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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   136,770
Positions
     9,932     34,929      4,715     18,895     34,476        368     47,802     36,309      3,752      9,410        726        732     41,164     20,763
 
Changes from:       April 10, 2012                                   Total Change is:    16,658
      -275     12,444      1,893        204       -159          6     10,708      3,560         71       -206        726        232      4,025     -2,116
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       25.5        3.4       13.8       25.2        0.3       35.0       26.5        2.7        6.9        0.5        0.5       30.1       15.2
 
Number of Traders in Each Category                                    Total Traders:        86
         4         11          8          7          4          .         28         18         13         13          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,226
Positions
    14,657     10,077        405        676      1,918        305     15,452     12,048         98        537          0          0     10,096     17,375
 
Changes from:       April 10, 2012                                   Total Change is:     1,388
     2,338       -392       -236        -90          4         85        397      2,473        -70       -456          0          0       -581       -477
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       23.9        1.0        1.6        4.5        0.7       36.6       28.5        0.2        1.3        0.0        0.0       23.9       41.1
 
Number of Traders in Each Category                                    Total Traders:        35
         8          4          4          .          4          .          7         10          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   161,466
Positions
    43,669     34,332      2,624      8,813     55,987      6,007     70,029     35,283      1,728      2,046      3,304         89     26,462     22,112
 
Changes from:       April 10, 2012                                   Total Change is:    11,417
    -3,166     29,399        688       -305    -16,497      1,209      9,031     -1,567        200        -20         93        -78      3,859     -2,028
 
Percent of Open Interest Represented by Each Category of Trader
      27.0       21.3        1.6        5.5       34.7        3.7       43.4       21.9        1.1        1.3        2.0        0.1       16.4       13.7
 
Number of Traders in Each Category                                    Total Traders:        89
         8          8          7          7         16          5         29         15          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   157,009
Positions
    51,709     16,586      4,637     66,051     10,336      1,221     16,056     69,112      5,165        985      3,669        179     11,005     46,103
 
Changes from:       April 10, 2012                                   Total Change is:    -6,584
    -5,631      3,505        239       -128        -30        229       -451     -6,474        107        485         76          7     -1,441     -4,241
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       10.6        3.0       42.1        6.6        0.8       10.2       44.0        3.3        0.6        2.3        0.1        7.0       29.4
 
Number of Traders in Each Category                                    Total Traders:       104
        12          7          7          8         10          5         18         37         18          .          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   341,477
Positions
   170,669     13,575     10,948     27,122     47,880      8,567     53,089    141,928     30,154      6,581     14,150      3,318     31,028     70,958
 
Changes from:       April 10, 2012                                   Total Change is:    22,275
    26,253        590        861       -373     14,384    -10,031      6,933     13,736      1,864       -630      1,791         41     -2,644       -962
 
Percent of Open Interest Represented by Each Category of Trader
      50.0        4.0        3.2        7.9       14.0        2.5       15.5       41.6        8.8        1.9        4.1        1.0        9.1       20.8
 
Number of Traders in Each Category                                    Total Traders:       191
        26          8         14         14         23         14         26         71         42          6         17         12
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   157,659
Positions
    32,810     33,671      3,883      2,640     42,645      1,040     81,748     49,912      3,802      1,117        752        784     29,834     21,170
 
Changes from:       April 10, 2012                                   Total Change is:    -6,002
   -10,028      3,086       -410       -201        789        182      4,123     -7,060        -45       -116         -1        484         10     -3,027
 
Percent of Open Interest Represented by Each Category of Trader
      20.8       21.4        2.5        1.7       27.0        0.7       51.9       31.7        2.4        0.7        0.5        0.5       18.9       13.4
 
Number of Traders in Each Category                                    Total Traders:        84
         8         10          9          .         11          4         25         20         12          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   127,396
Positions
    42,742     48,284     68,563      1,918          0          0      5,693      2,645      7,820          0          0          0        660         84
 
Changes from:       April 10, 2012                                   Total Change is:       303
       793      1,652     -1,004      1,067          0          0     -1,124       -857        436          0          0          0        134         75
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       37.9       53.8        1.5        0.0        0.0        4.5        2.1        6.1        0.0        0.0        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         8         12         12          .          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   167,618
Positions
    54,434    124,334        119     28,084        106      3,364     73,357     34,710        481      1,500      2,284          0      6,279      2,220
 
