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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   120,112
Positions
    10,207     22,485      2,822     18,691     34,635        362     37,094     32,749      3,681      9,617          0        499     37,139     22,879
 
Changes from:       April 3, 2012                                    Total Change is:   -13,906
       819     -7,399     -1,113        783       -150          0    -10,498     -7,659       -440        666       -586       -112     -4,012      3,554
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       18.7        2.3       15.6       28.8        0.3       30.9       27.3        3.1        8.0        0.0        0.4       30.9       19.0
 
Number of Traders in Each Category                                    Total Traders:        76
         .          9          7          7          4          .         22         18         12         13          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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    40,839
Positions
    12,320     10,469        640        766      1,914        220     15,055      9,575        168        993          0          0     10,677     17,852
 
Changes from:       April 3, 2012                                    Total Change is:    -3,755
    -2,207     -4,256        433          0        417          5        925     -4,285       -267          0          0          0     -2,644      4,198
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       25.6        1.6        1.9        4.7        0.5       36.9       23.4        0.4        2.4        0.0        0.0       26.1       43.7
 
Number of Traders in Each Category                                    Total Traders:        30
         5          5          4          .          4          .          7          6          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   150,049
Positions
    46,835      4,933      1,936      9,118     72,484      4,798     60,998     36,851      1,528      2,066      3,212        167     22,603     24,140
 
Changes from:       April 3, 2012                                    Total Change is:      -133
     1,578     -4,345     -1,595       -326        370       -357      6,955      8,100     -1,094       -942         44         11     -4,363     -1,267
 
Percent of Open Interest Represented by Each Category of Trader
      31.2        3.3        1.3        6.1       48.3        3.2       40.7       24.6        1.0        1.4        2.1        0.1       15.1       16.1
 
Number of Traders in Each Category                                    Total Traders:        92
         8          6          7          7         15          5         30         20         10          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   163,593
Positions
    57,339     13,081      4,398     66,179     10,366        993     16,507     75,587      5,058        500      3,592        172     12,446     50,345
 
Changes from:       April 3, 2012                                    Total Change is:    -7,073
    -1,077       -674     -3,449      1,886        803        -22        480      2,606     -3,474        -19        518       -148     -1,250     -3,234
 
Percent of Open Interest Represented by Each Category of Trader
      35.1        8.0        2.7       40.5        6.3        0.6       10.1       46.2        3.1        0.3        2.2        0.1        7.6       30.8
 
Number of Traders in Each Category                                    Total Traders:       101
        13          6          7          8         10          5         16         38         18          .          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   319,203
Positions
   144,416     12,985     10,086     27,496     33,496     18,598     46,156    128,192     28,289      7,212     12,358      3,277     33,672     71,920
 
Changes from:       April 3, 2012                                    Total Change is:    31,387
    27,800     -4,301       -637     -5,447      2,917      4,474      8,665     24,237     -1,947      1,033     -1,704        307     -2,862      8,041
 
Percent of Open Interest Represented by Each Category of Trader
      45.2        4.1        3.2        8.6       10.5        5.8       14.5       40.2        8.9        2.3        3.9        1.0       10.5       22.5
 
Number of Traders in Each Category                                    Total Traders:       180
        25          7         12         15         21         13         24         64         33          8         16         11
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   163,660
Positions
    42,838     30,585      4,293      2,841     41,856        858     77,625     56,972      3,847      1,234        753        300     29,825     24,196
 
Changes from:       April 3, 2012                                    Total Change is:    -2,800
     9,319     -3,234     -1,534       -430        384          6     -5,763      3,274     -2,909       -699        150       -522       -269      1,586
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       18.7        2.6        1.7       25.6        0.5       47.4       34.8        2.4        0.8        0.5        0.2       18.2       14.8
 
Number of Traders in Each Category                                    Total Traders:        85
         8          9          9          .         10          .         20         29         12          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   127,094
Positions
    41,949     46,632     69,567        851          0          0      6,817      3,502      7,384          0          0          0        526          9
 
