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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   151,573
Positions
    13,149     40,305      5,734     20,572     34,040        185     58,279     42,899      4,356      8,746        695        857     39,696     22,503
 
Changes from:       May 8, 2012                                      Total Change is:    -6,259
     1,917    -10,031      1,030        210        -14          4     -1,498      5,592        912     -1,579     -1,562       -773     -6,482     -1,415
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       26.6        3.8       13.6       22.5        0.1       38.4       28.3        2.9        5.8        0.5        0.6       26.2       14.8
 
Number of Traders in Each Category                                    Total Traders:        88
         5         11          9          7          4          .         28         20         15         12          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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    64,690
Positions
    24,929      6,087        390        831      1,494        250     22,490     28,072        116      4,703        446         30     10,952     27,805
 
Changes from:       May 8, 2012                                      Total Change is:    18,200
     8,235     -2,359         58          0         -4          0      7,147     14,207         22      3,110         36          0       -373      6,240
 
Percent of Open Interest Represented by Each Category of Trader
      38.5        9.4        0.6        1.3        2.3        0.4       34.8       43.4        0.2        7.3        0.7        0.0       16.9       43.0
 
Number of Traders in Each Category                                    Total Traders:        39
         8          4          .          .          .          .          6         14          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   204,708
Positions
     4,323    100,141      2,019     10,308     47,347      6,253    114,998     24,379      1,656     23,889      3,494        179     41,081     19,238
 
Changes from:       May 8, 2012                                      Total Change is:       408
    -2,116      2,043        149        710        709        -70      3,711     -1,351        631       -234          0         87     -2,460     -1,790
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       48.9        1.0        5.0       23.1        3.1       56.2       11.9        0.8       11.7        1.7        0.1       20.1        9.4
 
Number of Traders in Each Category                                    Total Traders:       105
         5         13          8          7         15          4         40         16          8          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   150,343
Positions
    36,109     35,743      3,817     63,052     10,378        900     15,861     46,819      3,417     11,013      2,669        421     15,753     46,180
 
Changes from:       May 8, 2012                                      Total Change is:    -1,618
    -2,898      3,293        186     -1,707        344         22      2,540     -5,367        332        317       -508        149       -560        -70
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       23.8        2.5       41.9        6.9        0.6       10.5       31.1        2.3        7.3        1.8        0.3       10.5       30.7
 
Number of Traders in Each Category                                    Total Traders:        93
         9          8          7          8          9          5         16         33         15          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   420,524
Positions
   159,208     13,478     12,005     28,667     47,464     11,031     73,613    195,320     35,978     56,089     14,282      7,087     36,845     83,880
 
Changes from:       May 8, 2012                                      Total Change is:    55,869
    21,931        856      2,341      1,560       -625      2,751     13,592     30,030      9,645        301        941      2,320      1,427      7,609
 
Percent of Open Interest Represented by Each Category of Trader
      37.9        3.2        2.9        6.8       11.3        2.6       17.5       46.4        8.6       13.3        3.4        1.7        8.8       19.9
 
Number of Traders in Each Category                                    Total Traders:       209
        24         10         14         18         23         17         30         75         40         13         16         15
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   158,182
Positions
    70,070     16,149      3,947      1,935     44,297      1,387     49,600     56,327      5,245      1,799      1,153      2,004     22,194     27,673
 
Changes from:       May 8, 2012                                      Total Change is:    -3,798
    14,663     -4,825      1,164       -248      1,037        412    -19,813     -4,581      1,625       -299       -246        735     -2,036        881
 
Percent of Open Interest Represented by Each Category of Trader
      44.3       10.2        2.5        1.2       28.0        0.9       31.4       35.6        3.3        1.1        0.7        1.3       14.0       17.5
 
Number of Traders in Each Category                                    Total Traders:        90
        13          7         10          .         11          5         19         30         13          5          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   131,804
Positions
    34,243     41,375     75,682      1,878          0          0      4,522      2,440      7,850      4,087          0      2,948        594      1,509
 
Changes from:       May 8, 2012                                      Total Change is:     4,293
    -4,659     -6,700      9,581       -495          0          0        -17         12         25          0          0          0       -142      1,375
 
Percent of Open Interest Represented by Each Category of Trader
      26.0       31.4       57.4        1.4        0.0        0.0        3.4        1.9        6.0        3.1        0.0        2.2        0.5        1.1
 
