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Traders in Financial Futures - Futures Only Positions as of April 10, 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   113,833
Positions
    10,300     21,532        761     18,691     34,635        362     37,089     32,726      2,494      9,669         99          0     34,467     21,224
 
Changes from:       April 3, 2012                                    Total Change is:   -12,500
       401     -7,819         78        783       -150          0    -10,514     -8,648      1,002        608       -762          0     -4,858      3,799
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       18.9        0.7       16.4       30.4        0.3       32.6       28.7        2.2        8.5        0.1        0.0       30.3       18.6
 
Number of Traders in Each Category                                    Total Traders:        73
         4          8          4          7          4          .         20         18          8         11          .          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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    39,995
Positions
    12,340     10,378        439        766      1,914        220     15,055      9,575        168        993          0          0     10,014     17,301
 
Changes from:       April 3, 2012                                    Total Change is:    -3,629
    -2,174     -4,327        399          0        417          5        933     -4,394        -61          0          0          0     -2,731      4,332
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       25.9        1.1        1.9        4.8        0.6       37.6       23.9        0.4        2.5        0.0        0.0       25.0       43.3
 
Number of Traders in Each Category                                    Total Traders:        30
         5          5          .          .          4          .          7          6          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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   145,522
Positions
    46,670      5,042        308      9,118     72,484      4,798     60,999     36,693        352      2,066      3,324          0     21,211     22,521
 
Changes from:       April 3, 2012                                    Total Change is:     2,862
     1,618     -5,145       -147       -849        370        389      6,901      8,369        127       -942          0          0     -4,235     -1,101
 
Percent of Open Interest Represented by Each Category of Trader
      32.1        3.5        0.2        6.3       49.8        3.3       41.9       25.2        0.2        1.4        2.3        0.0       14.6       15.5
 
Number of Traders in Each Category                                    Total Traders:        92
         9          5          4          7         15          5         30         20          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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   150,875
Positions
    55,399     13,528        493     66,179      9,721        792     16,904     76,439        189        569      2,923          0     10,350     46,790
 
Changes from:       April 3, 2012                                    Total Change is:       493
    -2,322       -628        352      1,886        554        -77        994      3,288         43         69        343          0       -452     -3,382
 
Percent of Open Interest Represented by Each Category of Trader
      36.7        9.0        0.3       43.9        6.4        0.5       11.2       50.7        0.1        0.4        1.9        0.0        6.9       31.0
 
Number of Traders in Each Category                                    Total Traders:        93
        10          7          .          8          8          .         17         36          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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   274,830
Positions
   142,997     14,675      1,488     27,614     32,196     16,855     47,765    129,486        473      7,165     12,499        692     29,781     66,466
 
Changes from:       April 3, 2012                                    Total Change is:    33,824
    27,695     -4,783        503     -5,661      3,181      4,462      9,491     23,881       -395        921     -1,495        318     -3,510      8,152
 
Percent of Open Interest Represented by Each Category of Trader
      52.0        5.3        0.5       10.0       11.7        6.1       17.4       47.1        0.2        2.6        4.5        0.3       10.8       24.2
 
Number of Traders in Each Category                                    Total Traders:       165
        26          6          4         15         16          9         19         61          7          7         15          .
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Traders in Financial Futures - Futures Only Positions as of April 10, 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   154,070
Positions
    42,402     31,160      1,173      2,841     41,856        858     77,962     56,100        236        978        720          0     27,620     21,967
 
Changes from:       April 3, 2012                                    Total Change is:     2,245
     9,283     -4,363        845       -430        482          7     -6,058      4,165       -856       -538         24        -12          4      1,953
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       20.2        0.8        1.8       27.2        0.6       50.6       36.4        0.2        0.6        0.5        0.0       17.9       14.3
 
Number of Traders in Each Category                                    Total Traders:        81
         7         10          5          .         10          .         23         25          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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   124,330
Positions
    42,624     47,307     66,128        851          0          0      6,817      3,502      7,384          0          0          0        526          9
 
Changes from:       April 3, 2012                                    Total Change is:       561
       534        904          0        851          0          0       -625       -277          0       -155          0          0        -44        -66
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       38.0       53.2        0.7        0.0        0.0        5.5        2.8        5.9        0.0        0.0        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        25
         8         11         12          .          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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   174,230
Positions
    48,476    127,071          0     25,467        106      3,364     87,950     37,699        688      2,166      2,450          0      6,119      2,852
 
