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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   149,005
Positions
     9,826     99,545      6,602      9,479      6,484        311     52,760     13,497      4,788      9,595          4        460     55,186     17,315
 
Changes from:       April 19, 2011                                   Total Change is:    -1,570
        46     -1,707         59        100        -42          5     -5,469      1,447        477      1,026          4         77      2,109     -1,889
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       66.8        4.4        6.4        4.4        0.2       35.4        9.1        3.2        6.4        0.0        0.3       37.0       11.6
 
Number of Traders in Each Category                                    Total Traders:        88
         5         13          7          4          .          .         37         14         12         11          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    75,008
Positions
    11,120     39,919      3,650        819      1,112         93     28,186     16,813      1,141        418          0          0     29,581     12,281
 
Changes from:       April 19, 2011                                   Total Change is:     3,346
     2,473        940      1,148          0         -1          0        -16       -124        124        418          0          0       -802      1,259
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       53.2        4.9        1.1        1.5        0.1       37.6       22.4        1.5        0.6        0.0        0.0       39.4       16.4
 
Number of Traders in Each Category                                    Total Traders:        46
         5          6          5          .          .          .         19         12          6          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   128,548
Positions
     3,722     57,602      5,436      6,263     21,959      1,369     64,992     16,174      4,001      2,911      4,273         64     39,792     17,670
 
Changes from:       April 19, 2011                                   Total Change is:    11,687
        -1      6,555      1,184        410        610          0      3,616      5,810      1,182      1,200     -1,409       -284      4,379     -1,963
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       44.8        4.2        4.9       17.1        1.1       50.6       12.6        3.1        2.3        3.3        0.0       31.0       13.7
 
Number of Traders in Each Category                                    Total Traders:       108
         5         16         12          4         14          5         37         23         14          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   134,744
Positions
    44,557     12,404     10,327     22,949      9,675        819     21,179     45,154      8,672        902      3,067        190     25,150     44,436
 
Changes from:       April 19, 2011                                   Total Change is:   -12,449
   -18,708      2,428        531       -285       -583        119        768    -17,091        597          0        807         19      4,510        724
 
Percent of Open Interest Represented by Each Category of Trader
      33.1        9.2        7.7       17.0        7.2        0.6       15.7       33.5        6.4        0.7        2.3        0.1       18.7       33.0
 
Number of Traders in Each Category                                    Total Traders:       105
        17          8         11          8          9          4         17         36         21          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   303,386
Positions
    45,401    116,950     15,037     31,626     21,050      2,689     79,007     41,152     25,940     20,947     14,059      9,561     73,179     56,948
 
Changes from:       April 19, 2011                                   Total Change is:    18,402
     2,188      4,693      1,523        349        494       -144      4,021      2,078      5,684     -1,324     -1,935      1,739      4,366      4,271
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       38.5        5.0       10.4        6.9        0.9       26.0       13.6        8.6        6.9        4.6        3.2       24.1       18.8
 
Number of Traders in Each Category                                    Total Traders:       189
        18         18         14         18         17         11         37         48         37         11         22         21
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   154,278
Positions
     9,010    109,585      4,876     11,410      3,566        183     83,112      8,865      3,684      2,655      1,139        451     38,897     21,930
 
Changes from:       April 19, 2011                                   Total Change is:     2,393
      -445     -3,077      1,251       -278       -223          0       -802      1,190        883       -538        632        149      2,173      1,589
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       71.0        3.2        7.4        2.3        0.1       53.9        5.7        2.4        1.7        0.7        0.3       25.2       14.2
 
Number of Traders in Each Category                                    Total Traders:        81
         5         12          7          7          5          .         35          8         10          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    83,803
Positions
    14,527     34,661     37,555          0          0          0     27,597     10,410        965      2,575          0          0        584        212
 
Changes from:       April 19, 2011                                   Total Change is:    -2,945
    -4,490     -4,398      1,678          0          0          0       -342       -805        488          0          0          0       -279         92
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       41.4       44.8        0.0        0.0        0.0       32.9       12.4        1.2        3.1        0.0        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        24
         4         11         13          0          0          0          5          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   170,977
Positions
       719    135,957        241     17,201      1,593        115    136,040     27,982        218      7,712      2,982          0      8,731      1,889
 
