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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   128,601
Positions
    11,220     85,979      3,874      9,786      6,356        260     39,897      7,847      4,579      7,886        562        368     50,732     18,777
 
Changes from:       May 3, 2011                                      Total Change is:   -24,702
       -81     -9,664     -4,874       -434       -100         -3    -15,116     -7,880     -2,329       -314        556       -143     -1,408       -265
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       66.9        3.0        7.6        4.9        0.2       31.0        6.1        3.6        6.1        0.4        0.3       39.4       14.6
 
Number of Traders in Each Category                                    Total Traders:        86
         8         11          6          4          .          .         33         15         11         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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    74,622
Positions
    13,473     40,115      1,027        833      1,122         79     29,602     19,784        850        418          0          0     28,341     11,646
 
Changes from:       May 3, 2011                                      Total Change is:    -2,655
     2,493         75     -2,814        -21          2          0        399      2,374       -855          0          0          0     -1,856     -1,437
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       53.8        1.4        1.1        1.5        0.1       39.7       26.5        1.1        0.6        0.0        0.0       38.0       15.6
 
Number of Traders in Each Category                                    Total Traders:        48
         7          6          6          .          .          .         22          9          8          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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   115,315
Positions
     9,326     43,729      4,192      5,912     23,057      1,358     50,987     16,978      2,325      3,770      3,403          0     37,445     20,273
 
Changes from:       May 3, 2011                                      Total Change is:   -19,695
     3,597    -10,790     -2,766     -1,015      1,217        -10    -15,333     -7,132     -1,889        518       -499        -81     -2,715      2,256
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       37.9        3.6        5.1       20.0        1.2       44.2       14.7        2.0        3.3        3.0        0.0       32.5       17.6
 
Number of Traders in Each Category                                    Total Traders:        98
        10         12         11          .         13          5         32         21          9          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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   115,716
Positions
    16,838     30,904      9,005     26,324      7,465        386     30,280     19,636      5,010        901      2,903         88     26,883     40,319
 
Changes from:       May 3, 2011                                      Total Change is:    -9,551
   -12,191     16,555     -3,577      1,467       -565       -135      9,500    -15,241     -3,228       -436       -467        -86       -866     -2,808
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       26.7        7.8       22.7        6.5        0.3       26.2       17.0        4.3        0.8        2.5        0.1       23.2       34.8
 
Number of Traders in Each Category                                    Total Traders:       103
        13         15          9          9          7          .         27         23         18          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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   283,522
Positions
    53,955    117,877     13,443     31,839     23,384      2,746     67,102     45,039     20,328     22,445      5,259      6,063     65,601     49,383
 
Changes from:       May 3, 2011                                      Total Change is:   -47,642
    15,496    -16,916     -3,288       -526      1,288         74    -32,831     -3,380    -14,429      1,653       -596     -3,624    -10,167     -6,771
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       41.6        4.7       11.2        8.2        1.0       23.7       15.9        7.2        7.9        1.9        2.1       23.1       17.4
 
Number of Traders in Each Category                                    Total Traders:       181
        19         19         13         18         18         11         39         45         37          8         15         14
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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   136,944
Positions
    12,915     91,273      3,568     10,361      4,169        180     70,095     12,261      3,527      1,237        691        377     34,683     20,897
 
Changes from:       May 3, 2011                                      Total Change is:   -17,642
     1,813    -11,431     -1,397     -1,102        714         22    -10,883     -2,970     -1,196       -939        -39       -143     -3,817     -1,202
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       66.6        2.6        7.6        3.0        0.1       51.2        9.0        2.6        0.9        0.5        0.3       25.3       15.3
 
Number of Traders in Each Category                                    Total Traders:        80
         6         11          6          6          6          .         33         12         11          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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   100,005
Positions
    14,960     34,052     53,236          0          0          0     28,648     11,526        934      1,645          0          0        582        257
 
Changes from:       May 3, 2011                                      Total Change is:    -2,728
    -1,756     -2,089     -1,253          0          0          0        986        501        266       -930          0          0        -42       -154
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       34.1       53.2        0.0        0.0        0.0       28.6       11.5        0.9        1.6        0.0        0.0        0.6        0.3
 
Number of Traders in Each Category                                    Total Traders:        24
         5         10         13          0          0          0          5          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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   158,386
Positions
     4,486    127,952        310     16,330      1,443         45    122,635     23,371        361      5,802      3,011          0      8,417      1,893
 
