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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   145,799
Positions
    14,086     23,911      7,420     20,670     34,010        181     50,664     47,264      4,952      8,005         10      1,198     38,623     26,852
 
Changes from:       May 15, 2012                                     Total Change is:    -5,774
       937    -16,394      1,686         98        -30         -4     -7,615      4,366        596       -741       -685        342     -1,072      4,349
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       16.4        5.1       14.2       23.3        0.1       34.7       32.4        3.4        5.5        0.0        0.8       26.5       18.4
 
Number of Traders in Each Category                                    Total Traders:        79
         7          7          7          6          4          .         20         24         14         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    73,203
Positions
    32,460      6,278        423        813      1,459        242     23,804     34,594        275      5,467        446         76      9,643     29,410
 
Changes from:       May 15, 2012                                     Total Change is:     8,513
     7,531        191         33        -18        -35         -8      1,314      6,522        159        764          0         46     -1,309      1,604
 
Percent of Open Interest Represented by Each Category of Trader
      44.3        8.6        0.6        1.1        2.0        0.3       32.5       47.3        0.4        7.5        0.6        0.1       13.2       40.2
 
Number of Traders in Each Category                                    Total Traders:        40
         8          4          .          .          .          .          5         16          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   190,928
Positions
    20,370     92,879      3,232      9,843     36,681      6,850     92,541     21,534      2,814     26,201      3,564        221     28,856     23,153
 
Changes from:       May 15, 2012                                     Total Change is:   -13,780
    16,047     -7,262      1,213       -465    -10,666        597    -22,457     -2,845      1,158      2,312         70         42    -12,226      3,914
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       48.6        1.7        5.2       19.2        3.6       48.5       11.3        1.5       13.7        1.9        0.1       15.1       12.1
 
Number of Traders in Each Category                                    Total Traders:        90
        10          8          9          6         15          .         26         17         11          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   155,118
Positions
    34,799     44,028      5,385     62,700     10,078      1,063     17,252     42,422      4,414     10,624      2,766        849     18,032     44,112
 
Changes from:       May 15, 2012                                     Total Change is:     4,775
    -1,310      8,286      1,568       -352       -300        163      1,391     -4,396        997       -389         98        428      2,279     -2,068
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       28.4        3.5       40.4        6.5        0.7       11.1       27.3        2.8        6.8        1.8        0.5       11.6       28.4
 
Number of Traders in Each Category                                    Total Traders:        87
         6         12          7          8          8          5         15         27         13          .          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   444,126
Positions
   179,602     16,147     13,908     27,058     43,357     12,605     69,194    215,870     39,067     55,563     12,278      8,353     38,775     82,540
 
Changes from:       May 15, 2012                                     Total Change is:    23,602
    20,394      2,669      1,903     -1,609     -4,107      1,574     -4,420     20,550      3,090       -525     -2,004      1,266      1,930     -1,339
 
Percent of Open Interest Represented by Each Category of Trader
      40.4        3.6        3.1        6.1        9.8        2.8       15.6       48.6        8.8       12.5        2.8        1.9        8.7       18.6
 
Number of Traders in Each Category                                    Total Traders:       199
        24         12         16         15         26         17         23         70         36         10         19         16
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   157,310
Positions
    86,623     10,942      4,997      1,659     46,229      1,174     28,102     52,850      7,049      2,558      1,467      2,762     22,386     29,838
 
Changes from:       May 15, 2012                                     Total Change is:      -872
    16,553     -5,206      1,050       -276      1,932       -213    -21,498     -3,476      1,804        759        314        759        192      2,166
 
Percent of Open Interest Represented by Each Category of Trader
      55.1        7.0        3.2        1.1       29.4        0.7       17.9       33.6        4.5        1.6        0.9        1.8       14.2       19.0
 
Number of Traders in Each Category                                    Total Traders:        88
        15          4          9          .         11          4         11         38         15          .          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   109,579
Positions
    55,918     62,367     33,680      1,700          0          0      3,565      2,528      7,788      3,587          0      2,948        393        268
 
Changes from:       May 15, 2012                                     Total Change is:   -22,225
    21,675     20,992    -42,002       -178          0          0       -957         88        -62       -500          0          0       -201     -1,241
 
Percent of Open Interest Represented by Each Category of Trader
      51.0       56.9       30.7        1.6        0.0        0.0        3.3        2.3        7.1        3.3        0.0        2.7        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         7         12         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   189,254
Positions
    79,694     90,338     10,158     23,935      1,048      1,551     51,566     50,726     17,111      2,047     11,212        111      3,081      6,999
 
