```
Traders in Financial Futures - Futures Only Positions as of May 8, 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   148,415
Positions
    11,756     49,483        895     20,362     34,054        181     59,968     37,296      1,600     10,618      2,105        866     42,169     21,935
 
Changes from:       May 1, 2012                                      Total Change is:   -14,621
     2,699    -15,026        107        897        -30          8    -12,336     -6,666        -60        606      1,496        562     -7,104      4,988
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       33.3        0.6       13.7       22.9        0.1       40.4       25.1        1.1        7.2        1.4        0.6       28.4       14.8
 
Number of Traders in Each Category                                    Total Traders:        81
         5         10          .          8          4          .         27         13          7         12          .          .
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Traders in Financial Futures - Futures Only Positions as of May 8, 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    45,717
Positions
    16,658      8,446        174        831      1,498        250     15,343     13,865         94      1,583        410         30     10,754     20,950
 
Changes from:       May 1, 2012                                      Total Change is:     4,060
     4,289     -4,711       -187         -9          3          0      1,434      1,542        -29      1,046        410         30     -2,514      7,002
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       18.5        0.4        1.8        3.3        0.5       33.6       30.3        0.2        3.5        0.9        0.1       23.5       45.8
 
Number of Traders in Each Category                                    Total Traders:        33
         7          4          .          .          .          .          6          9          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   199,801
Positions
     6,297     98,554         55      9,598     46,638      6,323    111,188     25,692        277     24,199      3,494          0     41,864     18,768
 
Changes from:       May 1, 2012                                      Total Change is:    11,513
   -23,591     12,175       -171        270        456        -69     12,203       -875        -81     21,775       -489          0      1,177        567
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       49.3        0.0        4.8       23.3        3.2       55.6       12.9        0.1       12.1        1.7        0.0       21.0        9.4
 
Number of Traders in Each Category                                    Total Traders:        99
         .         13          .          6         15          4         39         16          4          4          .          0
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   141,842
Positions
    37,786     33,279        200     64,759      9,659        825     13,117     52,164        220     10,867      2,768          0     14,068     42,727
 
Changes from:       May 1, 2012                                      Total Change is:     1,493
    -8,939     10,243       -345     -1,074        574        -22       -680     -8,254         21     10,313      1,110          0      2,219     -1,834
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       23.5        0.1       45.7        6.8        0.6        9.2       36.8        0.2        7.7        2.0        0.0        9.9       30.1
 
Number of Traders in Each Category                                    Total Traders:        77
         8          8          .          8          7          .         13         27          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   321,037
Positions
   137,440     15,040        176     27,255     46,974      7,277     60,165    166,483      1,012     56,150     13,611        593     30,969     69,871
 
Changes from:       May 1, 2012                                      Total Change is:    41,432
   -16,502      1,598     -2,057       -479      1,534        259     10,828     36,484       -606     49,752      1,087        146         91      2,987
 
Percent of Open Interest Represented by Each Category of Trader
      42.8        4.7        0.1        8.5       14.6        2.3       18.7       51.9        0.3       17.5        4.2        0.2        9.6       21.8
 
Number of Traders in Each Category                                    Total Traders:       178
        23         11          4         15         17         11         18         68         11          8         18          4
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   152,108
Positions
    54,157     21,273        521      2,183     42,837        906     70,182     60,528        242      1,995      1,142        278     21,644     24,381
 
Changes from:       May 1, 2012                                      Total Change is:     4,359
    28,159    -11,281       -896       -692        420          5    -15,639     11,617          2        897     -1,266        228     -7,705      5,530
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       14.0        0.3        1.4       28.2        0.6       46.1       39.8        0.2        1.3        0.8        0.2       14.2       16.0
 
Number of Traders in Each Category                                    Total Traders:        84
        11          8          7          .          8          .         23         24          4          5          .          .
