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Traders in Financial Futures - Futures Only Positions as of April 17, 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   128,841
Positions
    10,302     35,281        734     18,895     34,476        368     48,038     36,599      2,015      9,648        950          0     38,841     18,418
 
Changes from:       April 10, 2012                                   Total Change is:    15,008
         2     13,749        -27        204       -159          6     10,949      3,873       -479        -21        851          0      4,374     -2,806
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       27.4        0.6       14.7       26.8        0.3       37.3       28.4        1.6        7.5        0.7        0.0       30.1       14.3
 
Number of Traders in Each Category                                    Total Traders:        84
         5         10          4          7          4          .         29         16          8         11          .          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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    41,358
Positions
    14,763     10,077        123        676      1,918        305     15,452     12,048         98        537          0          0      9,404     16,789
 
Changes from:       April 10, 2012                                   Total Change is:     1,363
     2,423       -301       -316        -90          4         85        397      2,473        -70       -456          0          0       -610       -512
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       24.4        0.3        1.6        4.6        0.7       37.4       29.1        0.2        1.3        0.0        0.0       22.7       40.6
 
Number of Traders in Each Category                                    Total Traders:        35
         8          4          .          .          4          .          7         10          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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   157,015
Positions
    43,303     34,549        830      8,813     55,987      6,007     70,262     35,214        659      2,046      3,324          0     25,095     20,445
 
Changes from:       April 10, 2012                                   Total Change is:    11,493
    -3,367     29,507        522       -305    -16,497      1,209      9,263     -1,479        307        -20          0          0      3,884     -2,076
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       22.0        0.5        5.6       35.7        3.8       44.7       22.4        0.4        1.3        2.1        0.0       16.0       13.0
 
Number of Traders in Each Category                                    Total Traders:        89
         8          8          4          7         16          5         31         13          4          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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   144,168
Positions
    49,882     16,952        493     66,051      9,662      1,023     16,398     69,966        136      1,019      2,932          0      9,166     43,004
 
Changes from:       April 10, 2012                                   Total Change is:    -6,707
    -5,517      3,424          0       -128        -59        231       -506     -6,473        -53        450          9          0     -1,184     -3,786
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       11.8        0.3       45.8        6.7        0.7       11.4       48.5        0.1        0.7        2.0        0.0        6.4       29.8
 
Number of Traders in Each Category                                    Total Traders:        93
         9          8          .          8          8          .         14         38          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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   295,844
Positions
   169,621     15,549      1,583     27,239     46,319      7,016     54,321    143,809        799      6,653     14,459        795     27,817     65,515
 
Changes from:       April 10, 2012                                   Total Change is:    21,014
    26,624        874         95       -375     14,123     -9,839      6,556     14,323        326       -512      1,960        103     -1,964       -951
 
Percent of Open Interest Represented by Each Category of Trader
      57.3        5.3        0.5        9.2       15.7        2.4       18.4       48.6        0.3        2.2        4.9        0.3        9.4       22.1
 
Number of Traders in Each Category                                    Total Traders:       178
        27          7          5         14         19          9         25         65         12          6         15          4
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Traders in Financial Futures - Futures Only Positions as of April 17, 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   148,796
Positions
    32,607     34,039      1,173      2,640     42,570        982     81,975     49,918        167        992        898          0     28,260     19,049
 
Changes from:       April 10, 2012                                   Total Change is:    -5,274
    -9,795      2,879          0       -201        714        124      4,013     -6,182        -69         14        178          0        640     -2,918
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       22.9        0.8        1.8       28.6        0.7       55.1       33.5        0.1        0.7        0.6        0.0       19.0       12.8
 
Number of Traders in Each Category                                    Total Traders:        80
         7         11          5          .         10          .         25         20          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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   125,366
Positions
    43,011     48,553     66,264      1,918          0          0      5,693      2,645      7,820          0          0          0        660         84
 
Changes from:       April 10, 2012                                   Total Change is:     1,036
       387      1,246        136      1,067          0          0     -1,124       -857        436          0          0          0        134         75
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       38.7       52.9        1.5        0.0        0.0        4.5        2.1        6.2        0.0        0.0        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         8         12         12          .          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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   167,618
Positions
    54,434    124,334        119     28,084        106      3,364     73,357     34,710        481      1,500      2,284          0      6,279      2,220
 
