```
Traders in Financial Futures - Futures Only Positions as of May 22, 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   130,992
Positions
    14,921     21,927      1,071     20,670     34,010        181     50,338     47,936        978      8,342         35          1     34,490     24,853
 
Changes from:       May 15, 2012                                     Total Change is:    -9,181
     1,501    -16,803       -415         98        -30         -4     -8,349      4,070        433       -620       -481       -143     -1,682      4,192
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       16.7        0.8       15.8       26.0        0.1       38.4       36.6        0.7        6.4        0.0        0.0       26.3       19.0
 
Number of Traders in Each Category                                    Total Traders:        77
         6          8          4          6          4          .         18         25          6          9          .          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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    71,832
Positions
    32,664      6,278         10        813      1,459        242     23,864     34,594        185      5,407        446         76      8,571     28,542
 
Changes from:       May 15, 2012                                     Total Change is:     8,289
     7,601        191        -58        -18        -35         -8      1,374      6,532         91        729          0         46     -1,468      1,530
 
Percent of Open Interest Represented by Each Category of Trader
      45.5        8.7        0.0        1.1        2.0        0.3       33.2       48.2        0.3        7.5        0.6        0.1       11.9       39.7
 
Number of Traders in Each Category                                    Total Traders:        40
         8          4          .          .          .          .          5         16          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   184,497
Positions
    20,970     92,097        922      9,843     36,681      6,850     92,449     21,642        995     25,883      3,564         34     26,551     21,712
 
Changes from:       May 15, 2012                                     Total Change is:   -14,773
    16,760     -7,723        643       -465    -10,666        597    -22,501     -2,735        631      2,014         70         34    -12,486      4,376
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       49.9        0.5        5.3       19.9        3.7       50.1       11.7        0.5       14.0        1.9        0.0       14.4       11.8
 
Number of Traders in Each Category                                    Total Traders:        89
         8          9          6          6         15          .         27         16          8          5          .          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   142,168
Positions
    33,944     44,695      1,380     62,700      9,844        756     16,839     42,473        228     11,007      2,387          0     15,314     40,405
 
Changes from:       May 15, 2012                                     Total Change is:     2,893
    -1,229      8,131      1,180       -352       -351        -52      1,322     -4,052        -53       -195         20          0      2,272     -1,930
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       31.4        1.0       44.1        6.9        0.5       11.8       29.9        0.2        7.7        1.7        0.0       10.8       28.4
 
Number of Traders in Each Category                                    Total Traders:        78
         6         11          .          8          6          .         16         24          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   376,708
Positions
   178,530     17,772      1,051     27,194     41,543      9,692     68,915    216,214      2,531     56,122     11,896      1,588     31,085     74,421
 
Changes from:       May 15, 2012                                     Total Change is:    20,034
    19,501      3,178        906     -1,190     -4,661      2,134     -3,467     21,231        406        317     -1,959        310      1,117     -1,511
 
Percent of Open Interest Represented by Each Category of Trader
      47.4        4.7        0.3        7.2       11.0        2.6       18.3       57.4        0.7       14.9        3.2        0.4        8.3       19.8
 
Number of Traders in Each Category                                    Total Traders:       186
        24         12          4         15         21         13         21         68         15         10         15          5
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   139,963
Positions
    85,293     11,727        372      1,659     45,270        887     29,340     52,448        142      3,277      1,851          0     18,993     27,266
 
Changes from:       May 15, 2012                                     Total Change is:    -4,038
    16,337     -4,799        -80       -276      1,735       -275    -21,050     -3,156        -28      1,162        469         -6        178      2,102
 
Percent of Open Interest Represented by Each Category of Trader
      60.9        8.4        0.3        1.2       32.3        0.6       21.0       37.5        0.1        2.3        1.3        0.0       13.6       19.5
 
Number of Traders in Each Category                                    Total Traders:        83
        14          4          4          .          9          .         13         36          6          .          4          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   108,556
Positions
    54,895     61,344     33,680      1,700          0          0      3,565      2,528      7,788      3,587          0      2,948        393        268
 
Changes from:       May 15, 2012                                     Total Change is:   -22,332
    21,568     20,885    -42,002       -178          0          0       -957         88        -62       -500          0          0       -201     -1,241
 
Percent of Open Interest Represented by Each Category of Trader
      50.6       56.5       31.0        1.6        0.0        0.0        3.3        2.3        7.2        3.3        0.0        2.7        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         7         12         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   189,254
Positions
    79,694     90,338     10,158     23,935      1,048      1,551     51,566     50,726     17,111      2,047     11,212        111      3,081      6,999
 
Changes from:       May 15, 2012                                     Total Change is:    14,868