Changes from:       April 3, 2012                                    Total Change is:       655
       758      1,128       -130        851          0          0       -625       -277          0       -155          0          0        -44        -66
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       36.7       54.7        0.7        0.0        0.0        5.4        2.8        5.8        0.0        0.0        0.0        0.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        25
         8         11         12          .          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   174,230
Positions
    48,476    127,071          0     25,467        106      3,364     87,950     37,699        688      2,166      2,450          0      6,119      2,852
 
Changes from:       April 3, 2012                                    Total Change is:    -1,462
     1,702     -7,735          0      6,059       -196         71     -7,334      5,699        263     -1,538        228          0       -685        208
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       72.9        0.0       14.6        0.1        1.9       50.5       21.6        0.4        1.2        1.4        0.0        3.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       108
         9         10          0         12          .          .         36         25          5          8          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    21,802
Positions
     2,027     15,180          0        544        379         10     15,257      4,118        143        430        338          0      3,391      1,634
 
Changes from:       April 3, 2012                                    Total Change is:     1,049
       167      1,225          0         38        124         10      1,217       -368         -7       -184          0          0       -192         65
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       69.6        0.0        2.5        1.7        0.0       70.0       18.9        0.7        2.0        1.6        0.0       15.6        7.5
 
Number of Traders in Each Category                                    Total Traders:        51
         4          9          0          .          .          .         20         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    51,151
Positions
    11,900     31,462      1,036      4,027      1,938        450     21,363     10,238        692      3,013        149        495      8,176      4,693
 
Changes from:       April 3, 2012                                    Total Change is:    -2,630
        61     -1,225         59       -452        728        -87     -2,277        791       -323       -134     -1,926        -40        564       -607
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       61.5        2.0        7.9        3.8        0.9       41.8       20.0        1.4        5.9        0.3        1.0       16.0        9.2
 
Number of Traders in Each Category                                    Total Traders:        92
        12         19          .          6          5          .         28         14          8          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   102,302
Positions
    23,800     62,923      2,071      8,054      3,876        899     42,726     20,476      1,384      6,027        298        990     16,352      9,386
 
Changes from:       April 3, 2012                                    Total Change is:    -5,260
       122     -2,449        118       -904      1,456       -174     -4,554      1,583       -646       -268     -3,853        -81      1,127     -1,214
 
Percent of Open Interest Represented by Each Category of Trader
      23.3       61.5        2.0        7.9        3.8        0.9       41.8       20.0        1.4        5.9        0.3        1.0       16.0        9.2
 
Number of Traders in Each Category                                    Total Traders:        92
        12         19          .          6          5          .         28         14          8          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   952,269
Positions
    45,768    194,076     28,892    374,664    171,624     51,739     81,398    175,828    151,368     33,155     27,407     31,059    154,226    120,275
 
Changes from:       April 3, 2012                                    Total Change is:    31,772
     2,483    -24,657      4,719     -5,088     14,643      1,962     -8,568      7,049     25,427       -780     -3,647      1,080     10,538      5,197
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       20.4        3.0       39.3       18.0        5.4        8.5       18.5       15.9        3.5        2.9        3.3       16.2       12.6
 
Number of Traders in Each Category                                    Total Traders:       585
        33         53         39        123         62         64         93        133        108         48         40         46
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   321,038
Positions
    25,480     79,007      5,080    106,691     31,526     11,574     17,268     42,244     63,050     10,777      7,479     11,658     69,459     69,420
 
Changes from:       April 3, 2012                                    Total Change is:    18,650
     7,161     -5,774      1,129        130      2,722     -1,104      1,373      7,430      7,927     -1,550        508        902      2,684      4,911
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       24.6        1.6       33.2        9.8        3.6        5.4       13.2       19.6        3.4        2.3        3.6       21.6       21.6
 
Number of Traders in Each Category                                    Total Traders:       135
        12         15          7         28         10         16         18         35         46         13          4         14
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 3,156,154
Positions
   159,672    633,578     60,831  1,367,845    728,475    172,840    426,093    773,363    336,147    128,554    116,304     80,341    423,832    254,276
 
Changes from:       April 3, 2012                                    Total Change is:    65,609
    -3,144    -74,170     -2,295    -24,980     60,720     14,220      6,560     54,360     31,237      5,796    -18,834     -1,055     39,269      1,426
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       20.1        1.9       43.3       23.1        5.5       13.5       24.5       10.7        4.1        3.7        2.5       13.4        8.1
 