Changes from:       April 10, 2012                                   Total Change is:    -6,612
     5,958     -2,737        119      2,617          0          0    -14,593     -2,989       -207       -666       -166          0        160       -632
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       74.2        0.1       16.8        0.1        2.0       43.8       20.7        0.3        0.9        1.4        0.0        3.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       104
        10         11          .         12          .          .         33         25          5          6          6          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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    17,699
Positions
    13,791      3,066        166      1,176          0          0        381        529         21      1,826     13,433          0        338        484
 
Changes from:       April 10, 2012                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      77.9       17.3        0.9        6.6        0.0        0.0        2.2        3.0        0.1       10.3       75.9        0.0        1.9        2.7
 
Number of Traders in Each Category                                    Total Traders:        21
         5          .          .          .          0          0          .          .          .          5          .          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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    23,952
Positions
     2,026     17,195          0        568        113          0     16,937      4,615          0        619        338          0      3,802      1,691
 
Changes from:       April 10, 2012                                   Total Change is:     2,150
        -1      2,015          0         24       -266        -10      1,680        497       -143        189          0          0        411         57
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       71.8        0.0        2.4        0.5        0.0       70.7       19.3        0.0        2.6        1.4        0.0       15.9        7.1
 
Number of Traders in Each Category                                    Total Traders:        50
         4          9          0          .          .          0         21          9          0          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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    51,736
Positions
    13,639     32,042        964      4,625      1,611        612     22,285     10,592        107      2,826        855          0      6,680      4,954
 
Changes from:       April 10, 2012                                   Total Change is:     1,869
     1,739        580        -72        598       -327        162        810        661         80       -141        461          0     -1,308        324
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       61.9        1.9        8.9        3.1        1.2       43.1       20.5        0.2        5.5        1.7        0.0       12.9        9.6
 
Number of Traders in Each Category                                    Total Traders:       106
        14         22          .          7          5          .         34         14          4          6          4          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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   103,471
Positions
    27,278     64,083      1,927      9,250      3,222      1,223     44,569     21,184        214      5,651      1,710          0     13,359      9,908
 
Changes from:       April 10, 2012                                   Total Change is:     3,738
     3,478      1,160       -144      1,196       -654        324      1,620      1,322        160       -281        922          0     -2,615        648
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       61.9        1.9        8.9        3.1        1.2       43.1       20.5        0.2        5.5        1.7        0.0       12.9        9.6
 
Number of Traders in Each Category                                    Total Traders:       106
        14         22          .          7          5          .         34         14          4          6          4          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 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   796,135
Positions
    43,771    203,567     22,324    374,315    170,943     43,836     92,328    178,866     27,659     39,555     29,891      5,349    147,000    113,701
 
Changes from:       April 10, 2012                                   Total Change is:     5,550
      -488      8,703        281     -1,036     -1,807     -4,657      7,889     -1,758     -2,107      1,773      2,586       -101      3,997      4,412
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       25.6        2.8       47.0       21.5        5.5       11.6       22.5        3.5        5.0        3.8        0.7       18.5       14.3
 
Number of Traders in Each Category                                    Total Traders:       573
        36         55         30        122         65         64         93        121         64         38         42         15
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Traders in Financial Futures - Futures Only Positions as of April 17, 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   235,260
Positions
    21,803     77,227      2,582    106,707     31,516      8,470     19,134     35,518      1,376      9,021      6,781      1,035     65,132     70,755
 
Changes from:       April 10, 2012                                   Total Change is:      -238
    -3,711     -1,798        541       -525     -1,130       -242      3,381     -4,352        322     -1,384        -86         31      1,349      6,476
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       32.8        1.1       45.4       13.4        3.6        8.1       15.1        0.6        3.8        2.9        0.4       27.7       30.1
 
Number of Traders in Each Category                                    Total Traders:       112
        10         13          5         26          9         14         16         29         10          6          .          .
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Traders in Financial Futures - Futures Only Positions as of April 17, 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 2,804,377
Positions
   159,936    681,800     48,610  1,362,425    721,524    152,445    435,869    786,641     61,513    168,006    130,882      6,234    409,339    214,728
 