Changes from:       April 10, 2012                                   Total Change is:    -6,612
     5,958     -2,737        119      2,617          0          0    -14,593     -2,989       -207       -666       -166          0        160       -632
 
Percent of Open Interest Represented by Each Category of Trader
      32.5       74.2        0.1       16.8        0.1        2.0       43.8       20.7        0.3        0.9        1.4        0.0        3.7        1.3
 
Number of Traders in Each Category                                    Total Traders:       104
        10         11          .         12          .          .         33         25          5          6          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    17,699
Positions
    13,791      3,066        166      1,176          0          0        381        529         21      1,826     13,433          0        338        484
 
Changes from:       April 10, 2012                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      77.9       17.3        0.9        6.6        0.0        0.0        2.2        3.0        0.1       10.3       75.9        0.0        1.9        2.7
 
Number of Traders in Each Category                                    Total Traders:        21
         5          .          .          .          0          0          .          .          .          5          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    23,952
Positions
     2,026     17,195          0        568        113          0     16,937      4,615          0        619        338          0      3,802      1,691
 
Changes from:       April 10, 2012                                   Total Change is:     2,150
        -1      2,015          0         24       -266        -10      1,680        497       -143        189          0          0        411         57
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       71.8        0.0        2.4        0.5        0.0       70.7       19.3        0.0        2.6        1.4        0.0       15.9        7.1
 
Number of Traders in Each Category                                    Total Traders:        50
         4          9          0          .          .          0         21          9          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,134
Positions
    13,639     32,003      1,004      4,625      1,611        612     22,040     10,733      1,015      2,826        508        602      6,772      5,047
 
Changes from:       April 10, 2012                                   Total Change is:     1,983
     1,739        542        -32        598       -327        162        677        495        323       -188        359        106     -1,403        354
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       60.2        1.9        8.7        3.0        1.2       41.5       20.2        1.9        5.3        1.0        1.1       12.7        9.5
 
Number of Traders in Each Category                                    Total Traders:       106
        14         22          5          7          5          .         33         15          9          6          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,268
Positions
    27,278     64,007      2,007      9,250      3,222      1,223     44,080     21,465      2,030      5,651      1,016      1,203     13,545     10,094
 
Changes from:       April 10, 2012                                   Total Change is:     3,966
     3,478      1,084        -64      1,196       -654        324      1,354        989        647       -376        718        213     -2,807        708
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       60.2        1.9        8.7        3.0        1.2       41.5       20.2        1.9        5.3        1.0        1.1       12.7        9.5
 
Number of Traders in Each Category                                    Total Traders:       106
        14         22          5          7          5          .         33         15          9          6          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   945,706
Positions
    45,750    202,811     29,309    373,635    169,701     47,009     87,480    169,851    142,917     33,873     29,462     30,218    155,514    124,427
 
Changes from:       April 10, 2012                                   Total Change is:    -6,562
       -18      8,735        417     -1,029     -1,923     -4,729      6,082     -5,977     -8,450        718      2,055       -841      1,289      4,152
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       21.4        3.1       39.5       17.9        5.0        9.3       18.0       15.1        3.6        3.1        3.2       16.4       13.2
 
Number of Traders in Each Category                                    Total Traders:       599
        36         55         42        121         66         67         90        132        104         48         50         43
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   312,599
Positions
    21,860     77,077      6,030    106,085     30,212     11,389     19,673     36,623     58,227      9,205      6,982     10,390     69,740     75,669
 
Changes from:       April 10, 2012                                   Total Change is:    -8,439
    -3,621     -1,929        951       -606     -1,314       -186      2,405     -5,622     -4,823     -1,572       -497     -1,268        281      6,249
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       24.7        1.9       33.9        9.7        3.6        6.3       11.7       18.6        2.9        2.2        3.3       22.3       24.2
 
Number of Traders in Each Category                                    Total Traders:       127
        10         14          8         27          9         16         17         35         46          9          6         11
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,165,537
Positions
   169,832    679,050     66,012  1,362,151    721,849    153,701    425,546    752,654    336,941    140,809    129,865     81,675    428,870    243,790
 