Number of Traders in Each Category                                    Total Traders:        26
         7         12         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   174,386
Positions
    71,650    109,244      4,923     33,424        794      1,551     49,948     34,300      6,997      1,551     11,140          0      4,342      5,437
 
Changes from:       May 8, 2012                                      Total Change is:    14,217
    10,331     -3,957      4,923      3,218        158       -253     -9,519      3,630      6,186       -115      1,148          0       -554      2,382
 
Percent of Open Interest Represented by Each Category of Trader
      41.1       62.6        2.8       19.2        0.5        0.9       28.6       19.7        4.0        0.9        6.4        0.0        2.5        3.1
 
Number of Traders in Each Category                                    Total Traders:       104
         8         10          .          9          .          .         31         34         10          5          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,259
Positions
    14,482      2,758      1,189        391         52        102      2,993      1,713         45        140     13,433          0        917        967
 
Changes from:       May 8, 2012                                      Total Change is:     1,282
       612        501        -43       -260         52        102        597        445         25        -20          0          0        269        200
 
Percent of Open Interest Represented by Each Category of Trader
      71.5       13.6        5.9        1.9        0.3        0.5       14.8        8.5        0.2        0.7       66.3        0.0        4.5        4.8
 
Number of Traders in Each Category                                    Total Traders:        21
         6          .          .          .          .          .          6          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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    17,263
Positions
     4,093      6,853          0        402          0          0      7,320      7,935        162      2,771        462          0      2,515      1,851
 
Changes from:       May 8, 2012                                      Total Change is:      -706
     1,598     -2,153        -94         17       -100          0     -2,648      2,217         37        598         14          0       -214       -627
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       39.7        0.0        2.3        0.0        0.0       42.4       46.0        0.9       16.1        2.7        0.0       14.6       10.7
 
Number of Traders in Each Category                                    Total Traders:        46
         7          5          0          .          0          0          9         17          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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    51,651
Positions
    12,814     31,513        936      3,871      2,824        424     21,102      9,079      1,562      2,402        198        594      7,946      4,522
 
Changes from:       May 8, 2012                                      Total Change is:    -1,678
      -905         10        -12        -30        -58         66     -1,233     -2,318        169       -492        188        118        641        159
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       61.0        1.8        7.5        5.5        0.8       40.9       17.6        3.0        4.7        0.4        1.2       15.4        8.8
 
Number of Traders in Each Category                                    Total Traders:       102
        13         21          .          6          6          .         31         17         13          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   103,302
Positions
    25,628     63,025      1,871      7,742      5,648        848     42,204     18,158      3,124      4,804        396      1,189     15,893      9,043
 
Changes from:       May 8, 2012                                      Total Change is:    -3,355
    -1,810         20        -24        -59       -116        131     -2,465     -4,636        339       -984        377        235      1,282        319
 
Percent of Open Interest Represented by Each Category of Trader
      24.8       61.0        1.8        7.5        5.5        0.8       40.9       17.6        3.0        4.7        0.4        1.2       15.4        8.8
 
Number of Traders in Each Category                                    Total Traders:       102
        13         21          .          6          6          .         31         17         13          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 1,035,083
Positions
    58,305    174,893     43,887    356,250    182,193     48,380     85,903    180,601    198,697     33,604     28,674     35,744    174,314    142,015
 
Changes from:       May 8, 2012                                      Total Change is:    60,246
     1,802    -19,213     11,823     -5,560     11,192      1,521      3,614     -2,071     39,420     -5,418      2,421      1,682     11,362     13,470
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       16.9        4.2       34.4       17.6        4.7        8.3       17.4       19.2        3.2        2.8        3.5       16.8       13.7
 
Number of Traders in Each Category                                    Total Traders:       591
        34         51         40        119         72         71         88        134        109         49         43         47
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   355,218
Positions
    24,872     57,794     14,944    104,055     32,173     10,144     26,648     52,957     73,015      9,769      8,113     16,360     75,411     89,719
 
Changes from:       May 8, 2012                                      Total Change is:    25,494
     1,889    -11,789      4,137       -560        890        157      3,646      8,237     13,866        684        127        466      1,210      9,403
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       16.3        4.2       29.3        9.1        2.9        7.5       14.9       20.6        2.8        2.3        4.6       21.2       25.3
 
Number of Traders in Each Category                                    Total Traders:       129
        14         12         12         27          9         17         24         28         43          9          5         12
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,399,324
Positions
   223,836    642,167     88,045  1,288,276    777,404    163,878    500,547    842,490    424,134    128,195    111,827     87,901    494,513    261,478
 