Changes from:       April 10, 2012                                   Total Change is:    28,939
     7,737     44,124      7,079     -6,134     -6,965    -18,499      7,176     -2,390      3,216     16,637     14,209     -1,513     13,240    -10,322
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       24.3        1.7       48.6       25.7        5.4       15.5       28.1        2.2        6.0        4.7        0.2       14.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       547
        34         56         20        108         62         56         93        115         51         36         42         13
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Traders in Financial Futures - Futures Only Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   100,021
Positions
     9,235     20,175        420     60,724     57,002      2,489     13,794     11,682          5      4,292      4,573          0      9,062      3,675
 
Changes from:       April 10, 2012                                   Total Change is:    -1,330
      -860        269         48        -50      1,783     -3,237      2,556       -702       -912        237      1,322          0        888         99
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       20.2        0.4       60.7       57.0        2.5       13.8       11.7        0.0        4.3        4.6        0.0        9.1        3.7
 
Number of Traders in Each Category                                    Total Traders:       100
        12          9          .         38         11         12         13         10          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   101,027
Positions
     4,743     57,583      4,391     33,300      8,090      1,410     41,793     12,761      2,506      1,598      6,754        532     10,755      6,999
 
Changes from:       April 10, 2012                                   Total Change is:    -1,172
      -452      2,752        720        524        618        -45        313     -2,074     -1,168       -153       -495        160     -1,072     -1,639
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       57.0        4.3       33.0        8.0        1.4       41.4       12.6        2.5        1.6        6.7        0.5       10.6        6.9
 
Number of Traders in Each Category                                    Total Traders:       244
        16         32          9         35         22         11         68         42         12         12         15          4
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Traders in Financial Futures - Futures Only Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    12,989
Positions
     4,120     10,730          0      1,036          0          0      2,147      1,045          0          0         27        358      5,328        829
 
Changes from:       April 10, 2012                                   Total Change is:       630
       493      2,342          0          0          0          0        830     -1,229          0          0       -286         97       -790       -294
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       82.6        0.0        8.0        0.0        0.0       16.5        8.0        0.0        0.0        0.2        2.8       41.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        21
         4          9          0          .          0          0          4          .          0          0          .          .
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Traders in Financial Futures - Futures Only Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   440,192
Positions
    23,714    254,866      1,355    161,319     40,451      7,051    209,218     69,571      1,541      7,991     33,635        870     27,133     30,852
 
Changes from:       April 10, 2012                                   Total Change is:    -9,009
    -1,358      5,413        236      2,622      3,088       -225     -5,576     -7,216     -2,849       -764     -1,046        315     -1,410     -6,725
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       57.9        0.3       36.6        9.2        1.6       47.5       15.8        0.4        1.8        7.6        0.2        6.2        7.0
 
Number of Traders in Each Category                                    Total Traders:       243
        18         30          5         35         22         11         68         42          9         12         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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   391,313
Positions
   139,604     27,154      9,829    133,104    200,164     20,388     56,912    102,453      1,827      3,083     10,756         16     26,550     18,726
 
Changes from:       April 10, 2012                                   Total Change is:    -4,905
    -4,381        370      3,119     -1,371     -4,150     -1,450      2,060     -1,479     -1,742     -1,312      1,452        -43        215       -982
 
Percent of Open Interest Represented by Each Category of Trader
      35.7        6.9        2.5       34.0       51.2        5.2       14.5       26.2        0.5        0.8        2.7        0.0        6.8        4.8
 
Number of Traders in Each Category                                    Total Traders:       241
        18         10          .         56         44         22         43         50         10          7         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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    42,771
Positions
    13,393        768          0     11,564        470         51      8,721     11,515          0      2,146      6,694          0      6,896     23,273
 
Changes from:       April 10, 2012                                   Total Change is:    -1,302
      -207         96          0       -311         60       -266       -886     -2,025          0         40          0          0        328        833
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        1.8        0.0       27.0        1.1        0.1       20.4       26.9        0.0        5.0       15.7        0.0       16.1       54.4
 
Number of Traders in Each Category                                    Total Traders:        44
         8          .          0         12          .          .          9          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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    62,892
Positions
    11,489      9,647      3,086      8,570      1,428        705     15,749      1,646      6,943      3,627      1,770          0     12,723     37,667
 
