19.1
 
Number of Traders in Each Category                                    Total Traders:       285
        20         44         18         32         58         48         40         61         37         10         20          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 1,321,289
Positions
    66,734    145,293     38,815    299,932    509,055    139,721    266,924    114,693     29,343    207,778     76,606     17,789    254,253    249,974
 
Changes from:       April 17, 2012                                   Total Change is:    13,357
    -1,304        680        651    -70,122    -23,471      5,853     18,862      5,955      5,167     12,164     -3,754     14,876     27,210      7,400
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       11.0        2.9       22.7       38.5       10.6       20.2        8.7        2.2       15.7        5.8        1.3       19.2       18.9
 
Number of Traders in Each Category                                    Total Traders:       192
         8         24          9         26         38         34         39         29         20         10         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   523,564
Positions
   183,867    159,502    193,285          0      2,116      1,200     53,889     55,864     53,330      3,773      3,004      4,914     29,306     50,349
 
Changes from:       April 17, 2012                                   Total Change is:     5,482
     5,273     13,729        189          0     -4,000          0     -3,700     -5,947        687        430        -19         97      2,506        746
 
Percent of Open Interest Represented by Each Category of Trader
      35.1       30.5       36.9        0.0        0.4        0.2       10.3       10.7       10.2        0.7        0.6        0.9        5.6        9.6
 
Number of Traders in Each Category                                    Total Traders:        83
        20         26         43          0          .          .         13         15         21          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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 8,698,761
Positions
 2,184,778  2,304,685  1,849,260    336,044    439,571    175,473  1,118,730    611,949  1,732,873    207,865    409,080    225,043    868,695    950,827
 
Changes from:       April 17, 2012                                   Total Change is:   181,745
    -3,879     63,205     31,029   -136,820    -71,996    -11,684     71,411     33,051     49,642    118,307     20,553     35,172     28,567     32,773
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       26.5       21.3        3.9        5.1        2.0       12.9        7.0       19.9        2.4        4.7        2.6       10.0       10.9
 
Number of Traders in Each Category                                    Total Traders:       255
        35         48         81         12          9         17         50         57         87         11         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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     7,931
Positions
     3,929        285          0        642        973          6      1,828      6,245         14      1,320        280          0        192        128
 
Changes from:       April 17, 2012                                   Total Change is:    -1,825
       -28       -957          0        -17          0          0     -1,800       -858         -7          0          0          0         27         -3
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        3.6        0.0        8.1       12.3        0.1       23.0       78.7        0.2       16.6        3.5        0.0        2.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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     8,662
Positions
     5,628      3,659          0      1,127      1,898         45      1,533      2,619          0         70        371          0        259         70
 
Changes from:       April 17, 2012                                   Total Change is:        62
       663        125          0        -43       -133          0       -617          7          0          2         45          0         57         18
 
Percent of Open Interest Represented by Each Category of Trader
      65.0       42.2        0.0       13.0       21.9        0.5       17.7       30.2        0.0        0.8        4.3        0.0        3.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        32
         .          5          0          .          5          .          5          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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    43,144
Positions
    15,180     20,100          0      2,155          0        531     10,156     18,150      1,091      4,814        420         14      9,203      2,838
 
Changes from:       April 17, 2012                                   Total Change is:    -2,615
      -350       -234          0       -373          0        171     -3,622     -4,330        590      1,136        137         14       -181      1,037
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       46.6        0.0        5.0        0.0        1.2       23.5       42.1        2.5       11.2        1.0        0.0       21.3        6.6
 
Number of Traders in Each Category                                    Total Traders:        98
         4          5          0         10          0          .         28         19          6         26          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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   300,629
Positions
   141,324     57,371     28,837     35,515      3,707      6,715      7,409    106,794     18,676      1,018     15,645     40,915     20,220     21,969
 
Changes from:       April 17, 2012                                   Total Change is:   -39,808
     2,102     -2,589    -15,592     -2,847         28        843      2,314      3,884    -10,104         57      2,467    -10,945     -5,636     -7,800
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       19.1        9.6       11.8        1.2        2.2        2.5       35.5        6.2        0.3        5.2       13.6        6.7        7.3
 
Number of Traders in Each Category                                    Total Traders:       126
        12         14         19         10          7          9         15         44         39          5         11         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 24, 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     7,433
Positions
       844      1,344        291      3,320        949          0      2,011      3,708        594        290        527          0         83         20
 
Changes from:       April 17, 2012                                   Total Change is:        21
         0        430        291          0         10          0          0        -18          0          0       -401       -286         16         -5
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       18.1        3.9       44.7       12.8        0.0       27.1       49.9        8.0        3.9        7.1        0.0        1.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          5          .          0          4          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated April 27, 2012