     8,044    -18,906      5,235     -9,489        254          0      1,618     16,426     10,114        496         72        111     -1,261      1,562
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       47.7        5.4       12.6        0.6        0.8       27.2       26.8        9.0        1.1        5.9        0.1        1.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       118
        11          9          .          9          .          .         25         44         10          7          9          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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    20,542
Positions
    14,627      2,503      1,375        391        225        184      3,115      1,714        116        120     13,433          0        614        992
 
Changes from:       May 15, 2012                                     Total Change is:       283
       145       -255        186          0        173         82        122          1         71        -20          0          0       -303         25
 
Percent of Open Interest Represented by Each Category of Trader
      71.2       12.2        6.7        1.9        1.1        0.9       15.2        8.3        0.6        0.6       65.4        0.0        3.0        4.8
 
Number of Traders in Each Category                                    Total Traders:        23
         7          .          .          .          .          .          7          .          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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    21,439
Positions
     8,373      5,806          0        211        130          0      7,433     11,528          0      3,799        608          0      1,623      3,367
 
Changes from:       May 15, 2012                                     Total Change is:     4,176
     4,280     -1,047          0       -191        130          0        113      3,593       -162      1,028        146          0       -892      1,516
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       27.1        0.0        1.0        0.6        0.0       34.7       53.8        0.0       17.7        2.8        0.0        7.6       15.7
 
Number of Traders in Each Category                                    Total Traders:        50
         9          .          0          .          .          0          8         22          0          4          .          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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    67,190
Positions
    17,108     28,547     10,549      4,752      3,184        403     15,983      7,395      7,116      1,344      1,522      1,276      8,661      7,201
 
Changes from:       May 15, 2012                                     Total Change is:    17,130
     4,294     -2,998      9,646        881        360        -22     -5,734     -1,694      6,831     -1,006        993      1,276        965      2,739
 
Percent of Open Interest Represented by Each Category of Trader
      25.5       42.5       15.7        7.1        4.7        0.6       23.8       11.0       10.6        2.0        2.3        1.9       12.9       10.7
 
Number of Traders in Each Category                                    Total Traders:       103
        16         17          5          7          6          .         27         18         16          7          .          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    16,237
Positions
     9,611      8,681          0      1,050          0          0      4,169      2,612          0          0      2,174          0      1,407      2,770
 
Changes from:       May 15, 2012                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      59.2       53.5        0.0        6.5        0.0        0.0       25.7       16.1        0.0        0.0       13.4        0.0        8.7       17.1
 
Number of Traders in Each Category                                    Total Traders:        20
         4          6          0          .          0          0          4          .          0          0          .          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   101,906
Positions
    34,132     58,869      1,960      7,403      6,367        805     37,188     23,125        671      5,240      1,247          0     14,507      8,862
 
Changes from:       May 15, 2012                                     Total Change is:     1,786
     8,504     -4,220        154       -339        719        -43     -6,246      4,949        101        540        189          0       -885        -63
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       57.8        1.9        7.3        6.2        0.8       36.5       22.7        0.7        5.1        1.2        0.0       14.2        8.7
 
Number of Traders in Each Category                                    Total Traders:       100
        15         16          .          6          6          .         27         21         10          7          .          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   873,488
Positions
    60,464    151,868     52,397    359,681    182,562     47,079     78,011    198,249     64,445     35,248     27,749      9,204    166,960    139,935
 
Changes from:       May 15, 2012                                     Total Change is:    21,606
     3,494    -24,016     16,772      2,770        596        759    -14,837      8,577      7,886     -2,878     -1,011      1,099      6,541     10,945
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       17.4        6.0       41.2       20.9        5.4        8.9       22.7        7.4        4.0        3.2        1.1       19.1       16.0
 
Number of Traders in Each Category                                    Total Traders:       538
        38         49         31        118         63         66         70        132         75         34         33         12
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   273,358
Positions
    31,700     61,219      9,362    105,928     32,054      8,320     30,035     55,563      2,909     10,469      6,163      5,397     69,238     92,371
 
Changes from:       May 15, 2012                                     Total Change is:    15,039
     7,038      3,296       -899      1,237        -89         35      4,319      3,610        -72      1,033       -725        323      2,025      9,560
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       22.4        3.4       38.8       11.7        3.0       11.0       20.3        1.1        3.8        2.3        2.0       25.3       33.8
 
Number of Traders in Each Category                                    Total Traders:       110