Changes from:       April 3, 2012                                    Total Change is:    -1,462
     1,702     -7,735          0      6,059       -196         71     -7,334      5,699        263     -1,538        228          0       -685        208
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       72.9        0.0       14.6        0.1        1.9       50.5       21.6        0.4        1.2        1.4        0.0        3.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       108
         9         10          0         12          .          .         36         25          5          8          7          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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    21,802
Positions
     2,027     15,180          0        544        379         10     15,257      4,118        143        430        338          0      3,391      1,634
 
Changes from:       April 3, 2012                                    Total Change is:     1,049
       167      1,225          0         38        124         10      1,217       -368         -7       -184          0          0       -192         65
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       69.6        0.0        2.5        1.7        0.0       70.0       18.9        0.7        2.0        1.6        0.0       15.6        7.5
 
Number of Traders in Each Category                                    Total Traders:        51
         4          9          0          .          .          .         20         10          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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    49,867
Positions
    11,900     31,462      1,036      4,027      1,938        450     21,475      9,931         27      2,966        394          0      7,987      4,630
 
Changes from:       April 3, 2012                                    Total Change is:    -2,599
        61     -1,224         59       -452        728        -87     -2,233        743       -250       -182     -1,960          0        485       -608
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       63.1        2.1        8.1        3.9        0.9       43.1       19.9        0.1        5.9        0.8        0.0       16.0        9.3
 
Number of Traders in Each Category                                    Total Traders:        92
        12         19          .          6          5          .         28         14          .          6          .          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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    99,733
Positions
    23,800     62,923      2,071      8,054      3,876        899     42,949     19,862         54      5,932        788          0     15,974      9,260
 
Changes from:       April 3, 2012                                    Total Change is:    -5,197
       122     -2,447        118       -904      1,456       -174     -4,465      1,486       -500       -363     -3,920          0        969     -1,216
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       63.1        2.1        8.1        3.9        0.9       43.1       19.9        0.1        5.9        0.8        0.0       16.0        9.3
 
Number of Traders in Each Category                                    Total Traders:        92
        12         19          .          6          5          .         28         14          .          6          .          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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   790,586
Positions
    44,258    194,865     22,043    375,351    172,751     48,494     84,439    180,624     29,766     37,782     27,305      5,450    143,003    109,289
 
Changes from:       April 3, 2012                                    Total Change is:    14,518
     3,576    -25,175      5,261     -5,101     13,178      3,316     -7,937      6,351      9,164     -2,157     -2,996        542      7,855      4,877
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       24.6        2.8       47.5       21.9        6.1       10.7       22.8        3.8        4.8        3.5        0.7       18.1       13.8
 
Number of Traders in Each Category                                    Total Traders:       556
        33         53         27        122         63         60         91        126         68         33         35         17
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Traders in Financial Futures - Futures Only Positions as of April 10, 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   235,498
Positions
    25,514     79,025      2,041    107,232     32,646      8,712     15,753     39,870      1,054     10,405      6,867      1,004     63,783     64,279
 
Changes from:       April 3, 2012                                    Total Change is:    10,116
     7,443     -5,977      1,419        127      1,278        224        614      8,039        116     -1,762         61         67      1,868      4,889
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       33.6        0.9       45.5       13.9        3.7        6.7       16.9        0.4        4.4        2.9        0.4       27.1       27.3
 
Number of Traders in Each Category                                    Total Traders:       116
        13         13          4         27         10         14         15         29          9          6          .          .
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Traders in Financial Futures - Futures Only Positions as of April 10, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,775,438
Positions
   152,199    637,676     41,531  1,368,559    728,489    170,944    428,693    789,031     58,297    151,369    116,673      7,747    396,099    225,050
 
Changes from:       April 3, 2012                                    Total Change is:    22,011
     2,402    -74,254     -2,524    -24,944     60,698     14,262      4,082     38,399     -1,599       -599    -13,910        998     29,933        -59
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       23.0        1.5       49.3       26.2        6.2       15.4       28.4        2.1        5.5        4.2        0.3       14.3        8.1
 