Changes from:       April 19, 2011                                   Total Change is:    -3,322
         9       -734         22        214        150          0     -3,170     -2,230          1       -399         25          0          1       -556
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       79.5        0.1       10.1        0.9        0.1       79.6       16.4        0.1        4.5        1.7        0.0        5.1        1.1
 
Number of Traders in Each Category                                    Total Traders:       130
         5         17          .         10          .          .         62         17          .         13          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,220
Positions
     1,634     16,878         18        554        299          0     19,524      8,273        213        998        368          0      4,279      1,171
 
Changes from:       April 19, 2011                                   Total Change is:     1,431
        22      2,087          0       -143        -10          0      1,461       -744          0          0        134          0         91        -36
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       62.0        0.1        2.0        1.1        0.0       71.7       30.4        0.8        3.7        1.4        0.0       15.7        4.3
 
Number of Traders in Each Category                                    Total Traders:        47
         .         13          .          .          .          0         16         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    59,102
Positions
    21,399     31,369      1,048      3,901      1,436        466     22,884     12,780      1,288        184      1,025        571      7,362      9,119
 
Changes from:       April 19, 2011                                   Total Change is:     4,600
     1,660        965          8        831       -567       -189      2,257      2,246        289       -411        670         73         82      1,105
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       53.1        1.8        6.6        2.4        0.8       38.7       21.6        2.2        0.3        1.7        1.0       12.5       15.4
 
Number of Traders in Each Category                                    Total Traders:       103
        21         17          7          7          4          .         35         14          7          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   118,204
Positions
    42,798     62,737      2,096      7,801      2,872        931     45,768     25,561      2,576        368      2,050      1,143     14,724     18,238
 
Changes from:       April 19, 2011                                   Total Change is:     9,201
     3,320      1,930         17      1,662     -1,133       -378      4,514      4,491        578       -822      1,340        146        163      2,210
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       53.1        1.8        6.6        2.4        0.8       38.7       21.6        2.2        0.3        1.7        1.0       12.5       15.4
 
Number of Traders in Each Category                                    Total Traders:       103
        21         17          7          7          4          .         35         14          7          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   996,090
Positions
    54,774    286,282     64,002    408,003    116,620     62,642     78,072    167,198    115,615     21,529     32,515     16,960    174,494    134,258
 
Changes from:       April 19, 2011                                   Total Change is:    30,943
    -4,600     26,812     11,624        833     -3,785        389      8,134    -16,880     11,474      1,040      3,064      2,232       -184     -3,988
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       28.7        6.4       41.0       11.7        6.3        7.8       16.8       11.6        2.2        3.3        1.7       17.5       13.5
 
Number of Traders in Each Category                                    Total Traders:       566
        36         52         38        125         60         66         88        139        105         32         33         24
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   409,506
Positions
     9,318    183,199     19,636    137,333     34,260     14,993     28,973     26,771     58,562      6,522     12,224      9,688    124,483     50,174
 
Changes from:       April 19, 2011                                   Total Change is:    18,407
        28     17,518      1,775     -1,869       -276      1,068      6,221    -10,450      9,629      1,075        -72      1,256       -776     -2,043
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       44.7        4.8       33.5        8.4        3.7        7.1        6.5       14.3        1.6        3.0        2.4       30.4       12.3
 
Number of Traders in Each Category                                    Total Traders:       138
         6         22         10         31         13         14         16         36         45          5          9          9
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,932,920
Positions
   304,473    592,603    144,639  1,365,001    423,447    226,595    342,012    798,656    188,747     86,843    113,260     24,553    250,057    420,421
 
Changes from:       April 19, 2011                                   Total Change is:    62,681
     4,877     74,484     21,229     11,651    -19,407     -1,533    -16,559    -58,272     35,349      1,661     17,512      3,045      2,962     -9,725
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       20.2        4.9       46.5       14.4        7.7       11.7       27.2        6.4        3.0        3.9        0.8        8.5       14.3
 
Number of Traders in Each Category                                    Total Traders:       518
        35         50         32        107         55         58         88        126         90         29         28         17
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   124,808
Positions
    18,077     54,981      4,834     64,689     35,131      5,630     20,388     21,293        109      1,523          0          0      9,559      2,831
 