Number of Traders in Each Category                                    Total Traders:       541
        30         53         30        108         59         55         97        116         94         40         38         37
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   101,356
Positions
    10,095     19,906        372     60,774     55,219      5,726     11,238     12,384        917      4,055      3,251          0      8,179      3,581
 
Changes from:       April 3, 2012                                    Total Change is:     1,085
     1,355        178        -36      4,324     -2,958        150     -3,252      2,475        727       -684        172          0     -1,499        377
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       19.6        0.4       60.0       54.5        5.6       11.1       12.2        0.9        4.0        3.2        0.0        8.1        3.5
 
Number of Traders in Each Category                                    Total Traders:        98
        12          9          .         38         11         11         13         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   104,787
Positions
     5,279     54,461      4,162     32,775      7,473      1,455     41,484     15,551      4,912      1,767      6,922        967     11,987      8,885
 
Changes from:       April 3, 2012                                    Total Change is:    13,015
        -2      3,783      3,391      1,032        197        226     -1,475      1,434      3,045         67       -499        275      6,457      1,163
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       52.0        4.0       31.3        7.1        1.4       39.6       14.8        4.7        1.7        6.6        0.9       11.4        8.5
 
Number of Traders in Each Category                                    Total Traders:       264
        21         31         11         33         22         10         70         46         23         19         21          5
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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    12,366
Positions
     3,627      8,388          0      1,036          0          0      1,317      2,274          0          0        313        261      6,125      1,130
 
Changes from:       April 3, 2012                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       67.8        0.0        8.4        0.0        0.0       10.7       18.4        0.0        0.0        2.5        2.1       49.5        9.1
 
Number of Traders in Each Category                                    Total Traders:        20
         4          7          0          .          0          0          .          .          0          0          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   462,107
Positions
    25,494    247,602      3,574    158,697     37,363      7,276    214,817     80,368     10,577      8,834     33,043      3,532     29,307     38,773
 
Changes from:       April 3, 2012                                    Total Change is:     3,243
      -911     -5,787       -279        -20        986      1,129         24      9,781      1,242        333     -4,062         69      1,657        165
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       53.6        0.8       34.3        8.1        1.6       46.5       17.4        2.3        1.9        7.2        0.8        6.3        8.4
 
Number of Traders in Each Category                                    Total Traders:       263
        22         30          8         33         22         10         72         44         20         19         21          5
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Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   399,012
Positions
   143,985     26,782      6,713    134,475    204,314     21,838     55,594    104,088      4,787      4,395     10,009        191     27,035     20,290
 
Changes from:       April 3, 2012                                    Total Change is:    17,258
    14,808     -1,253        317     -3,192      6,042       -867       -524      5,812        467       -682        595         52      6,879      6,092
 
Percent of Open Interest Represented by Each Category of Trader
      36.1        6.7        1.7       33.7       51.2        5.5       13.9       26.1        1.2        1.1        2.5        0.0        6.8        5.1
 
Number of Traders in Each Category                                    Total Traders:       243
        19         12          4         52         44         22         37         58         18          8         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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    44,073
Positions
    13,600        672          0     11,875        410        317      9,607     13,540          0      2,106      6,694          0      6,568     22,440
 
Changes from:       April 3, 2012                                    Total Change is:    -5,585
    -3,159        212       -361     -2,230         50        -40        636     -3,244          0       -991       -210          0        560     -1,992
 
Percent of Open Interest Represented by Each Category of Trader
      30.9        1.5        0.0       26.9        0.9        0.7       21.8       30.7        0.0        4.8       15.2        0.0       14.9       50.9
 
Number of Traders in Each Category                                    Total Traders:        48
         8          .          0         13          .          4         10          6          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    46,491
Positions
     6,499     11,424      1,148      8,690      1,521        867     15,902      1,727      3,731      3,321      1,100          0      6,333     24,973
 
Changes from:       April 3, 2012                                    Total Change is:    -2,948
       244      1,446       -111         20        451        194     -2,272        362        284         17     -1,486          0     -1,324     -4,088
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       24.6        2.5       18.7        3.3        1.9       34.2        3.7        8.0        7.1        2.4        0.0       13.6       53.7
 