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Traders in Financial Futures - Futures Only Positions as of May 8, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   125,412
Positions
    39,174     48,347     63,730      2,373          0          0      4,539      2,428      7,825      4,087          0      2,948        736        134
 
Changes from:       May 1, 2012                                      Total Change is:      -539
    -3,979       -757     -2,644       -131          0          0       -866       -110          5      3,974          0      2,948        154         19
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       38.6       50.8        1.9        0.0        0.0        3.6        1.9        6.2        3.3        0.0        2.4        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         7         12         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   160,169
Positions
    61,319    113,201          0     30,206        636      1,804     59,467     30,670        811      1,666      9,992          0      4,896      3,055
 
Changes from:       May 1, 2012                                      Total Change is:     3,670
     5,998     -8,463        -50      1,348       -517          0     -2,799      4,308        226        -61      7,843          0       -992        323
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       70.7        0.0       18.9        0.4        1.1       37.1       19.1        0.5        1.0        6.2        0.0        3.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        99
         9         10          0          9          .          .         30         29          7          6          4          0
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Traders in Financial Futures - Futures Only Positions as of May 8, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    18,977
Positions
    13,870      2,257      1,232        651          0          0      2,396      1,268         20        160     13,433          0        648        767
 
Changes from:       May 1, 2012                                      Total Change is:        79
       119       -108        -50       -282          0          0        110        198         20        -20          0          0        182         19
 
Percent of Open Interest Represented by Each Category of Trader
      73.1       11.9        6.5        3.4        0.0        0.0       12.6        6.7        0.1        0.8       70.8        0.0        3.4        4.0
 
Number of Traders in Each Category                                    Total Traders:        22
         7          .          .          .          0          0          6          .          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 8, 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    17,969
Positions
     2,495      9,006         94        385        100          0      9,968      5,718        125      2,173        448          0      2,729      2,478
 
Changes from:       May 1, 2012                                      Total Change is:    -1,846
       -66     -5,651         52         -7        100          0     -1,963      2,443          0      1,642        110          0     -1,504      1,100
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       50.1        0.5        2.1        0.6        0.0       55.5       31.8        0.7       12.1        2.5        0.0       15.2       13.8
 
Number of Traders in Each Category                                    Total Traders:        47
         6          5          .          .          .          0         15         13          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of May 8, 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    51,824
Positions
    13,703     31,537        912      3,901      2,882        359     22,850     11,445        163      2,759        236          0      7,178      4,292
 
Changes from:       May 1, 2012                                      Total Change is:    -4,398
       947     -4,683          3       -387      1,156       -214     -4,460        883        111       -137       -870          0       -260       -784
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       60.9        1.8        7.5        5.6        0.7       44.1       22.1        0.3        5.3        0.5        0.0       13.9        8.3
 
Number of Traders in Each Category                                    Total Traders:        97
        15         19          .          6          6          .         27         16          5          6          .          0
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   103,647
Positions
    27,406     63,073      1,824      7,801      5,764        717     45,700     22,889        326      5,517        471          0     14,356      8,583
 
Changes from:       May 1, 2012                                      Total Change is:    -8,796
     1,894     -9,365          5       -774      2,311       -428     -8,920      1,766        221       -274     -1,739          0       -520     -1,567
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       60.9        1.8        7.5        5.6        0.7       44.1       22.1        0.3        5.3        0.5        0.0       13.9        8.3
 
Number of Traders in Each Category                                    Total Traders:        97
        15         19          .          6          6          .         27         16          5          6          .          0
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   822,718
Positions
    54,782    194,855     24,983    362,508    171,389     44,615     85,931    191,008     45,552     44,228     25,505      8,229    151,889    116,580
 
Changes from:       May 1, 2012                                      Total Change is:     6,154
     4,095    -25,314      1,931       -815      6,800      2,371    -16,230     13,885      7,060      4,557     -3,332        930      2,255      1,823
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       23.7        3.0       44.1       20.8        5.4       10.4       23.2        5.5        5.4        3.1        1.0       18.5       14.2
 
Number of Traders in Each Category                                    Total Traders:       562
        33         58         27        123         64         63         84        126         71         40         32         14
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   249,212
Positions
    22,959     69,753      6,807    105,307     31,750      7,937     21,914     44,815      2,744      9,027      6,935      4,935     67,582     73,536
 
Changes from:       May 1, 2012                                      Total Change is:     4,402
     1,439     -9,974      1,361        -67        284       -249     -1,438      9,473         67        188          2      1,400      1,701      2,038
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       28.0        2.7       42.3       12.7        3.2        8.8       18.0        1.1        3.6        2.8        2.0       27.1       29.5
 
Number of Traders in Each Category                                    Total Traders:       112
        12         14          6         25          9         13         16         26         12          5          4          .