        14         11          7         27          9         15         19         22         11          5          .          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,000,650
Positions
   268,242    577,667     90,753  1,294,156    777,931    168,403    472,946    946,498     74,613    136,014    120,052      6,913    488,610    237,820
 
Changes from:       May 15, 2012                                     Total Change is:    32,835
    50,679    -68,162     19,955      5,753      1,511      5,535    -43,277     77,338    -12,717    -14,438      3,687     -1,235     22,580      6,923
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       19.3        3.0       43.1       25.9        5.6       15.8       31.5        2.5        4.5        4.0        0.2       16.3        7.9
 
Number of Traders in Each Category                                    Total Traders:       510
        38         46         24        104         60         57         75        123         63         32         32          9
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   105,500
Positions
    26,497     16,290        375     53,795     63,699      2,202      9,588     11,247      2,558      1,697      4,503          0      8,788      4,626
 
Changes from:       May 15, 2012                                     Total Change is:     3,464
     5,848     -1,423         -7     -1,139      3,209        -22     -3,983       -319      2,540          0         10          0        227       -524
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       15.4        0.4       51.0       60.4        2.1        9.1       10.7        2.4        1.6        4.3        0.0        8.3        4.4
 
Number of Traders in Each Category                                    Total Traders:        89
        13          7          .         32         11         11         12          9          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   101,472
Positions
     7,393     36,336     14,364     28,283      8,896      1,489     23,996     12,195     16,026      1,193      6,385        460      8,268      5,320
 
Changes from:       May 15, 2012                                     Total Change is:      -832
     1,270     -3,939      1,353       -432        649        -48     -5,775     -3,030      3,449       -269        356       -123       -257        501
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       35.8       14.2       27.9        8.8        1.5       23.6       12.0       15.8        1.2        6.3        0.5        8.1        5.2
 
Number of Traders in Each Category                                    Total Traders:       226
        22         32         14         29         22         11         52         47         15          8         14          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,449
Positions
    10,354     12,679        656      1,036          0          0      6,158      8,253          0        329          0          0      3,916        861
 
Changes from:       May 15, 2012                                     Total Change is:     1,189
       630        368         27          0          0          0         41        742          0          0          0          0        491         52
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       56.5        2.9        4.6        0.0        0.0       27.4       36.8        0.0        1.5        0.0        0.0       17.4        3.8
 
Number of Traders in Each Category                                    Total Traders:        27
        10          6          .          .          0          0          .          5          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   395,117
Positions
    52,280    185,372      1,453    136,235     44,482      7,447    156,954     87,473     12,366      5,966     33,572        655     21,761     22,297
 
Changes from:       May 15, 2012                                     Total Change is:   -10,105
     9,643    -15,093        189     -2,161      3,243       -241    -20,276    -10,053      8,439     -1,343      1,781       -613     -3,742      2,243
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       46.9        0.4       34.5       11.3        1.9       39.7       22.1        3.1        1.5        8.5        0.2        5.5        5.6
 
Number of Traders in Each Category                                    Total Traders:       224
        22         31          7         29         22         11         53         45         10          8         14          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   439,673
Positions
   198,630     30,114     14,160    131,003    221,476     20,068     54,568    121,133      3,108      2,838     12,887        250     15,048     16,477
 
Changes from:       May 15, 2012                                     Total Change is:     9,420
    13,425      4,826        434        612      7,323        706     -5,539     -5,942        174         82      1,475          0       -474        424
 
Percent of Open Interest Represented by Each Category of Trader
      45.2        6.8        3.2       29.8       50.4        4.6       12.4       27.6        0.7        0.6        2.9        0.1        3.4        3.7
 
Number of Traders in Each Category                                    Total Traders:       248
        21         14          6         51         45         25         36         60         11          6         15          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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    35,095
Positions
    12,135        435          0      9,064      1,244        114      4,209      4,216          0      1,734      7,080          0      7,839     22,006
 
Changes from:       May 15, 2012                                     Total Change is:      -424
      -106       -373          0       -379        337        -20        137        404          0       -100        181          0         44       -953
 
Percent of Open Interest Represented by Each Category of Trader
      34.6        1.2        0.0       25.8        3.5        0.3       12.0       12.0        0.0        4.9       20.2        0.0       22.3       62.7
 
Number of Traders in Each Category                                    Total Traders:        40
         7          .          0         11          .          .          8          .          0          .          4          0
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Traders in Financial Futures - Futures Only Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    68,620
Positions