Changes from:       May 3, 2011                                      Total Change is:    -4,577
     3,299     -3,027         50       -639       -300          0     -6,131     -1,490        246     -1,110          0          0       -292        -56
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       80.8        0.2       10.3        0.9        0.0       77.4       14.8        0.2        3.7        1.9        0.0        5.3        1.2
 
Number of Traders in Each Category                                    Total Traders:       130
         7         15          4          9          .          .         66         12          4         15          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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    30,504
Positions
     1,591     19,539         20        577        150          0     23,438      9,315          5      1,028        139          0      3,845      1,336
 
Changes from:       May 3, 2011                                      Total Change is:    -1,116
      -158       -399          2       -859         15          0        509       -557       -235         45          0          0       -420         58
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       64.1        0.1        1.9        0.5        0.0       76.8       30.5        0.0        3.4        0.5        0.0       12.6        4.4
 
Number of Traders in Each Category                                    Total Traders:        47
         .         13          .          .          .          0         14         11          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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    62,563
Positions
    20,000     34,713        274      3,832      1,507        474     26,773     16,147      1,849      1,190        744        406      7,766      6,449
 
Changes from:       May 3, 2011                                      Total Change is:    -5,036
    -1,158     -2,437       -746       -374        242         -3     -3,527     -1,945        339        -48       -745       -176        657        435
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       55.5        0.4        6.1        2.4        0.8       42.8       25.8        3.0        1.9        1.2        0.6       12.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       107
        18         16          6          8          4          .         40         17          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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   125,126
Positions
    39,999     69,426        549      7,664      3,013        947     53,546     32,294      3,697      2,379      1,489        812     15,533     12,899
 
Changes from:       May 3, 2011                                      Total Change is:   -10,072
    -2,317     -4,875     -1,492       -748        483         -5     -7,054     -3,890        678        -96     -1,490       -352      1,314        870
 
Percent of Open Interest Represented by Each Category of Trader
      32.0       55.5        0.4        6.1        2.4        0.8       42.8       25.8        3.0        1.9        1.2        0.6       12.4       10.3
 
Number of Traders in Each Category                                    Total Traders:       107
        18         16          6          8          4          .         40         17          9          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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 1,008,433
Positions
    51,621    266,930     52,891    402,466    111,842     60,182     81,369    166,382    132,424     22,539     60,690     22,790    182,152    134,303
 
Changes from:       May 3, 2011                                      Total Change is:   -23,556
       733     -4,477    -14,123      4,068       -912     -6,816    -12,766        825     -2,427       -103        591       -512      8,391      4,297
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       26.5        5.2       39.9       11.1        6.0        8.1       16.5       13.1        2.2        6.0        2.3       18.1       13.3
 
Number of Traders in Each Category                                    Total Traders:       571
        35         54         35        124         51         65         92        139        101         38         37         29
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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   420,857
Positions
    14,397    158,140     21,269    131,661     34,167     11,978     29,034     29,434     68,989      5,130     35,247     13,409    124,990     48,224
 
Changes from:       May 3, 2011                                      Total Change is:    -2,963
     4,748     -6,021      2,338       -955        825     -4,637     -5,846      4,153      1,966       -310        589       -354         87     -1,824
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       37.6        5.1       31.3        8.1        2.8        6.9        7.0       16.4        1.2        8.4        3.2       29.7       11.5
 
Number of Traders in Each Category                                    Total Traders:       141
         8         21          7         32         12         15         17         34         46          6         11         11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,937,880
Positions
   279,188    637,012     65,045  1,367,866    402,221    227,170    364,787    787,854    214,065    101,792    141,962     32,159    285,807    430,392
 
Changes from:       May 3, 2011                                      Total Change is:  -102,964
   -17,927      9,866    -84,455     25,761     -8,040    -11,542    -53,751    -35,792     -2,816        790       -240       -546     41,523     30,601
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       21.7        2.2       46.6       13.7        7.7       12.4       26.8        7.3        3.5        4.8        1.1        9.7       14.6
 
Number of Traders in Each Category                                    Total Traders:       516
        33         49         30        105         48         55         90        126         87         34         31         22
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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   115,034
Positions
    18,767     46,669          0     57,676     35,732      5,709     22,080     18,797          4      1,466      5,051          0      9,332      3,073
 