Changes from:       April 19, 2011                                   Total Change is:     8,039
      -238      5,630       -156      5,393     -1,168        143      3,540      4,200       -600        305          0          0       -348        -10
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       44.1        3.9       51.8       28.1        4.5       16.3       17.1        0.1        1.2        0.0        0.0        7.7        2.3
 
Number of Traders in Each Category                                    Total Traders:       103
         8         12          .         36         13         12         20         12          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    93,124
Positions
    13,616     43,683      6,659     16,935     10,559      2,417     28,477     11,594     11,363      4,147      1,959        265      9,244      4,624
 
Changes from:       April 19, 2011                                   Total Change is:    14,366
    -2,077      6,043      2,729      2,217        866       -274      6,945        946      4,197        647        183       -209        190       -117
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       46.9        7.2       18.2       11.3        2.6       30.6       12.5       12.2        4.5        2.1        0.3        9.9        5.0
 
Number of Traders in Each Category                                    Total Traders:       251
        23         34         12         34         19         13         66         46         27         17         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    18,392
Positions
     2,948     15,586        521      1,859          0          0      8,974        255          0        205      1,124          0      3,885        906
 
Changes from:       April 19, 2011                                   Total Change is:     4,008
       857      3,887        267          0          0          0      2,712          3          0        205          0          0        -33       -149
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       84.7        2.8       10.1        0.0        0.0       48.8        1.4        0.0        1.1        6.1        0.0       21.1        4.9
 
Number of Traders in Each Category                                    Total Traders:        28
         5         12          .          .          0          0          5          .          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   373,657
Positions
    76,505    163,651      7,525     79,380     56,796      8,086    143,571    102,750     10,762     19,709      4,176      1,323     26,795     18,588
 
Changes from:       April 19, 2011                                   Total Change is:    51,786
    -2,690     22,760        330     11,085      4,332     -1,369     39,184     22,735      2,965        948       -345        218      1,115        160
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       43.8        2.0       21.2       15.2        2.2       38.4       27.5        2.9        5.3        1.1        0.4        7.2        5.0
 
Number of Traders in Each Category                                    Total Traders:       247
        23         32          8         33         19         12         66         47         24         16         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   395,078
Positions
   157,272     39,338      9,786    114,473    136,979     32,316     53,884    138,654      3,325      4,231     18,102         68     19,724     16,512
 
Changes from:       April 19, 2011                                   Total Change is:    12,721
     2,446      5,986       -538      2,289     -1,934        975      8,221      7,175        -19      1,833      1,567         -6     -2,479       -484
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       10.0        2.5       29.0       34.7        8.2       13.6       35.1        0.8        1.1        4.6        0.0        5.0        4.2
 
Number of Traders in Each Category                                    Total Traders:       275
        19         20          .         55         48         30         45         65         19          8         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    55,806
Positions
    12,724      3,867      6,115      6,582     11,020      1,990     19,419      8,937      1,779        216      5,001          0      6,981     17,097
 
Changes from:       April 19, 2011                                   Total Change is:        -9
       701        -33          0       -253       -350        150     -1,881       -212      1,240       -220       -456          0        254       -348
 
Percent of Open Interest Represented by Each Category of Trader
      22.8        6.9       11.0       11.8       19.7        3.6       34.8       16.0        3.2        0.4        9.0        0.0       12.5       30.6
 
Number of Traders in Each Category                                    Total Traders:        69
        12          8          .         10          .          .         17         13          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    64,230
Positions
    27,940     24,491      7,977      7,906      4,077        615     10,087     15,718        477        952      4,191        543      7,733      6,141
 
Changes from:       April 19, 2011                                   Total Change is:     3,159
     1,571      2,718        -30        124        -85         46        658       -436        363       -228       -125        150        505        558
 
Percent of Open Interest Represented by Each Category of Trader
      43.5       38.1       12.4       12.3        6.3        1.0       15.7       24.5        0.7        1.5        6.5        0.8       12.0        9.6
 
Number of Traders in Each Category                                    Total Traders:        76
        17         15          4          9          .          .         14         13          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    34,421
Positions
       256      7,257      1,529     20,572     10,875      4,040      3,317      8,109          3        419          0          0      4,285      2,608
 