Number of Traders in Each Category                                    Total Traders:        53
        10         12          7          6          4          .         12          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    53,618
Positions
       222      8,903      1,197     36,429     21,030      4,333      6,214     15,666         41          0          0          0      5,182      2,448
 
Changes from:       April 3, 2012                                    Total Change is:     1,864
         2        -78        250      1,269     -1,153        921       -663      1,876       -210          0          0          0        295        258
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       16.6        2.2       67.9       39.2        8.1       11.6       29.2        0.1        0.0        0.0        0.0        9.7        4.6
 
Number of Traders in Each Category                                    Total Traders:        60
         .          4          .         20         20          8          6          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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    83,728
Positions
    12,165     29,732      1,335     36,821      7,246      3,244     11,117     36,858         58      7,781        903        256     10,951      4,096
 
Changes from:       April 3, 2012                                    Total Change is:      -975
      -209        627       -203        -44       -690        286       -249     -1,463         32       -418        256         20       -190        160
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       35.5        1.6       44.0        8.7        3.9       13.3       44.0        0.1        9.3        1.1        0.3       13.1        4.9
 
Number of Traders in Each Category                                    Total Traders:        95
         9         14          5         22         12         10         13         12          .         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   729,886
Positions
    17,894     56,045     43,163    218,596    157,988    104,074     89,651     56,156     77,274     13,935     71,705      9,297    156,003    154,185
 
Changes from:       April 3, 2012                                    Total Change is:    27,967
    -1,207     -4,993        371     -3,719      9,911      3,854     19,929     -4,476      6,119     -2,751     20,710     -2,156      7,527     -1,373
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        7.7        5.9       29.9       21.6       14.3       12.3        7.7       10.6        1.9        9.8        1.3       21.4       21.1
 
Number of Traders in Each Category                                    Total Traders:       174
         9         18         24         40         28         38         30         31         45          9          9          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   357,290
Positions
     2,476    134,638        439    260,759     16,535     31,219      1,600    113,935         56      4,329      8,291          0     56,412     52,177
 
Changes from:       April 3, 2012                                    Total Change is:    12,074
         0     -1,911       -207     12,540     -3,146     -3,166          0     14,276          0      1,777      1,000          0      1,130      5,228
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       37.7        0.1       73.0        4.6        8.7        0.4       31.9        0.0        1.2        2.3        0.0       15.8       14.6
 
Number of Traders in Each Category                                    Total Traders:        69
         .         11          .         33          6         21          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   857,742
Positions
    65,474     77,307     22,183    170,807    236,420     74,214    206,302    211,237     72,850    135,620     42,115     13,771     96,520    107,644
 
Changes from:       April 3, 2012                                    Total Change is:     3,390
   -29,342     27,296      5,934     42,392    -41,760     -7,421    -20,773     34,862       -571     14,122     -4,798     -4,880      3,930     -5,271
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        9.0        2.6       19.9       27.6        8.7       24.1       24.6        8.5       15.8        4.9        1.6       11.3       12.5
 
Number of Traders in Each Category                                    Total Traders:       226
        18         21         13         37         28         39         41         43         36         17         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 2,260,659
Positions
    71,170    231,454    180,794    648,086    581,779    283,636    351,706    219,672    262,460    101,204     65,118     73,305    288,297    362,441
 
Changes from:       April 3, 2012                                    Total Change is:    30,067
   -44,993     59,925     18,363     38,702    -48,644     10,458      3,898     28,032    -12,945     -3,740     -7,826     11,056      9,267    -28,352
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       10.2        8.0       28.7       25.7       12.5       15.6        9.7       11.6        4.5        2.9        3.2       12.8       16.0
 
Number of Traders in Each Category                                    Total Traders:       293
        18         49         53         29         60         52         35         70         75         11         21         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 1,525,987
Positions
    71,552    147,966     79,669    374,756    566,078    150,950    297,182     92,341    142,045    186,181     77,166     24,637    199,015    245,136
 
Changes from:       April 3, 2012                                    Total Change is:    63,414
   -33,468     41,891     15,833      2,633    -13,474      5,296     35,949     -3,406     24,705    -10,615     -1,154      3,232     19,848     -9,510
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        9.7        5.2       24.6       37.1        9.9       19.5        6.1        9.3       12.2        5.1        1.6       13.0       16.1
 