Changes from:       May 3, 2011                                      Total Change is:    -4,562
      -740       -733     -4,435     -1,462      1,523       -114      2,074       -570        -51        -96          0          0        262       -183
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       40.6        0.0       50.1       31.1        5.0       19.2       16.3        0.0        1.3        4.4        0.0        8.1        2.7
 
Number of Traders in Each Category                                    Total Traders:        97
         7         10          0         34         13         12         17         13          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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   106,712
Positions
    13,234     51,619      7,044     16,214      9,943      2,280     37,101     10,550     16,669      3,335      3,883        788     10,045      3,935
 
Changes from:       May 3, 2011                                      Total Change is:    -2,424
      -170        351       -605     -1,189        260       -190        -29     -1,336         47       -618       -752        -33        363       -165
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       48.4        6.6       15.2        9.3        2.1       34.8        9.9       15.6        3.1        3.6        0.7        9.4        3.7
 
Number of Traders in Each Category                                    Total Traders:       260
        24         32         14         33         21         12         79         41         29         15         13          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
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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    24,614
Positions
     4,240     20,278        323      1,600          0          0     14,147        349         21        245      2,690          0      4,038        952
 
Changes from:       May 3, 2011                                      Total Change is:       135
       192        965       -250       -259          0          0       -223         83         17         25       -696         -2        635         19
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       82.4        1.3        6.5        0.0        0.0       57.5        1.4        0.1        1.0       10.9        0.0       16.4        3.9
 
Number of Traders in Each Category                                    Total Traders:        30
         5         12          .          .          0          0          6          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   410,490
Positions
    76,236    187,971      2,340     77,070     53,714      7,402    187,051    123,281     10,962     17,996      8,507      1,397     30,036     14,915
 
Changes from:       May 3, 2011                                      Total Change is:   -12,794
       942       -316     -4,530     -4,648      1,300       -950         71     -7,995      1,049     -3,483       -549        114     -1,359       -918
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       45.8        0.6       18.8       13.1        1.8       45.6       30.0        2.7        4.4        2.1        0.3        7.3        3.6
 
Number of Traders in Each Category                                    Total Traders:       257
        24         30          7         33         21         12         78         44         25         15         12          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   400,183
Positions
   166,086     36,536     13,391    109,761    136,754     33,384     48,576    131,867      6,652      2,238     23,550        337     19,758     17,712
 
Changes from:       May 3, 2011                                      Total Change is:       510
     8,154     -2,287      1,831     -3,582      2,386        -59     -6,181     -3,434      1,843        -63      1,435        328     -1,762     -1,534
 
Percent of Open Interest Represented by Each Category of Trader
      41.5        9.1        3.3       27.4       34.2        8.3       12.1       33.0        1.7        0.6        5.9        0.1        4.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       261
        18         20          .         50         46         28         41         63         25          5         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    49,692
Positions
    13,149      3,010        285      6,518     11,072      1,976     16,591      8,110      4,161        216      4,421          0      6,796     16,657
 
Changes from:       May 3, 2011                                      Total Change is:    -5,501
       790        547     -5,530        595        122          0     -1,301        -33         30          0       -562          0        -85        -75
 
Percent of Open Interest Represented by Each Category of Trader
      26.5        6.1        0.6       13.1       22.3        4.0       33.4       16.3        8.4        0.4        8.9        0.0       13.7       33.5
 
Number of Traders in Each Category                                    Total Traders:        65
        10          6          .         10          4          .         16         13          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    60,337
Positions
    26,995     24,586      1,822      7,764      2,824        615      9,910     16,300      1,830        952      6,335        832      9,617      5,193
 
Changes from:       May 3, 2011                                      Total Change is:    -4,399
       223      1,778     -6,029        204         51          0       -274       -594         41          0       -366        367      1,069        353
 
Percent of Open Interest Represented by Each Category of Trader
      44.7       40.7        3.0       12.9        4.7        1.0       16.4       27.0        3.0        1.6       10.5        1.4       15.9        8.6
 
Number of Traders in Each Category                                    Total Traders:        80
        17         15          .          9          .          .         13         17          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,418
Positions
       256      7,332          0     20,017     11,636      3,412      3,530      6,706          4        419          0          0      3,780      2,328
 