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Traders in Financial Futures - Futures Only Positions as of May 8, 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 2,867,529
Positions
   176,110    642,504     73,888  1,312,212    724,406    157,182    467,894    878,774     66,233    183,444    100,289      9,032    421,534    215,221
 
Changes from:       May 1, 2012                                      Total Change is:     8,761
     6,425    -83,558      9,707       -906     35,416     10,267    -35,764     60,256     -3,232     17,061    -21,450      2,432      2,771     -1,077
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       22.4        2.6       45.8       25.3        5.5       16.3       30.6        2.3        6.4        3.5        0.3       14.7        7.5
 
Number of Traders in Each Category                                    Total Traders:       530
        31         56         21        109         61         55         86        119         59         37         31         10
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   102,637
Positions
    17,619     18,639        424     58,167     58,667      2,083     12,861     11,928      1,119      1,699      4,483          0      8,665      5,294
 
Changes from:       May 1, 2012                                      Total Change is:     3,803
     3,606     -1,063        -22      5,793      3,147          4     -4,205     -1,296      1,069       -334         22          0     -2,108      1,942
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       18.2        0.4       56.7       57.2        2.0       12.5       11.6        1.1        1.7        4.4        0.0        8.4        5.2
 
Number of Traders in Each Category                                    Total Traders:        95
        13          8          .         32         11         10         16         10          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   104,211
Positions
     6,166     38,970     14,625     31,218      8,459      1,219     25,784     14,778     13,825      1,212      5,851        601      9,564      5,884
 
Changes from:       May 1, 2012                                      Total Change is:     5,773
       144    -11,700      6,614     -2,507      1,063         21     -3,478      3,735      7,203     -1,288       -306        272     -1,209     -1,130
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       37.4       14.0       30.0        8.1        1.2       24.7       14.2       13.3        1.2        5.6        0.6        9.2        5.6
 
Number of Traders in Each Category                                    Total Traders:       230
        20         30         13         33         24          9         59         42         18         10         12          .
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Traders in Financial Futures - Futures Only Positions as of May 8, 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    20,617
Positions
     9,512     11,585        622      1,036          0          0      4,757      7,634          0        329          0          0      4,361        776
 
Changes from:       May 1, 2012                                      Total Change is:     4,134
     3,595        -16         74          0          0          0      1,515      4,255          0       -547          0          0       -503       -179
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       56.2        3.0        5.0        0.0        0.0       23.1       37.0        0.0        1.6        0.0        0.0       21.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        25
         9          6          .          .          0          0          .          5          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of May 8, 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   417,971
Positions
    52,205    205,863      1,076    150,908     42,296      6,093    160,256     90,841     14,000      6,058     30,899      1,361     26,014     25,542
 
Changes from:       May 1, 2012                                      Total Change is:     8,194
    15,751    -25,417       -305    -12,537      5,315        107       -515     21,849     11,567     -3,704     -1,528      1,361     -3,531     -4,755
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       49.3        0.3       36.1       10.1        1.5       38.3       21.7        3.3        1.4        7.4        0.3        6.2        6.1
 
Number of Traders in Each Category                                    Total Traders:       227
        21         28          5         33         24          9         59         40         14         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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   414,494
Positions
   176,730     24,743     10,952    131,499    201,164     19,158     54,136    127,868      2,511      2,811     10,803        272     16,425     17,023
 
Changes from:       May 1, 2012                                      Total Change is:    17,023
    23,744     -6,779        300      5,533      7,818     -1,050     -9,863     12,793        968       -490        134        213     -2,332      2,626
 
Percent of Open Interest Represented by Each Category of Trader
      42.6        6.0        2.6       31.7       48.5        4.6       13.1       30.8        0.6        0.7        2.6        0.1        4.0        4.1
 
Number of Traders in Each Category                                    Total Traders:       249
        19         14          5         53         46         24         39         58         14          6         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    41,146
Positions
    12,398        758          0     10,171        510        198      8,859     10,394          0      2,577      6,718          0      6,943     22,568
 
Changes from:       May 1, 2012                                      Total Change is:    -1,005
      -887        -25          0       -324         40        107       -269       -645          0        420         24          0        -52       -506
 
Percent of Open Interest Represented by Each Category of Trader
      30.1        1.8        0.0       24.7        1.2        0.5       21.5       25.3        0.0        6.3       16.3        0.0       16.9       54.8
 
Number of Traders in Each Category                                    Total Traders:        42
         7          .          0         11          .          .          8          4          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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    70,080
Positions