Number of Traders in Each Category                                    Total Traders:       200
        10         26         23         27         37         37         33         37         43         11         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   601,974
Positions
   176,446    166,726    200,709          0      5,701      1,200     72,836     52,399    106,740      1,766      3,333     16,702     25,574     48,463
 
Changes from:       April 3, 2012                                    Total Change is:     3,080
       442     -5,929      2,573          0      1,085          0     -2,049       -249      3,467       -607       -662        312     -1,057      2,483
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       27.7       33.3        0.0        0.9        0.2       12.1        8.7       17.7        0.3        0.6        2.8        4.2        8.1
 
Number of Traders in Each Category                                    Total Traders:        86
        20         27         43          0          .          .         13         14         24          .          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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 is13,546,649
Positions
 2,213,456  2,089,410  3,270,047    443,941    743,132    264,690    815,170    350,954  4,865,419     93,151    281,419    736,002    844,772    945,575
 
Changes from:       April 3, 2012                                    Total Change is:  -146,142
    -8,373    161,333   -128,502    -22,059   -115,586     13,464     33,996      9,288   -111,806     13,831    -22,196     64,884     -1,577    -17,020
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       15.4       24.1        3.3        5.5        2.0        6.0        2.6       35.9        0.7        2.1        5.4        6.2        7.0
 
Number of Traders in Each Category                                    Total Traders:       273
        34         51         84         11         16         22         69         57        113         12         14         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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    10,101
Positions
     3,963      1,704          0        657        973          6      3,939      6,956         21      1,364        300          0        151        141
 
Changes from:       April 3, 2012                                    Total Change is:      -520
       116       -701          0         11        106          0       -705        109         -3         44        -30          0         17         -1
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       16.9        0.0        6.5        9.6        0.1       39.0       68.9        0.2       13.5        3.0        0.0        1.5        1.4
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          6          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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     7,922
Positions
     5,112      3,424          0      1,170      1,837         45      1,330      2,138          0         66        381          0        199         97
 
Changes from:       April 3, 2012                                    Total Change is:      -222
      -883       -114          0          0       -200          0        615       -203          0          0        281          0         46         14
 
Percent of Open Interest Represented by Each Category of Trader
      64.5       43.2        0.0       14.8       23.2        0.6       16.8       27.0        0.0        0.8        4.8        0.0        2.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        33
         4          4          0          .          5          .          5          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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    46,892
Positions
    15,749     20,894          2      2,319         81        360     15,302     22,643        660      3,996        377         39      8,465      1,836
 
Changes from:       April 3, 2012                                    Total Change is:     1,715
       112        369          0        406         25        -34      1,407      2,657       -677         25        -20         -2        478       -603
 
Percent of Open Interest Represented by Each Category of Trader
      33.6       44.6        0.0        4.9        0.2        0.8       32.6       48.3        1.4        8.5        0.8        0.1       18.1        3.9
 
Number of Traders in Each Category                                    Total Traders:       102
         6          4          .          9          .          .         31         18          4         25          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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   322,529
Positions
   148,479     66,984     37,214     37,677      4,521      6,521      2,569    100,848     25,567        664     12,918     40,684     23,154     27,272
 
Changes from:       April 3, 2012                                    Total Change is:    12,017
     4,953      5,752      3,472      2,289     -1,378     -1,965     -3,799      4,165      6,794       -591     -4,499      2,246     -1,382     -2,570
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       20.8       11.5       11.7        1.4        2.0        0.8       31.3        7.9        0.2        4.0       12.6        7.2        8.5
 
Number of Traders in Each Category                                    Total Traders:       129
        14         13         22         14          9          9         10         45         36          5         13         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 10, 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     7,348
Positions
       843      1,023          0      3,306        911          0      1,968      3,564        594        290        917        286         61         53
 
Changes from:       April 3, 2012                                    Total Change is:         3
        -1         88          0          0        -81          0          0         -3          0          0          4          2          2         -7
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       13.9        0.0       45.0       12.4        0.0       26.8       48.5        8.1        3.9       12.5        3.9        0.8        0.7
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          0          .          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated April 13, 2012