Changes from:       April 10, 2012                                   Total Change is:     9,382
    10,161     45,472      5,181     -5,694     -6,626    -19,139       -547    -20,709        793     12,255     13,562      1,333      5,038    -10,485
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       21.5        2.1       43.0       22.8        4.9       13.4       23.8       10.6        4.4        4.1        2.6       13.5        7.7
 
Number of Traders in Each Category                                    Total Traders:       563
        34         56         34        107         63         58         94        117         93         44         47         37
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   100,025
Positions
     9,235     20,175        420     60,724     57,002      2,489     13,794     11,683          7      4,292      4,573          0      9,065      3,677
 
Changes from:       April 10, 2012                                   Total Change is:    -1,331
      -860        269         48        -50      1,783     -3,237      2,556       -701       -910        237      1,322          0        886         96
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       20.2        0.4       60.7       57.0        2.5       13.8       11.7        0.0        4.3        4.6        0.0        9.1        3.7
 
Number of Traders in Each Category                                    Total Traders:       100
        12          9          .         38         11         12         13         10          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   103,908
Positions
     4,792     57,212      4,910     33,300      8,090      1,410     41,861     13,474      3,926      1,604      6,443      1,183     10,922      7,259
 
Changes from:       April 10, 2012                                   Total Change is:      -879
      -487      2,751        748        524        618        -45        377     -2,077       -985       -163       -479        216     -1,065     -1,626
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       55.1        4.7       32.0        7.8        1.4       40.3       13.0        3.8        1.5        6.2        1.1       10.5        7.0
 
Number of Traders in Each Category                                    Total Traders:       250
        17         31         12         35         22         11         68         44         21         15         16          8
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    12,996
Positions
     4,120     10,730          0      1,036          0          0      2,147      1,045          0          0         27        358      5,335        836
 
Changes from:       April 10, 2012                                   Total Change is:       630
       493      2,342          0          0          0          0        830     -1,229          0          0       -286         97       -790       -294
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       82.6        0.0        8.0        0.0        0.0       16.5        8.0        0.0        0.0        0.2        2.8       41.1        6.4
 
Number of Traders in Each Category                                    Total Traders:        21
         4          9          0          .          0          0          4          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   454,563
Positions
    23,960    253,013      3,949    161,319     40,451      7,051    209,559     73,134      8,642      8,020     32,080      4,127     27,935     32,115
 
Changes from:       April 10, 2012                                   Total Change is:    -7,544
    -1,533      5,411        376      2,622      3,088       -225     -5,258     -7,233     -1,934       -814       -963        595     -1,372     -6,658
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       55.7        0.9       35.5        8.9        1.6       46.1       16.1        1.9        1.8        7.1        0.9        6.1        7.1
 
Number of Traders in Each Category                                    Total Traders:       249
        19         29          8         35         22         11         68         44         18         15         16          8
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   394,028
Positions
   139,604     27,152      9,832    133,104    200,164     20,388     57,702    102,443      3,030      3,076     11,429        164     27,128     19,426
 
Changes from:       April 10, 2012                                   Total Change is:    -4,984
    -4,381        370      3,119     -1,371     -4,150     -1,450      2,108     -1,646     -1,757     -1,319      1,420        -26         93       -864
 
Percent of Open Interest Represented by Each Category of Trader
      35.4        6.9        2.5       33.8       50.8        5.2       14.6       26.0        0.8        0.8        2.9        0.0        6.9        4.9
 
Number of Traders in Each Category                                    Total Traders:       241
        18         10          4         56         44         22         42         51         15          7         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    42,771
Positions
    13,393        768          0     11,564        470         51      8,721     11,515          0      2,146      6,694          0      6,896     23,273
 
Changes from:       April 10, 2012                                   Total Change is:    -1,302
      -207         96          0       -311         60       -266       -886     -2,025          0         40          0          0        328        833
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        1.8        0.0       27.0        1.1        0.1       20.4       26.9        0.0        5.0       15.7        0.0       16.1       54.4
 
Number of Traders in Each Category                                    Total Traders:        44
         8          .          0         12          .          .          9          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    62,892
Positions
    11,489      9,647      3,086      8,570      1,428        705     15,749      1,646      6,943      3,627      1,770          0     12,723     37,667
 