Changes from:       May 8, 2012                                      Total Change is:   173,759
    39,135      2,448     -1,139    -23,905     52,604      5,727     49,186     -2,192     78,420    -29,547     12,436      5,122     50,762     20,334
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       18.9        2.6       37.9       22.9        4.8       14.7       24.8       12.5        3.8        3.3        2.6       14.5        7.7
 
Number of Traders in Each Category                                    Total Traders:       553
        34         49         33        105         69         62         88        124         99         43         41         39
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   102,056
Positions
    20,649     17,713        382     54,934     60,490      2,224     13,580     11,566         24      1,697      4,493          0      8,567      5,165
 
Changes from:       May 8, 2012                                      Total Change is:      -602
     3,030       -926        -42     -3,233      1,823        141        707       -362     -1,100         -2         10          0       -103       -146
 
Percent of Open Interest Represented by Each Category of Trader
      20.2       17.4        0.4       53.8       59.3        2.2       13.3       11.3        0.0        1.7        4.4        0.0        8.4        5.1
 
Number of Traders in Each Category                                    Total Traders:        93
        13          8          .         32         10         10         14         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   104,901
Positions
     6,183     40,110     13,295     28,715      8,248      1,538     29,390     15,480     14,369      1,504      5,814      1,045      8,862      5,002
 
Changes from:       May 8, 2012                                      Total Change is:    -1,393
        19      1,304     -1,638     -2,502       -211        319      3,948        570       -901        263        169         70       -971     -1,075
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       38.2       12.7       27.4        7.9        1.5       28.0       14.8       13.7        1.4        5.5        1.0        8.4        4.8
 
Number of Traders in Each Category                                    Total Traders:       236
        20         31         17         32         22         11         56         50         30         14         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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    21,268
Positions
     9,724     12,311        629      1,036          0          0      6,117      7,511          0        329          0          0      3,433        817
 
Changes from:       May 8, 2012                                      Total Change is:       644
       212        726          7          0          0          0      1,360       -123          0          0          0          0       -935         34
 
Percent of Open Interest Represented by Each Category of Trader
      45.7       57.9        3.0        4.9        0.0        0.0       28.8       35.3        0.0        1.5        0.0        0.0       16.1        3.8
 
Number of Traders in Each Category                                    Total Traders:        29
        10          7          .          .          0          0          5          5          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   418,164
Positions
    42,941    199,640      2,685    138,396     41,239      7,688    175,324     98,805     12,886      7,519     30,716      3,581     27,143     20,924
 
Changes from:       May 8, 2012                                      Total Change is:   -10,187
    -9,258     -5,404         66    -12,512     -1,057      1,595     16,713      7,239     -8,279      1,316        844        352       -181     -5,544
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       47.7        0.6       33.1        9.9        1.8       41.9       23.6        3.1        1.8        7.3        0.9        6.5        5.0
 
Number of Traders in Each Category                                    Total Traders:       234
        20         31          8         32         22         11         57         47         24         14         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   433,164
Positions
   185,205     25,286     13,729    130,391    214,153     19,362     61,034    127,347      4,048      2,230     11,474      1,067     16,099     16,699
 
Changes from:       May 8, 2012                                      Total Change is:    16,039
     8,475        545      2,774     -1,108     12,989        204      5,996       -603        467        -34        577         45       -781       -960
 
Percent of Open Interest Represented by Each Category of Trader
      42.8        5.8        3.2       30.1       49.4        4.5       14.1       29.4        0.9        0.5        2.6        0.2        3.7        3.9
 
Number of Traders in Each Category                                    Total Traders:       255
        22         14          6         52         45         25         39         60         18          6         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,519
Positions
    12,241        808          0      9,443        907        134      4,072      3,812          0      1,834      6,899          0      7,795     22,959
 
Changes from:       May 8, 2012                                      Total Change is:    -5,627
      -157         50          0       -728        397        -64     -4,787     -6,582          0       -743        181          0        852        391
 
Percent of Open Interest Represented by Each Category of Trader
      34.5        2.3        0.0       26.6        2.6        0.4       11.5       10.7        0.0        5.2       19.4        0.0       21.9       64.6
 
Number of Traders in Each Category                                    Total Traders:        40
         7          .          0         11          .          .          7          .          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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    66,621
Positions
    17,940     10,777      2,606      5,751      3,268        618     10,042      2,880      6,528      6,627          0          0     16,509     39,944
 