Number of Traders in Each Category                                    Total Traders:       526
        30         53         16        107         60         52         94        117         53         30         35         15
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Traders in Financial Futures - Futures Only Positions as of April 10, 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   101,351
Positions
    10,095     19,906        372     60,774     55,219      5,726     11,238     12,384        917      4,055      3,251          0      8,174      3,576
 
Changes from:       April 3, 2012                                    Total Change is:     1,082
     1,355        178        -36      4,324     -2,958        150     -3,252      2,475        727       -684        172          0     -1,502        374
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       19.6        0.4       60.0       54.5        5.6       11.1       12.2        0.9        4.0        3.2        0.0        8.1        3.5
 
Number of Traders in Each Category                                    Total Traders:        98
        12          9          .         38         11         11         13         10          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 10, 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   102,199
Positions
     5,194     54,831      3,671     32,775      7,473      1,455     41,479     14,835      3,675      1,751      7,249        372     11,827      8,638
 
Changes from:       April 3, 2012                                    Total Change is:    12,776
       -78      3,765      3,427      1,032        197        226     -1,476      1,250      2,883         57       -507        294      6,411      1,241
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       53.7        3.6       32.1        7.3        1.4       40.6       14.5        3.6        1.7        7.1        0.4       11.6        8.5
 
Number of Traders in Each Category                                    Total Traders:       259
        20         32          8         33         22         10         70         45         13         16         20          .
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Traders in Financial Futures - Futures Only Positions as of April 10, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    12,359
Positions
     3,627      8,388          0      1,036          0          0      1,317      2,274          0          0        313        261      6,118      1,123
 
Changes from:       April 3, 2012                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       67.9        0.0        8.4        0.0        0.0       10.7       18.4        0.0        0.0        2.5        2.1       49.5        9.1
 
Number of Traders in Each Category                                    Total Traders:        20
         4          7          0          .          0          0          .          .          0          0          .          .
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Traders in Financial Futures - Futures Only Positions as of April 10, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   449,201
Positions
    25,072    249,453      1,119    158,697     37,363      7,276    214,794     76,787      4,390      8,755     34,681        555     28,543     37,577
 
Changes from:       April 3, 2012                                    Total Change is:     2,083
    -1,289     -5,881       -102        -20        986      1,129         18      8,863        433        285     -4,100        164      1,465        591
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       55.5        0.2       35.3        8.3        1.6       47.8       17.1        1.0        1.9        7.7        0.1        6.4        8.4
 
Number of Traders in Each Category                                    Total Traders:       258
        21         31          5         33         22         10         72         43         10         16         20          .
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Traders in Financial Futures - Futures Only Positions as of April 10, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   396,218
Positions
   143,985     26,784      6,710    134,475    204,314     21,838     54,852    103,932      3,569      4,395      9,304         59     26,335     19,708
 
Changes from:       April 3, 2012                                    Total Change is:    16,924
    14,808     -1,252        317     -3,192      6,042       -867         30      6,062       -123       -682        535         43      6,590      6,167
 
Percent of Open Interest Represented by Each Category of Trader
      36.3        6.8        1.7       33.9       51.6        5.5       13.8       26.2        0.9        1.1        2.3        0.0        6.6        5.0
 
Number of Traders in Each Category                                    Total Traders:       243
        19         12          .         52         44         22         38         57         13          8         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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    44,073
Positions
    13,600        672          0     11,875        410        317      9,607     13,540          0      2,106      6,694          0      6,568     22,440
 
Changes from:       April 3, 2012                                    Total Change is:    -5,585
    -3,159        212       -361     -2,230         50        -40        636     -3,244          0       -991       -210          0        560     -1,992
 
Percent of Open Interest Represented by Each Category of Trader
      30.9        1.5        0.0       26.9        0.9        0.7       21.8       30.7        0.0        4.8       15.2        0.0       14.9       50.9
 
Number of Traders in Each Category                                    Total Traders:        48
         8          .          0         13          .          4         10          6          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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    46,491
Positions
     6,499     11,424      1,148      8,690      1,521        867     15,902      1,727      3,731      3,321      1,100          0      6,333     24,973
 