    24,570      7,774      2,119      5,925      3,549        794      8,809      2,626      6,799      7,734          0          0     11,870     44,959
 
Changes from:       May 15, 2012                                     Total Change is:     1,999
     6,630     -3,003       -487        174        281        176     -1,233       -254        271      1,107          0          0     -4,639      5,015
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       11.3        3.1        8.6        5.2        1.2       12.8        3.8        9.9       11.3        0.0        0.0       17.3       65.5
 
Number of Traders in Each Category                                    Total Traders:        55
        17         10          4          5          .          .          9          5          .          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    61,124
Positions
       222     15,009      1,209     43,596     26,846      3,596      8,265     12,481          5        244          0          0      3,987      1,978
 
Changes from:       May 15, 2012                                     Total Change is:     2,013
      -875         28          1      4,222      3,043       -312       -220       -478          0       -543          0          0       -260       -269
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       24.6        2.0       71.3       43.9        5.9       13.5       20.4        0.0        0.4        0.0        0.0        6.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        63
         .          5          .         20         22          8          9          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    96,846
Positions
    13,192     33,984      2,323     49,293      6,317      4,237     12,551     40,667         65      5,907      2,737        223      9,055      6,293
 
Changes from:       May 15, 2012                                     Total Change is:     5,078
      -468       -133        402      1,615        636      1,512      2,289        894         -6        547        450        -11       -802      1,334
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       35.1        2.4       50.9        6.5        4.4       13.0       42.0        0.1        6.1        2.8        0.2        9.3        6.5
 
Number of Traders in Each Category                                    Total Traders:        90
         7         17          6         22          9         10         15          9          .          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   688,700
Positions
    11,789    173,535      5,049    291,322    157,955     75,040     95,710     76,637     16,847     24,531     36,535         66    168,346    147,036
 
Changes from:       May 15, 2012                                     Total Change is:    42,716
     3,458     42,181      1,733     20,675     15,540     -2,185     11,382       -729      5,598      1,266    -14,934        -59        848     -4,429
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       25.2        0.7       42.3       22.9       10.9       13.9       11.1        2.4        3.6        5.3        0.0       24.4       21.3
 
Number of Traders in Each Category                                    Total Traders:       178
         6         27         11         39         24         28         29         33         26          8         12          .
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Traders in Financial Futures - Futures Only Positions as of May 22, 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   359,292
Positions
     2,478    144,314      1,079    242,109     12,391     29,128      9,508     95,920         56      8,699     18,413          0     66,235     57,991
 
Changes from:       May 15, 2012                                     Total Change is:    -6,056
         0      6,300        325    -11,783     -1,210      2,160      1,970    -14,685          0        505       -542          0        767      1,596
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       40.2        0.3       67.4        3.4        8.1        2.6       26.7        0.0        2.4        5.1        0.0       18.4       16.1
 
Number of Traders in Each Category                                    Total Traders:        67
         .         11          4         32          5         19          4          8          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   962,943
Positions
    77,819    152,808     17,986    226,216    113,749     62,008    245,728    430,343     31,724    174,808     48,102      3,580    123,074    102,643
 
Changes from:       May 15, 2012                                     Total Change is:   -52,458
     5,822    -28,102        336      5,988        317    -14,590    -49,587    -18,955      3,684     -5,600        450       -924      2,413      5,326
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       15.9        1.9       23.5       11.8        6.4       25.5       44.7        3.3       18.2        5.0        0.4       12.8       10.7
 
Number of Traders in Each Category                                    Total Traders:       227
        17         21          9         39         27         37         43         41         27         19         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 2,010,955
Positions
   112,264    231,570     99,164    766,191    559,611    211,758    331,373    379,068     82,748    100,884    118,579     21,565    285,008    306,892
 
Changes from:       May 15, 2012                                     Total Change is:   104,544
   -16,829     35,206     40,788     80,455     32,800     -7,219      5,123     -8,129     26,653     -5,177    -16,925      2,585    -21,835     -1,215
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       11.5        4.9       38.1       27.8       10.5       16.5       18.9        4.1        5.0        5.9        1.1       14.2       15.3
 
Number of Traders in Each Category                                    Total Traders:       303
        28         46         31         25         59         47         42         70         38         11         22          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 1,423,810
Positions
    76,517    142,369     40,316    260,442    525,932    146,456    306,495    161,309     47,310    278,332     80,766     24,006    243,936    255,346
 
Changes from:       May 15, 2012                                     Total Change is:    15,137
    -1,690      5,247     12,809    -50,823      9,582     -2,438     28,309    -38,748     21,704     -4,413      5,651      1,795      9,884       -465