Changes from:       May 15, 2012                                     Total Change is:    14,868
     8,044    -18,906      5,235     -9,489        254          0      1,618     16,426     10,114        496         72        111     -1,261      1,562
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       47.7        5.4       12.6        0.6        0.8       27.2       26.8        9.0        1.1        5.9        0.1        1.6        3.7
 
Number of Traders in Each Category                                    Total Traders:       118
        11          9          .          9          .          .         25         44         10          7          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,542
Positions
    14,627      2,503      1,375        391        225        184      3,115      1,714        116        120     13,433          0        614        992
 
Changes from:       May 15, 2012                                     Total Change is:       283
       145       -255        186          0        173         82        122          1         71        -20          0          0       -303         25
 
Percent of Open Interest Represented by Each Category of Trader
      71.2       12.2        6.7        1.9        1.1        0.9       15.2        8.3        0.6        0.6       65.4        0.0        3.0        4.8
 
Number of Traders in Each Category                                    Total Traders:        23
         7          .          .          .          .          .          7          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    21,439
Positions
     8,373      5,806          0        211        130          0      7,433     11,528          0      3,799        608          0      1,623      3,367
 
Changes from:       May 15, 2012                                     Total Change is:     4,176
     4,280     -1,047          0       -191        130          0        113      3,593       -162      1,028        146          0       -892      1,516
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       27.1        0.0        1.0        0.6        0.0       34.7       53.8        0.0       17.7        2.8        0.0        7.6       15.7
 
Number of Traders in Each Category                                    Total Traders:        50
         9          .          0          .          .          0          8         22          0          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    68,717
Positions
    17,139     28,547     10,550      4,752      3,184        403     15,471      7,378      8,309      1,328      1,175      1,897      8,869      7,276
 
Changes from:       May 15, 2012                                     Total Change is:    17,066
     4,325     -2,966      9,614        881        360        -22     -5,631     -1,701      6,747     -1,074        977      1,303        923      2,754
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       41.5       15.4        6.9        4.6        0.6       22.5       10.7       12.1        1.9        1.7        2.8       12.9       10.6
 
Number of Traders in Each Category                                    Total Traders:       103
        16         17          6          7          6          .         27         19         19          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    16,263
Positions
     9,611      8,681          0      1,050          0          0      4,158      2,612         19          0      2,173          1      1,424      2,777
 
Changes from:       May 15, 2012                                     Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      59.1       53.4        0.0        6.5        0.0        0.0       25.6       16.1        0.1        0.0       13.4        0.0        8.8       17.1
 
Number of Traders in Each Category                                    Total Traders:        20
         4          6          0          .          0          0          4          .          .          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   104,907
Positions
    34,194     58,869      1,961      7,403      6,367        805     36,164     23,071      3,041      5,208        555      1,241     14,890      8,997
 
Changes from:       May 15, 2012                                     Total Change is:     1,605
     8,566     -4,156         90       -339        719        -43     -6,040      4,913        -83        404        158         52     -1,003        -46
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       56.1        1.9        7.1        6.1        0.8       34.5       22.0        2.9        5.0        0.5        1.2       14.2        8.6
 
Number of Traders in Each Category                                    Total Traders:       100
        15         16          4          6          6          .         27         21         15          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,036,810
Positions
    60,753    151,117     59,468    358,971    182,912     49,282     76,923    192,764    184,775     30,768     27,112     35,580    180,291    153,800
 
Changes from:       May 15, 2012                                     Total Change is:     1,727
     2,448    -23,776     15,581      2,721        719        901     -8,979     12,163    -13,922     -2,836     -1,562       -164      5,977     11,786
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       14.6        5.7       34.6       17.6        4.8        7.4       18.6       17.8        3.0        2.6        3.4       17.4       14.8
 
Number of Traders in Each Category                                    Total Traders:       566
        38         49         41        118         65         70         76        135        100         44         40         36
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   361,992
Positions
    31,702     60,828     13,563    105,369     32,193     10,231     29,811     55,695     65,631     11,254      6,709     16,209     78,222    100,932
 
Changes from:       May 15, 2012                                     Total Change is:     6,773
     6,830      3,034     -1,380      1,314         20         88      3,163      2,738     -7,384      1,484     -1,404       -151      2,811     11,213
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       16.8        3.7       29.1        8.9        2.8        8.2       15.4       18.1        3.1        1.9        4.5       21.6       27.9
 