Changes from:       April 19, 2011                                   Total Change is:     1,613
         0        195        126        961     -1,288        -82        691      1,937          0          0          0          0        -83        725
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       21.1        4.4       59.8       31.6       11.7        9.6       23.6        0.0        1.2        0.0        0.0       12.4        7.6
 
Number of Traders in Each Category                                    Total Traders:        48
         .          4          .         19         12          7          .          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    41,006
Positions
     6,707     17,299        972     13,843      3,932      1,226      9,163     13,218        574      1,388        520         17      7,116      3,248
 
Changes from:       April 19, 2011                                   Total Change is:      -810
      -777        294        -20     -1,104       -626         10       -244       -772         52         17        -11        -17      1,273        280
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       42.2        2.4       33.8        9.6        3.0       22.3       32.2        1.4        3.4        1.3        0.0       17.4        7.9
 
Number of Traders in Each Category                                    Total Traders:        63
         7          7          .         16          6          5         13          8          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   634,517
Positions
     3,951     61,597     21,898    277,648    144,633     68,253     60,443     95,954     30,097     15,064     50,691      2,162    155,001    159,231
 
Changes from:       April 19, 2011                                   Total Change is:     1,539
        41     11,979     -6,422     -6,094      1,250     -2,019     14,991     17,235    -12,041          0      1,174     -1,281     14,363     -8,337
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        9.7        3.5       43.8       22.8       10.8        9.5       15.1        4.7        2.4        8.0        0.3       24.4       25.1
 
Number of Traders in Each Category                                    Total Traders:       147
         .         18         11         42         22         36         17         32         23          .         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   321,384
Positions
         0    134,042      1,784    223,343      4,847     16,984      5,750    116,516      1,275      1,700          0          0     70,548     45,937
 
Changes from:       April 19, 2011                                   Total Change is:    -3,978
         0     -1,762        483    -18,371        113      2,433      2,000    -10,563        164          0          0          0      9,313      5,154
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.7        0.6       69.5        1.5        5.3        1.8       36.3        0.4        0.5        0.0        0.0       22.0       14.3
 
Number of Traders in Each Category                                    Total Traders:        63
         0         12          .         30          .         15          .         16          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,100,756
Positions
    71,302     86,445     25,304    206,643    440,437     96,014    355,088     86,330     50,354    171,818    146,174     13,432    110,800    156,265
 
Changes from:       April 19, 2011                                   Total Change is:      -642
   -14,829      2,627        433     -4,116     10,481      4,758      5,206     -9,513       -764     -5,424     -3,930      2,958     11,135     -7,694
 
Percent of Open Interest Represented by Each Category of Trader
       6.5        7.9        2.3       18.8       40.0        8.7       32.3        7.8        4.6       15.6       13.3        1.2       10.1       14.2
 
Number of Traders in Each Category                                    Total Traders:       275
        18         35         23         37         58         40         48         39         33         14         26         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,941,127
Positions
   196,933    159,310    121,052    493,761    537,325    236,247    367,443    229,977    155,754     43,303     55,226     33,423    293,210    412,813
 
Changes from:       April 19, 2011                                   Total Change is:   -58,799
     4,495      9,312    -53,888     -3,138     -8,360     -5,101     37,057     17,077    -40,506    -16,811      3,447    -12,164     31,256     31,383
 
Percent of Open Interest Represented by Each Category of Trader
      10.1        8.2        6.2       25.4       27.7       12.2       18.9       11.8        8.0        2.2        2.8        1.7       15.1       21.3
 
Number of Traders in Each Category                                    Total Traders:       272
        29         34         48         27         59         55         51         46         63          9         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,523,010
Positions
   151,177    167,125     50,424    208,826    609,399    134,537    561,586     74,994    108,911     90,518     76,624      7,393    209,636    293,601
 
Changes from:       April 19, 2011                                   Total Change is:    37,385
    17,349     35,950    -14,497    -13,017     50,570    -16,703     69,596     -5,819    -14,810       -370       -245     -2,770     12,606      5,708
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       11.0        3.3       13.7       40.0        8.8       36.9        4.9        7.2        5.9        5.0        0.5       13.8       19.3
 