Changes from:       April 3, 2012                                    Total Change is:    -2,948
       244      1,446       -111         20        451        194     -2,272        362        284         17     -1,486          0     -1,324     -4,088
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       24.6        2.5       18.7        3.3        1.9       34.2        3.7        8.0        7.1        2.4        0.0       13.6       53.7
 
Number of Traders in Each Category                                    Total Traders:        53
        10         12          7          6          4          .         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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    53,618
Positions
       222      8,903      1,197     36,429     21,030      4,333      6,214     15,666         41          0          0          0      5,182      2,448
 
Changes from:       April 3, 2012                                    Total Change is:     1,864
         2        -78        250      1,269     -1,153        921       -663      1,876       -210          0          0          0        295        258
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       16.6        2.2       67.9       39.2        8.1       11.6       29.2        0.1        0.0        0.0        0.0        9.7        4.6
 
Number of Traders in Each Category                                    Total Traders:        60
         .          4          .         20         20          8          6          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    83,728
Positions
    12,165     29,732      1,335     36,821      7,246      3,244     11,117     36,858         58      7,781        903        256     10,951      4,096
 
Changes from:       April 3, 2012                                    Total Change is:      -975
      -209        627       -203        -44       -690        286       -249     -1,463         32       -418        256         20       -190        160
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       35.5        1.6       44.0        8.7        3.9       13.3       44.0        0.1        9.3        1.1        0.3       13.1        4.9
 
Number of Traders in Each Category                                    Total Traders:        95
         9         14          5         22         12         10         13         12          .         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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   596,803
Positions
    18,788     62,805      6,025    216,900    157,575     98,731     91,773     60,476      9,031     13,609     71,001         82    141,864    131,077
 
Changes from:       April 3, 2012                                    Total Change is:    23,167
    -1,553     -1,438      2,594     -3,243      7,912      4,487     12,788     -1,421      2,343     -1,875     18,260     -2,223      9,849     -7,347
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       10.5        1.0       36.3       26.4       16.5       15.4       10.1        1.5        2.3       11.9        0.0       23.8       22.0
 
Number of Traders in Each Category                                    Total Traders:       167
        11         16          7         40         26         33         28         29         13          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   356,434
Positions
     2,476    134,638        439    260,759     16,535     31,219      1,600    113,935         56      4,329      8,291          0     55,556     51,321
 
Changes from:       April 3, 2012                                    Total Change is:    12,112
         0     -1,911       -207     12,540     -3,146     -3,166          0     14,276          0      1,777      1,000          0      1,168      5,266
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       37.8        0.1       73.2        4.6        8.8        0.4       32.0        0.0        1.2        2.3        0.0       15.6       14.4
 
Number of Traders in Each Category                                    Total Traders:        69
         .         11          .         33          6         21          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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   790,264
Positions
    69,147     77,953      4,536    170,807    236,134     73,887    208,516    219,760     23,016    138,413     42,052      6,762     95,180    106,164
 
Changes from:       April 3, 2012                                    Total Change is:     4,849
   -23,141     28,864      3,938     42,392    -41,345     -7,084    -24,846     30,913         36      9,499     -5,114         -3      4,058     -5,356
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        9.9        0.6       21.6       29.9        9.3       26.4       27.8        2.9       17.5        5.3        0.9       12.0       13.4
 
Number of Traders in Each Category                                    Total Traders:       224
        19         20          .         37         27         38         38         46         24         15         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,773,855
Positions
    82,163    179,856     28,888    654,753    591,879    223,550    362,539    276,398     44,034     99,458     79,331     12,769    265,701    337,150
 
Changes from:       April 3, 2012                                    Total Change is:    38,435
   -30,146     25,869      7,702     42,853    -36,143    -14,708     15,887     62,388      4,990     -6,006       -212     -1,759     19,622     -9,692
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       10.1        1.6       36.9       33.4       12.6       20.4       15.6        2.5        5.6        4.5        0.7       15.0       19.0
 
Number of Traders in Each Category                                    Total Traders:       279
        23         44         17         30         58         47         35         60         34         10         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 1,307,839
Positions
    71,324    142,759     32,925    368,788    565,692    143,756    288,298     91,938     16,066    194,001     75,671        191    192,490    238,841
 