Changes from:       May 3, 2011                                      Total Change is:    -1,470
         0       -544       -901         59        683          0       -663       -755        -44          0          0          0         79         91
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       23.3        0.0       63.7       37.0       10.9       11.2       21.3        0.0        1.3        0.0        0.0       12.0        7.4
 
Number of Traders in Each Category                                    Total Traders:        51
         .          .          0         21         13          7          5          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    40,234
Positions
     5,974     17,844        742     14,346      4,265      1,050      8,600     12,528        484      1,518        798         17      7,503      2,506
 
Changes from:       May 3, 2011                                      Total Change is:    -1,673
      -474       -504       -200       -426         32        -24       -709       -680         96        406          0          0       -342       -393
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       44.4        1.8       35.7       10.6        2.6       21.4       31.1        1.2        3.8        2.0        0.0       18.6        6.2
 
Number of Traders in Each Category                                    Total Traders:        59
         7          6          .         13          7          .         14          5          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   751,535
Positions
     5,676     87,094     31,266    284,149    142,083     79,427    100,783    125,031     60,237     14,838     62,326      3,755    171,403    160,316
 
Changes from:       May 3, 2011                                      Total Change is:    77,288
     1,867     14,788     10,273     14,519      7,232      4,508     17,792      6,374     21,776        -25     12,789        442      6,136       -894
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       11.6        4.2       37.8       18.9       10.6       13.4       16.6        8.0        2.0        8.3        0.5       22.8       21.3
 
Number of Traders in Each Category                                    Total Traders:       164
         5         21         16         42         22         39         29         31         31          5          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   325,447
Positions
     2,492    135,683      1,600    235,114      5,133     18,241      2,000    114,006      1,709      1,700      2,100          0     62,591     46,975
 
Changes from:       May 3, 2011                                      Total Change is:     2,634
     2,477      2,645     -1,118      3,291       -456       -318          0     -1,202        163          0      2,100          0     -1,862        819
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       41.7        0.5       72.2        1.6        5.6        0.6       35.0        0.5        0.5        0.6        0.0       19.2       14.4
 
Number of Traders in Each Category                                    Total Traders:        69
         .         11          4         34          .         16          .         17          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,096,709
Positions
    72,425    100,563     24,453    221,977    442,096     99,611    333,559     75,916     60,021    153,093    119,300     15,512    116,058    159,238
 
Changes from:       May 3, 2011                                      Total Change is:   -18,276
   -21,470      2,829     -5,131     12,975     -5,629     -3,144     -4,975    -10,253      3,230     -3,189      4,847      1,960      1,468     -6,986
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        9.2        2.2       20.2       40.3        9.1       30.4        6.9        5.5       14.0       10.9        1.4       10.6       14.5
 
Number of Traders in Each Category                                    Total Traders:       282
        20         35         27         38         60         42         55         34         36         10         30          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,172,908
Positions
   215,482    162,056    150,841    518,967    531,662    274,536    373,397    276,480    235,209     13,450     84,549     56,825    334,202    400,751
 
Changes from:       May 3, 2011                                      Total Change is:   127,564
    -1,148     -7,690     17,001     35,522       -221     16,455     -1,472     24,915     49,679    -25,312     30,160     13,304     23,535    -16,038
 
Percent of Open Interest Represented by Each Category of Trader
       9.9        7.5        6.9       23.9       24.5       12.6       17.2       12.7       10.8        0.6        3.9        2.6       15.4       18.4
 
Number of Traders in Each Category                                    Total Traders:       290
        22         46         49         34         58         60         49         54         65          7         20         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,644,564
Positions
   184,264    177,670     65,438    226,355    595,398    144,203    540,925    112,233    132,611    108,251     88,955     13,230    229,286    314,825
 
Changes from:       May 3, 2011                                      Total Change is:    61,618
    -3,625     13,127      7,213     23,413    -41,923     12,734     26,032     39,980     11,205     -1,568     11,828      2,769    -16,556      4,685
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       10.8        4.0       13.8       36.2        8.8       32.9        6.8        8.1        6.6        5.4        0.8       13.9       19.1
 
Number of Traders in Each Category                                    Total Traders:       229
        21         22         29         26         48         40         49         35         45         11         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,005,270
Positions
   188,141    172,250    314,938      4,614      2,108     10,918     70,448     66,099    335,940      7,924     14,297     32,663     39,685     56,057
 