    16,697     10,039      2,237      8,510      3,103        623     16,753      1,771      7,527      4,878          0          0     12,855     44,780
 
Changes from:       May 1, 2012                                      Total Change is:     3,518
       681       -686        -97       -227        489          0      1,054       -485        185      1,386       -955          0        536      5,067
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       14.3        3.2       12.1        4.4        0.9       23.9        2.5       10.7        7.0        0.0        0.0       18.3       63.9
 
Number of Traders in Each Category                                    Total Traders:        52
        14         12          5          4          .          .         11          4          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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    59,577
Positions
       222     14,825      1,236     39,752     21,747      3,756      8,462     14,951        184        823          0          0      5,142      2,878
 
Changes from:       May 1, 2012                                      Total Change is:     1,342
         0         48         10       -685        -50        -58      1,238        205         84          0          0          0        753      1,103
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       24.9        2.1       66.7       36.5        6.3       14.2       25.1        0.3        1.4        0.0        0.0        8.6        4.8
 
Number of Traders in Each Category                                    Total Traders:        60
         .          5          .         18         20          8          9          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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    85,365
Positions
     9,668     34,545      1,831     43,079      6,379      2,838     11,089     34,539         64      5,807        685        234     10,755      4,250
 
Changes from:       May 1, 2012                                      Total Change is:       737
      -214      1,096        -30        665        -79       -366          7       -445          4         44        295         11        616        251
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       40.5        2.1       50.5        7.5        3.3       13.0       40.5        0.1        6.8        0.8        0.3       12.6        5.0
 
Number of Traders in Each Category                                    Total Traders:        88
         8         17          6         22         11         10         13          8          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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   611,630
Positions
    10,864    129,890      2,780    240,754    146,854     79,217     90,839     51,604      8,831     21,100     50,478         51    157,194    141,925
 
Changes from:       May 1, 2012                                      Total Change is:    40,291
    -4,745     28,062        710      6,799      5,788      1,786     26,132      4,249      1,133        882      1,656        -71      7,665     -3,022
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       21.2        0.5       39.4       24.0       13.0       14.9        8.4        1.4        3.4        8.3        0.0       25.7       23.2
 
Number of Traders in Each Category                                    Total Traders:       170
         6         25          8         38         25         29         25         33         22          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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   358,320
Positions
     2,478    137,488        535    250,263     13,940     29,067      5,105    107,507         56      8,194     15,371          0     62,622     54,356
 
Changes from:       May 1, 2012                                      Total Change is:     1,893
         2     -7,837        338     -4,964        322        862      2,967     -3,118          0       -137     10,680          0      2,825        646
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       38.4        0.1       69.8        3.9        8.1        1.4       30.0        0.0        2.3        4.3        0.0       17.5       15.2
 
Number of Traders in Each Category                                    Total Traders:        67
         .         10          .         33          6         21          .          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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   997,915
Positions
    67,849    190,280      9,840    219,921    144,847     75,405    293,265    404,614     27,829    177,922     43,834      7,737    118,147     93,529
 
Changes from:       May 1, 2012                                      Total Change is:    44,136
     5,695      5,784        438     19,080     -3,552      9,304      4,486     28,763      7,176     -1,391      1,762        562     -1,214     -6,101
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       19.1        1.0       22.0       14.5        7.6       29.4       40.5        2.8       17.8        4.4        0.8       11.8        9.4
 
Number of Traders in Each Category                                    Total Traders:       233
        16         24          7         39         28         39         45         40         22         20         21          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 1,884,542
Positions
   113,279    232,717     41,699    676,782    502,661    224,567    369,102    344,651     42,929    113,908    139,619     20,359    281,917    335,340
 
Changes from:       May 1, 2012                                      Total Change is:    51,761
   -15,970    -10,815       -676     61,839     -9,395     -8,882     18,262     52,221      4,380    -11,868     13,996     -4,626      9,302     15,558
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       12.3        2.2       35.9       26.7       11.9       19.6       18.3        2.3        6.0        7.4        1.1       15.0       17.8
 
Number of Traders in Each Category                                    Total Traders:       300
        22         48         18         32         56         49         42         70         38         11         19          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 1,369,668
Positions
   111,638    111,195     24,579    351,910    513,449    142,451    269,313    175,731     25,593    183,983     89,470     20,435    239,766    266,765
 
Changes from:       May 1, 2012                                      Total Change is:    45,875
    26,787     -4,381     -9,781     11,562      4,679      3,750      9,757     20,522         86     -2,693     10,405      7,107       -700     13,488