Changes from:       April 3, 2012                                    Total Change is:    32,967
   -38,230     35,528      9,963       -259     -8,673      2,150     40,693        762      1,344     -4,394     -1,783          6     21,694     -6,330
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       10.9        2.5       28.2       43.3       11.0       22.0        7.0        1.2       14.8        5.8        0.0       14.7       18.3
 
Number of Traders in Each Category                                    Total Traders:       190
         9         26          8         28         35         34         29         34         16         12         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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   520,321
Positions
   169,565    164,362    187,662          0      5,701      1,200     74,248     51,683     54,660      3,098      2,448      5,598     24,290     47,007
 
Changes from:       April 3, 2012                                    Total Change is:       361
      -494     -5,247      2,945          0      1,085          0       -893       -279       -175       -153       -780        190     -1,059      2,622
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       31.6       36.1        0.0        1.1        0.2       14.3        9.9       10.5        0.6        0.5        1.1        4.7        9.0
 
Number of Traders in Each Category                                    Total Traders:        82
        20         25         42          0          .          .         13         14         23          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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 8,548,758
Positions
 2,261,688  2,052,278  1,891,718    431,220    693,962    174,343    918,018    521,580  1,763,912     91,593    350,906    228,522    787,744    871,537
 
Changes from:       April 3, 2012                                    Total Change is:   110,746
   -32,412    137,937     44,287    -27,884   -114,410     20,736     46,361    -16,776      1,345     12,277      5,237     46,153       -117    -13,763
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       24.0       22.1        5.0        8.1        2.0       10.7        6.1       20.6        1.1        4.1        2.7        9.2       10.2
 
Number of Traders in Each Category                                    Total Traders:       251
        33         49         81         15          8         17         58         47         91         11         11         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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    10,101
Positions
     3,963      1,704          0        657        973          6      3,939      6,956         21      1,364        300          0        151        141
 
Changes from:       April 3, 2012                                    Total Change is:      -520
       116       -701          0         11        106          0       -705        109         -3         44        -30          0         17         -1
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       16.9        0.0        6.5        9.6        0.1       39.0       68.9        0.2       13.5        3.0        0.0        1.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          6          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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     7,922
Positions
     5,112      3,424          0      1,170      1,837         45      1,330      2,138          0         66        381          0        199         97
 
Changes from:       April 3, 2012                                    Total Change is:      -222
      -883       -114          0          0       -200          0        615       -203          0          0        281          0         46         14
 
Percent of Open Interest Represented by Each Category of Trader
      64.5       43.2        0.0       14.8       23.2        0.6       16.8       27.0        0.0        0.8        4.8        0.0        2.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        33
         4          4          0          .          5          .          5          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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    46,655
Positions
    15,749     20,875          0      2,319         81        360     15,302     22,674        500      4,035        377          0      8,390      1,788
 
Changes from:       April 3, 2012                                    Total Change is:     2,061
       112        371          0        406         25        -34      1,392      2,662       -319         39        -17         -6        471       -621
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       44.7        0.0        5.0        0.2        0.8       32.8       48.6        1.1        8.6        0.8        0.0       18.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       102
         6          4          0          9          .          .         31         18          .         26          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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   322,529
Positions
   148,479     66,984     37,214     37,677      4,521      6,521      2,569    100,848     25,567        664     12,918     40,684     23,154     27,272
 
Changes from:       April 3, 2012                                    Total Change is:    12,017
     4,953      5,752      3,472      2,289     -1,378     -1,965     -3,799      4,165      6,794       -591     -4,499      2,246     -1,382     -2,570
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       20.8       11.5       11.7        1.4        2.0        0.8       31.3        7.9        0.2        4.0       12.6        7.2        8.5
 
Number of Traders in Each Category                                    Total Traders:       129
        14         13         22         14          9          9         10         45         36          5         13         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 10, 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     7,348
Positions
       843      1,023          0      3,306        911          0      1,968      3,564        594        290        917        286         61         53
 
Changes from:       April 3, 2012                                    Total Change is:         3
        -1         88          0          0        -81          0          0         -3          0          0          4          2          2         -7
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       13.9        0.0       45.0       12.4        0.0       26.8       48.5        8.1        3.9       12.5        3.9        0.8        0.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          0          .          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated April 13, 2012