Changes from:       May 8, 2012                                      Total Change is:    -3,459
     1,243        738        369     -2,759        165         -5     -6,711      1,109       -999      1,749          0          0      3,654     -4,836
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       16.2        3.9        8.6        4.9        0.9       15.1        4.3        9.8        9.9        0.0        0.0       24.8       60.0
 
Number of Traders in Each Category                                    Total Traders:        51
        13         12          6          5          .          .          9          5          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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    59,111
Positions
     1,097     14,981      1,208     39,374     23,803      3,908      8,485     12,959          5        787          0          0      4,247      2,247
 
Changes from:       May 8, 2012                                      Total Change is:      -466
       875        156        -28       -378      2,056        152         23     -1,992       -179        -36          0          0       -895       -631
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       25.3        2.0       66.6       40.3        6.6       14.4       21.9        0.0        1.3        0.0        0.0        7.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        62
         .          4          .         19         22          9          9          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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    91,768
Positions
    13,660     34,117      1,921     47,678      5,681      2,725     10,262     39,773         71      5,360      2,287        234      9,857      4,959
 
Changes from:       May 8, 2012                                      Total Change is:     6,403
     3,992       -428         90      4,599       -698       -113       -827      5,234          7       -447      1,602          0       -898        709
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       37.2        2.1       52.0        6.2        3.0       11.2       43.3        0.1        5.8        2.5        0.3       10.7        5.4
 
Number of Traders in Each Category                                    Total Traders:        91
         8         16          6         22         10         10         13         10          .          8          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   833,730
Positions
     9,323    136,918     38,491    270,340    139,258     89,522     80,864     68,525    108,894     22,167     50,627     24,819    189,311    176,677
 
Changes from:       May 8, 2012                                      Total Change is:    99,163
    -1,151        872      8,870     24,347     -3,329      1,976     -7,929     22,599     41,076      1,493     -1,351     16,929     13,551     11,520
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       16.4        4.6       32.4       16.7       10.7        9.7        8.2       13.1        2.7        6.1        3.0       22.7       21.2
 
Number of Traders in Each Category                                    Total Traders:       180
         6         22         23         41         26         34         35         31         50          6         13          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   369,204
Positions
     3,774    137,772      1,272    253,886     13,601     27,016      6,157    110,620      1,505      8,194     18,955          0     67,401     58,463
 
Changes from:       May 8, 2012                                      Total Change is:     8,301
     1,296        374        647      3,623       -339     -2,051      1,949      3,113        310          0      3,584          0      2,527      2,662
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       37.3        0.3       68.8        3.7        7.3        1.7       30.0        0.4        2.2        5.1        0.0       18.3       15.8
 
Number of Traders in Each Category                                    Total Traders:        69
         .         10          6         34          6         22          .          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 1,072,852
Positions
    68,362    181,056     28,923    220,228    113,475     76,783    295,618    445,811     70,933    178,775     47,588      9,284    123,946     98,999
 
Changes from:       May 8, 2012                                      Total Change is:    18,289
     5,401     -7,927      7,291        307    -31,390      1,179      2,727     45,300       -533      2,483      3,602     -2,897      2,331      3,664
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       16.9        2.7       20.5       10.6        7.2       27.6       41.6        6.6       16.7        4.4        0.9       11.6        9.2
 
Number of Traders in Each Category                                    Total Traders:       230
        13         26         17         40         27         41         43         39         31         22         20          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,480,446
Positions
    86,393    212,036    256,917    696,312    528,788    249,557    319,914    332,230    331,751    108,322    135,653     97,227    334,054    336,287
 
Changes from:       May 8, 2012                                      Total Change is:    98,766
    12,664    -41,930     43,225     -4,086     32,184     -7,205    -39,504     36,705     59,301     -8,063     -7,542     18,022     24,410    -33,996
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        8.5       10.4       28.1       21.3       10.1       12.9       13.4       13.4        4.4        5.5        3.9       13.5       13.6
 
Number of Traders in Each Category                                    Total Traders:       315
        22         51         61         28         58         53         47         71         88         14         24         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 1,637,851
Positions
    59,517    138,978    104,412    311,286    516,692    155,834    289,807    174,655    145,623    269,459     76,817     52,141    249,772    272,699
 