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        8.1        1.8       25.7       37.5       10.4       19.7       12.8        1.9       13.4        6.5        1.5       17.5       19.5
 
Number of Traders in Each Category                                    Total Traders:       199
        14         22          7         25         37         34         34         36         24         11         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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   499,715
Positions
   179,579    140,845    180,690        565      1,560      3,257     50,783     57,732     54,406      1,260     10,749      4,804     24,371     45,672
 
Changes from:       May 1, 2012                                      Total Change is:     9,641
     1,884    -11,287     10,097        565        497      2,057     -6,476     -1,580      3,872        484      7,145        345     -3,187     -1,505
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       28.2       36.2        0.1        0.3        0.7       10.2       11.6       10.9        0.3        2.2        1.0        4.9        9.1
 
Number of Traders in Each Category                                    Total Traders:        86
        23         23         42          .          .          .         13         18         23          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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 8,944,252
Positions
 2,064,178  2,289,556  1,896,941    438,310    345,344    190,025  1,213,303    662,268  1,775,937    211,268    516,405    327,051    827,239    940,725
 
Changes from:       May 1, 2012                                      Total Change is:   128,484
   -32,986    -97,195    -30,887     45,421    -29,696        801     -2,051       -198     82,189     -1,158    113,637     96,983    -29,828     -7,150
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       25.6       21.2        4.9        3.9        2.1       13.6        7.4       19.9        2.4        5.8        3.7        9.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       262
        34         50         82         14          9         19         53         61         90         14         14         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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     8,219
Positions
     4,047        259          0        631        973          6      1,824      6,371        222      1,320        280          0        169        108
 
Changes from:       May 1, 2012                                      Total Change is:        22
       147        -20          0          6          0          0       -322       -142        208          0        -20          0        -17         -4
 
Percent of Open Interest Represented by Each Category of Trader
      49.2        3.2        0.0        7.7       11.8        0.1       22.2       77.5        2.7       16.1        3.4        0.0        2.1        1.3
 
Number of Traders in Each Category                                    Total Traders:        30
         4          .          0          .          4          .          6          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     8,485
Positions
     5,864      3,783          0      1,150      2,326         45      1,093      1,918          0         72        361          0        261         52
 
Changes from:       May 1, 2012                                      Total Change is:        10
        63         61          0          0         93          0        -41       -169          0          1         25          0        -13          0
 
Percent of Open Interest Represented by Each Category of Trader
      69.1       44.6        0.0       13.6       27.4        0.5       12.9       22.6        0.0        0.8        4.3        0.0        3.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          0          .          5          .          5          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    45,996
Positions
    15,347     19,779         71      2,165        987        254     14,387     21,606      1,066      7,009        508         23      5,674      1,702
 
Changes from:       May 1, 2012                                      Total Change is:       457
        43         33        -84         48       -452         10      1,270      2,136        -66       -661       -648          0       -103       -472
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       43.0        0.2        4.7        2.1        0.6       31.3       47.0        2.3       15.2        1.1        0.1       12.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       107
         6          4          .          7          .          .         30         20          6         32          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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   326,785
Positions
   143,868     62,185     31,727     38,619      4,266      7,875      6,988    109,962     21,438      1,873     13,754     49,789     24,608     25,789
 
Changes from:       May 1, 2012                                      Total Change is:     7,992
    -3,537      3,410      2,921     -2,607       -978        100     -3,161     -8,507      2,371       -196     -4,693      8,843      3,258      4,525
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       19.0        9.7       11.8        1.3        2.4        2.1       33.6        6.6        0.6        4.2       15.2        7.5        7.9
 
Number of Traders in Each Category                                    Total Traders:       131
        13         13         21         10          8          9         12         46         38          5         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 8, 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     7,091
Positions
       844        976        297      2,920      1,088          0      2,051      3,597        594        290        527          0         95         12
 
Changes from:       May 1, 2012                                      Total Change is:       -65
         0        -46          0          0         68          0        -72        -77          0          0          0          0          7        -10
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       13.8        4.2       41.2       15.3        0.0       28.9       50.7        8.4        4.1        7.4        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          5          .          0          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated May 11, 2012