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       10.0        2.8       18.3       36.9       10.3       21.5       11.3        3.3       19.5        5.7        1.7       17.1       17.9
 
Number of Traders in Each Category                                    Total Traders:       198
        10         25         11         27         35         32         37         34         24          9         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   539,386
Positions
   199,640    136,190    192,624        965     10,022      4,193     47,024     59,731     64,179      2,220     12,132      5,933     22,608     54,382
 
Changes from:       May 15, 2012                                     Total Change is:    10,858
     9,222     -1,882     -1,413        400        777        435     -3,206      3,034      3,763        499        353        369        789      5,422
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       25.2       35.7        0.2        1.9        0.8        8.7       11.1       11.9        0.4        2.2        1.1        4.2       10.1
 
Number of Traders in Each Category                                    Total Traders:        90
        22         26         43          .          .          .         13         18         22          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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 8,591,135
Positions
 2,291,837  2,067,363  1,957,594    302,618     92,202    201,178    896,011    603,083  1,709,270    197,621    687,486    262,091    772,915  1,010,868
 
Changes from:       May 15, 2012                                     Total Change is:  -243,104
    58,615    -20,456     15,967    -91,496   -130,408     -6,185   -114,460    -14,595    -98,875       -148     -3,723     -6,685        163     21,856
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       24.1       22.8        3.5        1.1        2.3       10.4        7.0       19.9        2.3        8.0        3.1        9.0       11.8
 
Number of Traders in Each Category                                    Total Traders:       253
        35         48         80         13          6         16         51         58         88         12         16         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,464
Positions
     4,181        275          0        632        973          6      1,714      6,511        343      1,345        215          0        243        141
 
Changes from:       May 15, 2012                                     Total Change is:        55
       -21         22          0         -8          0          0        -95        -50        126         25        -60          0         28         17
 
Percent of Open Interest Represented by Each Category of Trader
      49.4        3.2        0.0        7.5       11.5        0.1       20.3       76.9        4.1       15.9        2.5        0.0        2.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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     9,041
Positions
     5,963      4,002          0      1,147      1,975         45      1,596      2,583          0         40        396          0        250         40
 
Changes from:       May 15, 2012                                     Total Change is:       394
      -173        157          0         -3       -476          0        603        621          0        -32        130          0         -1        -38
 
Percent of Open Interest Represented by Each Category of Trader
      66.0       44.3        0.0       12.7       21.8        0.5       17.7       28.6        0.0        0.4        4.4        0.0        2.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        32
         .          5          0          .          5          .          7          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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    74,493
Positions
    14,063     36,893          0      5,863         63        225     42,631     34,459        575      5,107        710         18      6,011      1,550
 
Changes from:       May 15, 2012                                     Total Change is:    15,114
       264     13,654          0      1,788         63         -9     16,221      1,478        -75     -3,235         59          9        151        -65
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       49.5        0.0        7.9        0.1        0.3       57.2       46.3        0.8        6.9        1.0        0.0        8.1        2.1
 
Number of Traders in Each Category                                    Total Traders:       125
         8          .          0          8          .          .         54         17          .         29          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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   287,635
Positions
   124,558     61,977     26,615     34,151      3,796      6,753     11,239     98,019     26,670      1,776      9,952     36,255     19,618     17,598
 
Changes from:       May 15, 2012                                     Total Change is:   -38,931
   -12,826      3,420     -6,668     -2,524       -168        -58      4,588     -8,786     -1,433        416       -230    -14,404     -6,022    -10,604
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       21.5        9.3       11.9        1.3        2.3        3.9       34.1        9.3        0.6        3.5       12.6        6.8        6.1
 
Number of Traders in Each Category                                    Total Traders:       130
        14         12         19          9          9         10         20         43         40          6          8         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 22, 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     7,149
Positions
     1,458        808        307      2,484      1,043          0      2,220      3,398        594          0        988          0         86         11
 
Changes from:       May 15, 2012                                     Total Change is:       173
       541         -3          3       -386         22          0         76       -275          0          0        461          0        -61        -35
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       11.3        4.3       34.7       14.6        0.0       31.1       47.5        8.3        0.0       13.8        0.0        1.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .          6          .          0          5          4          .          0          .          0
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```

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Updated May 25, 2012