Number of Traders in Each Category                                    Total Traders:       124
        14         12         13         28          9         17         20         28         38          8          4          8
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,374,094
Positions
   270,284    576,472    104,497  1,293,398    778,989    169,859    464,949    914,730    366,335    113,835    118,278     80,593    510,344    264,342
 
Changes from:       May 15, 2012                                     Total Change is:   -25,230
    46,448    -65,695     16,452      5,122      1,585      5,982    -35,598     72,240    -57,799    -14,359      6,451     -7,309     15,831      2,864
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       17.1        3.1       38.3       23.1        5.0       13.8       27.1       10.9        3.4        3.5        2.4       15.1        7.8
 
Number of Traders in Each Category                                    Total Traders:       528
        38         46         34        104         62         61         77        124         90         39         38         31
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   105,516
Positions
    26,497     16,290        375     53,795     63,699      2,202      9,594     11,247      2,563      1,697      4,503          0      8,793      4,637
 
Changes from:       May 15, 2012                                     Total Change is:     3,460
     5,848     -1,423         -7     -1,139      3,209        -22     -3,986       -319      2,539          0         10          0        226       -528
 
Percent of Open Interest Represented by Each Category of Trader
      25.1       15.4        0.4       51.0       60.4        2.1        9.1       10.7        2.4        1.6        4.3        0.0        8.3        4.4
 
Number of Traders in Each Category                                    Total Traders:        89
        13          7          .         32         11         11         12          9          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   102,944
Positions
     7,393     36,259     14,534     28,283      8,896      1,489     23,897     12,363     16,890      1,241      6,267        761      8,456      5,485
 
Changes from:       May 15, 2012                                     Total Change is:    -1,958
     1,210     -3,851      1,239       -432        649        -48     -5,493     -3,117      2,521       -263        452       -284       -406        483
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       35.2       14.1       27.5        8.6        1.4       23.2       12.0       16.4        1.2        6.1        0.7        8.2        5.3
 
Number of Traders in Each Category                                    Total Traders:       229
        22         32         17         29         22         11         51         48         21         10         15          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    22,456
Positions
    10,354     12,679        656      1,036          0          0      6,158      8,253          0        329          0          0      3,923        868
 
Changes from:       May 15, 2012                                     Total Change is:     1,188
       630        368         27          0          0          0         41        742          0          0          0          0        490         51
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       56.5        2.9        4.6        0.0        0.0       27.4       36.8        0.0        1.5        0.0        0.0       17.5        3.9
 
Number of Traders in Each Category                                    Total Traders:        27
        10          6          .          .          0          0          .          5          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   402,436
Positions
    52,280    184,986      2,302    136,235     44,482      7,447    156,525     88,381     16,617      6,206     32,978      2,158     22,666     23,085
 
Changes from:       May 15, 2012                                     Total Change is:   -15,728
     9,339    -14,654       -383     -2,161      3,243       -241    -18,800    -10,424      3,731     -1,313      2,261     -1,422     -4,478      2,160
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       46.0        0.6       33.9       11.1        1.9       38.9       22.0        4.1        1.5        8.2        0.5        5.6        5.7
 
Number of Traders in Each Category                                    Total Traders:       227
        22         31         10         29         22         11         52         46         16         10         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   442,261
Positions
   198,630     30,112     14,163    131,003    221,476     20,068     55,505    121,265      4,113      2,435     13,136        815     15,529     17,114
 
Changes from:       May 15, 2012                                     Total Change is:     9,097
    13,425      4,826        434        612      7,323        706     -5,528     -6,082         65        205      1,662       -252       -570        415
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        6.8        3.2       29.6       50.1        4.5       12.6       27.4        0.9        0.6        3.0        0.2        3.5        3.9
 
Number of Traders in Each Category                                    Total Traders:       248
        21         14          7         51         45         25         35         61         15          5         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,095
Positions
    12,135        435          0      9,064      1,244        114      4,209      4,216          0      1,734      7,080          0      7,839     22,006
 
Changes from:       May 15, 2012                                     Total Change is:      -424
      -106       -373          0       -379        337        -20        137        404          0       -100        181          0         44       -953
 
Percent of Open Interest Represented by Each Category of Trader
      34.6        1.2        0.0       25.8        3.5        0.3       12.0       12.0        0.0        4.9       20.2        0.0       22.3       62.7
 