Changes from:       April 10, 2012                                   Total Change is:    16,401
     4,990     -1,777      1,938       -120        -93       -162       -153        -81      3,212        306        670          0      6,390     12,694
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       15.3        4.9       13.6        2.3        1.1       25.0        2.6       11.0        5.8        2.8        0.0       20.2       59.9
 
Number of Traders in Each Category                                    Total Traders:        49
         9         11          6          5          .          .         12          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    55,798
Positions
       222     10,664      1,213     38,713     22,179      3,365      6,043     15,375         59          0          0          0      6,183      2,943
 
Changes from:       April 10, 2012                                   Total Change is:     2,180
         0      1,761         16      2,284      1,149       -968       -171       -291         18          0          0          0      1,001        495
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       19.1        2.2       69.4       39.7        6.0       10.8       27.6        0.1        0.0        0.0        0.0       11.1        5.3
 
Number of Traders in Each Category                                    Total Traders:        57
         .          5          .         20         20          8          6          5          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    81,976
Positions
    11,604     31,280      1,336     37,370      7,180      3,147     10,457     33,768         26      6,633        593        261     11,142      4,385
 
Changes from:       April 10, 2012                                   Total Change is:    -1,752
      -561      1,548          1        549        -66        -97       -660     -3,090        -32     -1,148       -310          5        191        289
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       38.2        1.6       45.6        8.8        3.8       12.8       41.2        0.0        8.1        0.7        0.3       13.6        5.3
 
Number of Traders in Each Category                                    Total Traders:        87
         9         14          5         20         11          7         12         10          .          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   699,905
Positions
    11,970     75,587     47,558    234,684    149,042     88,082     62,402     52,722     73,153     14,128     48,024      9,685    158,244    156,053
 
Changes from:       April 10, 2012                                   Total Change is:   -29,982
    -5,924     19,542      4,395     16,088     -8,947    -15,992    -27,250     -3,435     -4,121        192    -23,681        388      2,241      1,868
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       10.8        6.8       33.5       21.3       12.6        8.9        7.5       10.5        2.0        6.9        1.4       22.6       22.3
 
Number of Traders in Each Category                                    Total Traders:       172
         8         19         23         43         24         39         25         36         46          5         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   367,536
Positions
     2,476    146,003        151    272,474     16,833     27,989      3,460    119,838         56      6,167      4,691          0     54,762     51,975
 
Changes from:       April 10, 2012                                   Total Change is:    10,246
         0     11,365       -288     11,715        298     -3,230      1,860      5,903          0      1,838     -3,600          0     -1,650       -202
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       39.7        0.0       74.1        4.6        7.6        0.9       32.6        0.0        1.7        1.3        0.0       14.9       14.1
 
Number of Traders in Each Category                                    Total Traders:        73
         .         13          .         34          6         21          .         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   897,925
Positions
    53,997    124,893     31,561    194,756    186,693     62,591    218,381    274,835     58,461    149,404     44,617     13,204    115,570    101,070
 
Changes from:       April 10, 2012                                   Total Change is:    40,183
   -11,477     47,586      9,378     23,949    -49,728    -11,623     12,080     63,597    -14,388     13,783      2,502       -567     19,049     -6,574
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       13.9        3.5       21.7       20.8        7.0       24.3       30.6        6.5       16.6        5.0        1.5       12.9       11.3
 
Number of Traders in Each Category                                    Total Traders:       220
        14         22         15         37         29         39         42         34         33         20         22          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,330,452
Positions
    93,369    217,090    215,757    686,900    560,580    277,342    340,240    272,034    283,573     76,650     80,244     65,089    291,531    358,743
 
Changes from:       April 10, 2012                                   Total Change is:    69,793
    22,199    -14,364     34,963     38,815    -21,200     -6,294    -11,467     52,362     21,113    -24,554     15,127     -8,216      3,235     -3,698
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        9.3        9.3       29.5       24.1       11.9       14.6       11.7       12.2        3.3        3.4        2.8       12.5       15.4
 
Number of Traders in Each Category                                    Total Traders:       308
        19         46         58         31         63         56         45         70         82         12         22         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,555,721
Positions
    52,021    144,665    107,486    376,435    534,483    144,880    253,422     95,290    169,079    187,719     79,922     30,973    233,707    248,943
 