Changes from:       May 8, 2012                                      Total Change is:    51,964
   -32,532     24,076      7,616    -40,737      1,792      3,574      8,908     23,826      9,204     98,070    -14,487      4,884     -7,023     -8,521
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        8.5        6.4       19.0       31.5        9.5       17.7       10.7        8.9       16.5        4.7        3.2       15.2       16.6
 
Number of Traders in Each Category                                    Total Traders:       210
        10         29         22         25         38         39         34         41         42         10         22         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   610,750
Positions
   193,773    138,613    203,490        565      9,245      3,758     42,033     48,298    126,225        183     14,614     15,932     24,792     50,576
 
Changes from:       May 8, 2012                                      Total Change is:    31,579
    12,216     -2,214     12,796          0      7,685        501       -862     -1,375      7,328       -154      1,236      1,716     -1,962      3,907
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       22.7       33.3        0.1        1.5        0.6        6.9        7.9       20.7        0.0        2.4        2.6        4.1        8.3
 
Number of Traders in Each Category                                    Total Traders:        94
        27         22         44          .          .          .         14         18         25          .          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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 is13,958,264
Positions
 2,248,821  2,159,963  3,270,525    343,540    244,271    318,084    929,650    412,540  4,929,716    199,063    663,433    894,135    824,731  1,065,599
 
Changes from:       May 8, 2012                                      Total Change is:   -43,031
   201,937   -200,815     96,828    -56,082   -122,099     34,042   -130,201     36,008    -61,947      1,321    196,981    -74,828    -54,101     52,801
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       15.5       23.4        2.5        1.8        2.3        6.7        3.0       35.3        1.4        4.8        6.4        5.9        7.6
 
Number of Traders in Each Category                                    Total Traders:       275
        33         55         87         11         14         20         60         63        109         13         19         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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     8,409
Positions
     4,202        253          0        640        973          6      1,809      6,561        217      1,320        275          0        215        124
 
Changes from:       May 8, 2012                                      Total Change is:       190
       155         -6          0          9          0          0        -15        190         -5          0         -5          0         46         16
 
Percent of Open Interest Represented by Each Category of Trader
      50.0        3.0        0.0        7.6       11.6        0.1       21.5       78.0        2.6       15.7        3.3        0.0        2.6        1.5
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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     8,647
Positions
     6,136      3,845          0      1,150      2,451         45        993      1,962          0         72        266          0        251         78
 
Changes from:       May 8, 2012                                      Total Change is:       162
       272         62          0          0        125          0       -100         44          0          0        -95          0        -10         26
 
Percent of Open Interest Represented by Each Category of Trader
      71.0       44.5        0.0       13.3       28.3        0.5       11.5       22.7        0.0        0.8        3.1        0.0        2.9        0.9
 
Number of Traders in Each Category                                    Total Traders:        29
         .          5          0          .          5          .          4          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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    60,022
Positions
    13,799     23,258          1      4,075          0        234     26,411     32,944      1,233      8,342        652          9      5,918      1,690
 
Changes from:       May 8, 2012                                      Total Change is:    13,470
    -1,548      3,460        -71      1,910       -987        -20     11,959     11,323       -282      1,363        143        -44        203        -52
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       38.7        0.0        6.8        0.0        0.4       44.0       54.9        2.1       13.9        1.1        0.0        9.9        2.8
 
Number of Traders in Each Category                                    Total Traders:       126
         9          .          .          8          0          .         48         19          8         30          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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   326,566
Positions
   137,384     58,557     33,283     36,675      3,964      6,811      6,651    106,805     28,103      1,360     10,182     50,659     25,640     28,202
 
Changes from:       May 8, 2012                                      Total Change is:      -219
    -6,484     -3,628      1,556     -1,944       -302     -1,064       -337     -3,157      6,665       -513     -3,572        870      1,032      2,413
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       17.9       10.2       11.2        1.2        2.1        2.0       32.7        8.6        0.4        3.1       15.5        7.9        8.6
 
Number of Traders in Each Category                                    Total Traders:       138
        15         13         22          9          9          9         17         44         47          6         13         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 15, 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     6,976
Positions
       917        811        304      2,870      1,021          0      2,144      3,673        594          0        527          0        147         46
 
Changes from:       May 8, 2012                                      Total Change is:      -115
        73       -165          7        -50        -67          0         93         76          0       -290          0          0         52         34
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       11.6        4.4       41.1       14.6        0.0       30.7       52.7        8.5        0.0        7.6        0.0        2.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          .          5          .          0          5          4          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated May 21, 2012