Number of Traders in Each Category                                    Total Traders:        40
         7          .          0         11          .          .          8          .          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    68,620
Positions
    24,570      7,774      2,119      5,925      3,549        794      8,809      2,626      6,799      7,734          0          0     11,870     44,959
 
Changes from:       May 15, 2012                                     Total Change is:     1,999
     6,630     -3,003       -487        174        281        176     -1,233       -254        271      1,107          0          0     -4,639      5,015
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       11.3        3.1        8.6        5.2        1.2       12.8        3.8        9.9       11.3        0.0        0.0       17.3       65.5
 
Number of Traders in Each Category                                    Total Traders:        55
        17         10          4          5          .          .          9          5          .          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    61,124
Positions
       222     15,009      1,209     43,596     26,846      3,596      8,265     12,481          5        244          0          0      3,987      1,978
 
Changes from:       May 15, 2012                                     Total Change is:     2,013
      -875         28          1      4,222      3,043       -312       -220       -478          0       -543          0          0       -260       -269
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       24.6        2.0       71.3       43.9        5.9       13.5       20.4        0.0        0.4        0.0        0.0        6.5        3.2
 
Number of Traders in Each Category                                    Total Traders:        63
         .          5          .         20         22          8          9          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    96,846
Positions
    13,192     33,984      2,323     49,293      6,317      4,237     12,551     40,667         65      5,907      2,737        223      9,055      6,293
 
Changes from:       May 15, 2012                                     Total Change is:     5,078
      -468       -133        402      1,615        636      1,512      2,289        894         -6        547        450        -11       -802      1,334
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       35.1        2.4       50.9        6.5        4.4       13.0       42.0        0.1        6.1        2.8        0.2        9.3        6.5
 
Number of Traders in Each Category                                    Total Traders:        90
         7         17          6         22          9         10         15          9          .          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   904,753
Positions
     9,232    174,428     51,246    291,173    154,499     90,193     91,171     71,369    125,476     23,938     32,569     31,431    190,894    173,543
 
Changes from:       May 15, 2012                                     Total Change is:    71,023
       -91     37,510     12,755     20,833     15,241        670     10,308      2,844     16,582      1,771    -18,058      6,612      1,583     -3,134
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       19.3        5.7       32.2       17.1       10.0       10.1        7.9       13.9        2.6        3.6        3.5       21.1       19.2
 
Number of Traders in Each Category                                    Total Traders:       184
         6         27         27         39         25         33         33         34         49          9         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   363,792
Positions
     2,628    142,706      2,844    242,103     12,391     29,183      7,995     95,920      1,651      8,699     18,413          0     68,689     60,684
 
Changes from:       May 15, 2012                                     Total Change is:    -5,412
    -1,146      4,934      1,573    -11,783     -1,210      2,167      1,838    -14,700        146        505       -542          0      1,288      2,221
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       39.2        0.8       66.5        3.4        8.0        2.2       26.4        0.5        2.4        5.1        0.0       18.9       16.7
 
Number of Traders in Each Category                                    Total Traders:        67
         .         10          6         32          5         19          4          8          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,021,306
Positions
    75,608    154,813     28,337    226,216    114,557     62,145    243,409    424,738     76,035    173,511     47,291      9,728    126,317    103,661
 
Changes from:       May 15, 2012                                     Total Change is:   -51,546
     7,246    -26,243       -586      5,988      1,082    -14,639    -52,209    -21,073      5,103     -5,264       -297        444      2,371      4,663
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       15.2        2.8       22.1       11.2        6.1       23.8       41.6        7.4       17.0        4.6        1.0       12.4       10.1
 
Number of Traders in Each Category                                    Total Traders:       231
        16         23         16         39         28         38         44         41         35         19         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,609,657
Positions
    68,372    242,831    316,017    771,217    572,216    239,969    321,668    309,713    375,577    102,657    112,635    105,991    308,189    334,708
 
Changes from:       May 15, 2012                                     Total Change is:   129,211
   -18,021     30,794     59,101     74,905     43,428     -9,588      1,754    -22,517     43,826     -5,665    -23,018      8,765    -25,865     -1,580
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        9.3       12.1       29.6       21.9        9.2       12.3       11.9       14.4        3.9        4.3        4.1       11.8       12.8
 
Number of Traders in Each Category                                    Total Traders:       321
        27         48         65         24         61         50         55         67         90         13         26         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,645,527
Positions
    77,351    157,363    101,093    260,525    526,489    153,044    310,754    136,126    163,756    264,456     80,392     55,307    259,241    271,956
 