Changes from:       April 10, 2012                                   Total Change is:    29,735
   -19,531     -3,300     27,817      1,678    -31,596     -6,069    -43,760      2,949     27,034      1,538      2,757      6,336     34,693      3,808
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        9.3        6.9       24.2       34.4        9.3       16.3        6.1       10.9       12.1        5.1        2.0       15.0       16.0
 
Number of Traders in Each Category                                    Total Traders:       209
        10         27         22         27         38         37         37         39         44         11         19          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   611,490
Positions
   184,275    147,702    208,238          0      6,116      1,200     48,855     55,786    121,859      2,638      4,010     15,316     29,109     51,262
 
Changes from:       April 10, 2012                                   Total Change is:     9,516
     7,828    -19,025      7,529          0        415          0    -23,981      3,387     15,119        872        678     -1,386      3,536      2,800
 
Percent of Open Interest Represented by Each Category of Trader
      30.1       24.2       34.1        0.0        1.0        0.2        8.0        9.1       19.9        0.4        0.7        2.5        4.8        8.4
 
Number of Traders in Each Category                                    Total Traders:        88
        22         25         42          0          .          .         12         16         25          4          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,298,558
Positions
 2,139,236  2,273,207  3,167,688    443,276    559,425    280,510    934,386    367,735  4,684,437     88,994    309,028    670,626    889,404    985,902
 
Changes from:       April 10, 2012                                   Total Change is:  -248,091
   -74,220    183,798   -102,359       -665   -183,707     15,820    119,216     16,780   -180,983     -4,157     27,609    -65,375     44,631     40,327
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       17.1       23.8        3.3        4.2        2.1        7.0        2.8       35.2        0.7        2.3        5.0        6.7        7.4
 
Number of Traders in Each Category                                    Total Traders:       274
        34         52         85         10         18         22         58         66        110         11         16         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     9,756
Positions
     3,957      1,242          0        659        973          6      3,628      7,103         21      1,320        280          0        165        131
 
Changes from:       April 10, 2012                                   Total Change is:      -345
        -6       -462          0          2          0          0       -311        147          0        -44        -20          0         14        -10
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       12.7        0.0        6.8       10.0        0.1       37.2       72.8        0.2       13.5        2.9        0.0        1.7        1.3
 
Number of Traders in Each Category                                    Total Traders:        28
         .          4          0          .          4          .          6          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     8,600
Positions
     4,965      3,534          0      1,170      2,031         45      2,150      2,612          0         68        326          0        202         52
 
Changes from:       April 10, 2012                                   Total Change is:       678
      -147        110          0          0        194          0        820        474          0          2        -55          0          3        -45
 
Percent of Open Interest Represented by Each Category of Trader
      57.7       41.1        0.0       13.6       23.6        0.5       25.0       30.4        0.0        0.8        3.8        0.0        2.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        35
         .          5          0          .          5          .          6         10          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    46,000
Positions
    15,530     20,353          1      2,528          0        360     13,780     22,475        648      3,651        283         27      9,474      1,852
 
Changes from:       April 10, 2012                                   Total Change is:      -892
      -219       -541         -0        209        -81          0     -1,522       -168        -12       -345        -94        -12      1,009         16
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       44.2        0.0        5.5        0.0        0.8       30.0       48.9        1.4        7.9        0.6        0.1       20.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        96
         6          4          .          9          0          .         33         17          5         22          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   340,437
Positions
   139,222     59,960     44,429     38,362      3,679      5,872      5,095    102,910     28,780        961     13,178     51,860     25,856     29,769
 
Changes from:       April 10, 2012                                   Total Change is:    17,908
    -9,257     -7,024      7,215        685       -842       -649      2,526      2,062      3,213        297        260     11,176      2,702      2,497
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       17.6       13.1       11.3        1.1        1.7        1.5       30.2        8.5        0.3        3.9       15.2        7.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       126
        13         14         22         10          7          8          8         48         40          5         14         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 17, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     7,412
Positions
       844        914          0      3,320        939          0      2,011      3,726        594        290        928        286         67         25
 
Changes from:       April 10, 2012                                   Total Change is:        64
         1       -109          0         14         28          0         43        162          0          0         11          0          6        -28
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       12.3        0.0       44.8       12.7        0.0       27.1       50.3        8.0        3.9       12.5        3.9        0.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          5          .          0          4          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated April 20, 2012