Changes from:       April 10, 2012                                   Total Change is:    16,401
     4,990     -1,777      1,938       -120        -93       -162       -153        -81      3,212        306        670          0      6,390     12,694
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       15.3        4.9       13.6        2.3        1.1       25.0        2.6       11.0        5.8        2.8        0.0       20.2       59.9
 
Number of Traders in Each Category                                    Total Traders:        49
         9         11          6          5          .          .         12          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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    55,798
Positions
       222     10,664      1,213     38,713     22,179      3,365      6,043     15,375         59          0          0          0      6,183      2,943
 
Changes from:       April 10, 2012                                   Total Change is:     2,180
         0      1,761         16      2,284      1,149       -968       -171       -291         18          0          0          0      1,001        495
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       19.1        2.2       69.4       39.7        6.0       10.8       27.6        0.1        0.0        0.0        0.0       11.1        5.3
 
Number of Traders in Each Category                                    Total Traders:        57
         .          5          .         20         20          8          6          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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    81,976
Positions
    11,604     31,280      1,336     37,370      7,180      3,147     10,457     33,768         26      6,633        593        261     11,142      4,385
 
Changes from:       April 10, 2012                                   Total Change is:    -1,752
      -561      1,548          1        549        -66        -97       -660     -3,090        -32     -1,148       -310          5        191        289
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       38.2        1.6       45.6        8.8        3.8       12.8       41.2        0.0        8.1        0.7        0.3       13.6        5.3
 
Number of Traders in Each Category                                    Total Traders:        87
         9         14          5         20         11          7         12         10          .          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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   565,563
Positions
    14,555     85,230      4,359    231,884    149,493     83,251     66,444     54,523      8,364     13,700     46,497        729    142,277    133,117
 
Changes from:       April 10, 2012                                   Total Change is:   -31,240
    -4,233     22,425     -1,666     14,984     -8,082    -15,480    -25,329     -5,953       -667         91    -24,504        647        413      2,040
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       15.1        0.8       41.0       26.4       14.7       11.7        9.6        1.5        2.4        8.2        0.1       25.2       23.5
 
Number of Traders in Each Category                                    Total Traders:       165
        10         17          7         42         23         34         30         26         13          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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   366,445
Positions
     2,476    146,003        151    272,465     16,833     27,989      3,460    119,838         56      6,167      4,691          0     53,681     50,884
 
Changes from:       April 10, 2012                                   Total Change is:    10,011
         0     11,365       -288     11,706        298     -3,230      1,860      5,903          0      1,838     -3,600          0     -1,875       -437
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       39.8        0.0       74.4        4.6        7.6        0.9       32.7        0.0        1.7        1.3        0.0       14.6       13.9
 
Number of Traders in Each Category                                    Total Traders:        73
         .         13          .         34          6         21          .         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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   829,439
Positions
    60,142    128,015     11,150    194,756    186,499     62,385    219,923    281,128      9,188    151,475     44,684      6,911    113,509     99,479
 
Changes from:       April 10, 2012                                   Total Change is:    39,175
    -9,005     50,062      6,614     23,949    -49,635    -11,502     11,407     61,368    -13,828     13,062      2,632        149     18,329     -6,685
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       15.4        1.3       23.5       22.5        7.5       26.5       33.9        1.1       18.3        5.4        0.8       13.7       12.0
 
Number of Traders in Each Category                                    Total Traders:       219
        14         22          8         37         29         38         38         38         23         17         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 1,813,480
Positions
   115,090    175,886     31,583    694,797    572,792    222,318    358,049    341,309     36,056     74,432     91,233     10,973    270,182    331,330
 
Changes from:       April 10, 2012                                   Total Change is:    39,625
    32,927     -3,970      2,695     40,044    -19,087     -1,232     -4,490     64,911     -7,978    -25,026     11,902     -1,796      4,481     -5,820
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        9.7        1.7       38.3       31.6       12.3       19.7       18.8        2.0        4.1        5.0        0.6       14.9       18.3
 
Number of Traders in Each Category                                    Total Traders:       294
        25         38         19         32         60         49         38         69         38         10         22          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 1,307,932
Positions
    68,038    144,613     38,164    370,054    532,526    133,868    248,062    108,738     24,176    195,614     80,360      2,913    227,043    242,574
 