Changes from:       May 3, 2011                                      Total Change is:    35,748
    -4,869     -6,908     30,675     -1,683        201       -231     -6,172       -369     16,008        -83        283       -781      2,884     -3,130
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       17.1       31.3        0.5        0.2        1.1        7.0        6.6       33.4        0.8        1.4        3.2        3.9        5.6
 
Number of Traders in Each Category                                    Total Traders:       144
        25         37         58          4          .          4         24         28         41          .         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is16,013,826
Positions
 1,128,199  4,084,417  3,002,398  3,223,017    625,274    296,213  1,501,695    738,584  4,787,959     82,055    355,422    947,386  1,044,906  1,176,174
 
Changes from:       May 3, 2011                                      Total Change is:   126,581
   -37,054        826   -129,759     31,861    -94,378      3,881     61,847    106,227    130,357     11,779     49,354     89,357    -35,687    -29,283
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       25.5       18.7       20.1        3.9        1.8        9.4        4.6       29.9        0.5        2.2        5.9        6.5        7.3
 
Number of Traders in Each Category                                    Total Traders:       312
        29         73         99          8         23         25         60         78        110         13         22         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,383
Positions
     3,978      4,660          0      1,175        748         23      1,064      5,102          3      4,872        750          0        268         97
 
Changes from:       May 3, 2011                                      Total Change is:       565
       495         47          0        -73          0          0        146        577         -4         47         30          0        -46        -85
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       40.9        0.0       10.3        6.6        0.2        9.3       44.8        0.0       42.8        6.6        0.0        2.4        0.9
 
Number of Traders in Each Category                                    Total Traders:        32
         .          .          0          .          5          .          4          8          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,229
Positions
    22,980     13,937          0      1,305      2,339         58      3,528      6,295          0         79      5,537          0        279         63
 
Changes from:       May 3, 2011                                      Total Change is:       294
       -75       -124          0          0        374          0        339        -22          0          1         73          0         29         -7
 
Percent of Open Interest Represented by Each Category of Trader
      81.4       49.4        0.0        4.6        8.3        0.2       12.5       22.3        0.0        0.3       19.6        0.0        1.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        33
         .          4          0          .          5          .          7          6          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    53,535
Positions
    26,765     11,697         40         50        145        810     12,516     32,201      1,761      3,827      2,203        297      7,470      4,381
 
Changes from:       May 3, 2011                                      Total Change is:    -2,000
     1,294      3,642        -27        -33       -724        237     -2,889     -3,796        235        199       -585        -52       -965       -930
 
Percent of Open Interest Represented by Each Category of Trader
      50.0       21.8        0.1        0.1        0.3        1.5       23.4       60.1        3.3        7.1        4.1        0.6       14.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       123
         9          5          .          .          .          .         14         45          8         32         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   228,069
Positions
    71,656     71,235     42,247     14,048      2,809      4,889     11,844     38,629     22,606      7,044      2,914     23,100     30,634     19,640
 
Changes from:       May 3, 2011                                      Total Change is:    13,018
     2,592      6,892      4,095      2,351         -4       -333       -890     -3,018        -44       -615        918      1,256      4,606      3,256
 
Percent of Open Interest Represented by Each Category of Trader
      31.4       31.2       18.5        6.2        1.2        2.1        5.2       16.9        9.9        3.1        1.3       10.1       13.4        8.6
 
Number of Traders in Each Category                                    Total Traders:       122
        13         12         21         13          5          4         21         23         26          9          7         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,084
Positions
       492      4,664          0      2,453        267          0      2,506      2,358        709        730         77          0      1,194          9
 
Changes from:       May 3, 2011                                      Total Change is:       561
         0       -202          0          6       -130          0        -97        212        672          0          0          0        -20          9
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       57.7        0.0       30.3        3.3        0.0       31.0       29.2        8.8        9.0        1.0        0.0       14.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          4          0          4          .          0          7          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2011                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,184
Positions
       745     10,971        993      8,021          0          0      1,505        269         19          0        156         13      1,888        763
 
Changes from:       May 3, 2011                                      Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       83.2        7.5       60.8        0.0        0.0       11.4        2.0        0.1        0.0        1.2        0.1       14.3        5.8
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .         10          0          0          5          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated May 13, 2010