Number of Traders in Each Category                                    Total Traders:       207
        21         23         25         23         47         40         44         26         38          9         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,010,102
Positions
   207,639    219,048    304,144      9,905      2,337     13,568     89,117     71,587    306,116      8,195      6,904     32,165     39,253     54,233
 
Changes from:       April 19, 2011                                   Total Change is:    11,410
     1,628     -4,477      9,074     -2,423        234      1,841         94      3,114        726        -82      1,715      1,392       -841     -2,210
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       21.7       30.1        1.0        0.2        1.3        8.8        7.1       30.3        0.8        0.7        3.2        3.9        5.4
 
Number of Traders in Each Category                                    Total Traders:       148
        28         35         52          6          4          6         24         32         42          4          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is15,080,448
Positions
 1,169,343  4,080,950  2,946,055  3,144,158    589,856    288,063  1,303,232    606,243  4,369,945     69,164    255,843    794,148    996,340  1,149,345
 
Changes from:       April 19, 2011                                   Total Change is:   356,272
    -4,172    253,149    -71,623    107,560     40,038     -2,268    144,934       -921    113,129      2,564    -33,709     40,662     25,487     17,816
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       27.1       19.5       20.8        3.9        1.9        8.6        4.0       29.0        0.5        1.7        5.3        6.6        7.6
 
Number of Traders in Each Category                                    Total Traders:       306
        29         71         99          9         20         24         70         67        111         15         15         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,249
Positions
     3,410      4,995          0      1,603        748         25      1,153      4,549         10      4,909        740          0        139        182
 
Changes from:       April 19, 2011                                   Total Change is:       182
      -436       -245          0         13          0          0        610        526        -37          0          0          0         32        -62
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       44.4        0.0       14.3        6.6        0.2       10.2       40.4        0.1       43.6        6.6        0.0        1.2        1.6
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          .          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    27,679
Positions
    23,065     13,147          0      1,983      2,533         58      2,256      6,090          0         40      5,464          0        277        387
 
Changes from:       April 19, 2011                                   Total Change is:    -1,452
    -1,648       -746          0          0        174         -1        660        776       -554          0          0          0         91     -1,101
 
Percent of Open Interest Represented by Each Category of Trader
      83.3       47.5        0.0        7.2        9.2        0.2        8.2       22.0        0.0        0.1       19.7        0.0        1.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        30
         .          4          0          .          5          .          6          6          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    52,972
Positions
    24,161      6,958         66         83        990        565     15,352     34,688      1,447      2,752      2,857        376      8,171      5,025
 
Changes from:       April 19, 2011                                   Total Change is:     1,803
      -173        417         -3          0        129        -50      1,349        475        102        961        260        -24       -359        497
 
Percent of Open Interest Represented by Each Category of Trader
      45.6       13.1        0.1        0.2        1.9        1.1       29.0       65.5        2.7        5.2        5.4        0.7       15.4        9.5
 
Number of Traders in Each Category                                    Total Traders:       141
         6          9          .          .          5          .         17         56          9         27         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   193,109
Positions
    69,819     62,874     38,093     11,044      2,609      2,771     14,862     39,927     19,634      2,310      2,460     12,372     22,204     12,369
 
Changes from:       April 19, 2011                                   Total Change is:   -21,815
    -3,278     -6,460     -8,203       -256        304       -308     -4,335      2,038     -6,453         11       -482      1,285       -277     -3,535
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       32.6       19.7        5.7        1.4        1.4        7.7       20.7       10.2        1.2        1.3        6.4       11.5        6.4
 
Number of Traders in Each Category                                    Total Traders:       114
        12         10         17         11          5          .         21         24         26          8          7         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,819
Positions
       492      4,647          0      2,550        337          0      2,881      2,801         37        730         77          0      2,129        920
 
Changes from:       April 19, 2011                                   Total Change is:       276
         0        -93          0        -10          0          0        286        369          0          0          0          0          0          0
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       52.7        0.0       28.9        3.8        0.0       32.7       31.8        0.4        8.3        0.9        0.0       24.1       10.4
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          0          7          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated April 29, 2011