Changes from:       April 10, 2012                                   Total Change is:        93
    -3,286      1,854      5,239      1,266    -33,166     -9,888    -40,236     16,800      8,110      1,613      4,689      2,722     34,553      3,733
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       11.1        2.9       28.3       40.7       10.2       19.0        8.3        1.8       15.0        6.1        0.2       17.4       18.5
 
Number of Traders in Each Category                                    Total Traders:       202
         9         28          8         28         36         34         34         36         21         11         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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   518,082
Positions
   178,594    145,773    193,096          0      6,116      1,200     57,589     61,811     52,643      3,343      3,023      4,817     26,800     49,603
 
Changes from:       April 10, 2012                                   Total Change is:    -2,239
     9,029    -18,589      5,434          0        415          0    -16,659     10,128     -2,017        245        575       -781      2,510      2,596
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       28.1       37.3        0.0        1.2        0.2       11.1       11.9       10.2        0.6        0.6        0.9        5.2        9.6
 
Number of Traders in Each Category                                    Total Traders:        83
        23         23         41          0          .          .         13         15         23          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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 8,517,016
Positions
 2,188,657  2,241,480  1,818,231    472,864    511,567    187,157  1,047,319    578,898  1,683,231     89,558    388,527    189,871    840,128    918,054
 
Changes from:       April 10, 2012                                   Total Change is:   -31,742
   -73,031    189,202    -73,487     41,644   -182,395     12,814    129,301     57,318    -80,681     -2,035     37,621    -38,651     52,384     46,517
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       26.3       21.3        5.6        6.0        2.2       12.3        6.8       19.8        1.1        4.6        2.2        9.9       10.8
 
Number of Traders in Each Category                                    Total Traders:       254
        33         51         82         15          8         17         51         53         87         11         12         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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     9,756
Positions
     3,957      1,242          0        659        973          6      3,628      7,103         21      1,320        280          0        165        131
 
Changes from:       April 10, 2012                                   Total Change is:      -345
        -6       -462          0          2          0          0       -311        147          0        -44        -20          0         14        -10
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       12.7        0.0        6.8       10.0        0.1       37.2       72.8        0.2       13.5        2.9        0.0        1.7        1.3
 
Number of Traders in Each Category                                    Total Traders:        28
         .          4          0          .          4          .          6          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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     8,600
Positions
     4,965      3,534          0      1,170      2,031         45      2,150      2,612          0         68        326          0        202         52
 
Changes from:       April 10, 2012                                   Total Change is:       678
      -147        110          0          0        194          0        820        474          0          2        -55          0          3        -45
 
Percent of Open Interest Represented by Each Category of Trader
      57.7       41.1        0.0       13.6       23.6        0.5       25.0       30.4        0.0        0.8        3.8        0.0        2.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        35
         .          5          0          .          5          .          6         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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    45,759
Positions
    15,530     20,334          0      2,528          0        360     13,778     22,480        501      3,678        283          0      9,384      1,801
 
Changes from:       April 10, 2012                                   Total Change is:      -896
      -219       -541          0        209        -81          0     -1,524       -194          1       -357        -94          0        994         13
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       44.4        0.0        5.5        0.0        0.8       30.1       49.1        1.1        8.0        0.6        0.0       20.5        3.9
 
Number of Traders in Each Category                                    Total Traders:        96
         6          4          0          9          0          .         33         17          .         22          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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   340,437
Positions
   139,222     59,960     44,429     38,362      3,679      5,872      5,095    102,910     28,780        961     13,178     51,860     25,856     29,769
 
Changes from:       April 10, 2012                                   Total Change is:    17,908
    -9,257     -7,024      7,215        685       -842       -649      2,526      2,062      3,213        297        260     11,176      2,702      2,497
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       17.6       13.1       11.3        1.1        1.7        1.5       30.2        8.5        0.3        3.9       15.2        7.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       126
        13         14         22         10          7          8          8         48         40          5         14         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 17, 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     7,412
Positions
       844        914          0      3,320        939          0      2,011      3,726        594        290        928        286         67         25
 
Changes from:       April 10, 2012                                   Total Change is:        64
         1       -109          0         14         28          0         43        162          0          0         11          0          6        -28
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       12.3        0.0       44.8       12.7        0.0       27.1       50.3        8.0        3.9       12.5        3.9        0.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          5          .          0          4          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated April 20, 2012