Changes from:       May 15, 2012                                     Total Change is:     7,675
    17,834     18,385     -3,320    -50,761      9,797     -2,790     20,946    -38,529     18,134     -5,003      3,575      3,166      9,469       -743
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        9.6        6.1       15.8       32.0        9.3       18.9        8.3       10.0       16.1        4.9        3.4       15.8       16.5
 
Number of Traders in Each Category                                    Total Traders:       202
        12         23         25         26         37         37         36         36         41          9         22         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   623,534
Positions
   202,438    136,659    202,975        965     10,022      4,193     39,077     50,794    131,150        323     15,129     16,796     25,619     55,817
 
Changes from:       May 15, 2012                                     Total Change is:    12,784
     8,666     -1,954       -515        400        777        435     -2,956      2,497      4,925        139        515        864        827      5,241
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       21.9       32.6        0.2        1.6        0.7        6.3        8.1       21.0        0.1        2.4        2.7        4.1        9.0
 
Number of Traders in Each Category                                    Total Traders:        94
        24         25         44          .          .          .         12         19         24          .          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,702,139
Positions
 2,270,909  2,148,494  3,288,252    261,486    109,881    292,231    801,660    385,332  4,901,719    196,319    624,222    867,569    821,993  1,084,438
 
Changes from:       May 15, 2012                                     Total Change is:  -256,125
    22,088    -11,469     17,727    -82,054   -134,389    -25,853   -127,990    -27,207    -27,997     -2,743    -39,210    -26,566     -2,738     18,840
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       15.7       24.0        1.9        0.8        2.1        5.9        2.8       35.8        1.4        4.6        6.3        6.0        7.9
 
Number of Traders in Each Category                                    Total Traders:       276
        36         50         85          9         15         20         58         67        109         13         20         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,464
Positions
     4,181        275          0        632        973          6      1,714      6,511        343      1,345        215          0        243        141
 
Changes from:       May 15, 2012                                     Total Change is:        55
       -21         22          0         -8          0          0        -95        -50        126         25        -60          0         28         17
 
Percent of Open Interest Represented by Each Category of Trader
      49.4        3.2        0.0        7.5       11.5        0.1       20.3       76.9        4.1       15.9        2.5        0.0        2.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        27
         .          .          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     9,041
Positions
     5,963      4,002          0      1,147      1,975         45      1,596      2,583          0         40        396          0        250         40
 
Changes from:       May 15, 2012                                     Total Change is:       394
      -173        157          0         -3       -476          0        603        621          0        -32        130          0         -1        -38
 
Percent of Open Interest Represented by Each Category of Trader
      66.0       44.3        0.0       12.7       21.8        0.5       17.7       28.6        0.0        0.4        4.4        0.0        2.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        32
         .          5          0          .          5          .          7          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    75,200
Positions
    14,063     36,901         19      5,863         63        225     42,633     34,427      1,207      5,107        711         18      6,064      1,629
 
Changes from:       May 15, 2012                                     Total Change is:    15,179
       264     13,643         18      1,788         63         -9     16,222      1,482        -25     -3,235         59          9        147        -61
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       49.1        0.0        7.8        0.1        0.3       56.7       45.8        1.6        6.8        0.9        0.0        8.1        2.2
 
Number of Traders in Each Category                                    Total Traders:       125
         8          .          .          8          .          .         54         17          5         29          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   287,635
Positions
   124,558     61,977     26,615     34,151      3,796      6,753     11,239     98,019     26,670      1,776      9,952     36,255     19,618     17,598
 
Changes from:       May 15, 2012                                     Total Change is:   -38,931
   -12,826      3,420     -6,668     -2,524       -168        -58      4,588     -8,786     -1,433        416       -230    -14,404     -6,022    -10,604
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       21.5        9.3       11.9        1.3        2.3        3.9       34.1        9.3        0.6        3.5       12.6        6.8        6.1
 
Number of Traders in Each Category                                    Total Traders:       130
        14         12         19          9          9         10         20         43         40          6          8         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 22, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     7,149
Positions
     1,458        808        307      2,484      1,043          0      2,220      3,398        594          0        988          0         86         11
 
Changes from:       May 15, 2012                                     Total Change is:       173
       541         -3          3       -386         22          0         76       -275          0          0        461          0        -61        -35
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       11.3        4.3       34.7       14.6        0.0       31.1       47.5        8.3        0.0       13.8        0.0        1.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .          6          .          0          5          4          .          0          .          0
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```

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Updated May 25, 2012