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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   172,283
Positions
     8,634     63,851      5,431     19,465     34,084        173     72,248     43,859      3,961      9,705        407      1,100     51,566     19,417
 
Changes from:       April 24, 2012                                   Total Change is:    28,896
    -1,119     21,326        429        566        -16       -198     21,611      7,523        -24       -544          5         80      8,095       -230
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       37.1        3.2       11.3       19.8        0.1       41.9       25.5        2.3        5.6        0.2        0.6       29.9       11.3
 
Number of Traders in Each Category                                    Total Traders:        88
         .         14          7          7          4          .         31         16         15         11          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,582
Positions
    12,438     13,158        516        840      1,495        250     13,911     12,323        171        537          0          0     13,920     14,670
 
Changes from:       April 24, 2012                                   Total Change is:     1,513
      -295      3,059        -98        164       -416        -55        636       -252         51          0          0          0      1,111       -775
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       30.9        1.2        2.0        3.5        0.6       32.7       28.9        0.4        1.3        0.0        0.0       32.7       34.5
 
Number of Traders in Each Category                                    Total Traders:        35
         6          6          .          .          .          .          8         10          4          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   195,493
Positions
    29,956     85,443      3,541      9,328     46,182      6,392     98,876     26,475      2,248      2,417      4,144        205     42,531     20,864
 
Changes from:       April 24, 2012                                   Total Change is:    16,282
    -2,335     18,547        751        337       -339       -207     11,884     -2,472        328        -27        701        195      5,358     -1,221
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       43.7        1.8        4.8       23.6        3.3       50.6       13.5        1.1        1.2        2.1        0.1       21.8       10.7
 
Number of Traders in Each Category                                    Total Traders:       103
         6         12          9          6         16          5         39         16          9          .          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   154,940
Positions
    49,327     22,258      5,296     65,384      9,558      1,423     13,774     60,007      5,650        514      2,500         98     13,475     48,152
 
Changes from:       April 24, 2012                                   Total Change is:     3,835
     2,877      4,035         22       -472     -1,007        204        498     -2,547        314          7       -737       -159        544      3,710
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       14.4        3.4       42.2        6.2        0.9        8.9       38.7        3.6        0.3        1.6        0.1        8.7       31.1
 
Number of Traders in Each Category                                    Total Traders:        94
        11          8          8          8         10          6         14         34         18          .          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   321,316
Positions
   154,023     11,447     11,729     27,633     46,411      7,430     48,601    127,395     28,145      6,357     12,056      3,444     33,953     73,258
 
Changes from:       April 24, 2012                                   Total Change is:    -9,805
    -9,988        170         75      1,027     -1,070       -552     -1,028     -5,336       -292        370     -3,771       -126        708      1,095
 
Percent of Open Interest Represented by Each Category of Trader
      47.9        3.6        3.7        8.6       14.4        2.3       15.1       39.6        8.8        2.0        3.8        1.1       10.6       22.8
 
Number of Traders in Each Category                                    Total Traders:       187
        24         12         15         15         23         16         24         66         40          7         16         13
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   157,802
Positions
    26,695     32,507      4,238      2,875     42,490        928     85,686     48,934      4,731      1,153      2,596        784     30,712     20,594
 
Changes from:       April 24, 2012                                   Total Change is:       949
   -10,832      2,000        108        237       -419       -113      7,703       -608        558       -519      1,868         -8      3,815     -2,437
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       20.6        2.7        1.8       26.9        0.6       54.3       31.0        3.0        0.7        1.6        0.5       19.5       13.1
 
Number of Traders in Each Category                                    Total Traders:        84
         8          9         10          .         10          .         25         19         14          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   127,909
Positions
    42,647     48,598     68,837      2,504          0          0      5,405      2,538      7,820        113          0          0        582        115
 
Changes from:       April 24, 2012                                   Total Change is:       486
       -71        104        368        222          0          0        -67         15          0        113          0          0        -79         -1
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       38.0       53.8        2.0        0.0        0.0        4.2        2.0        6.1        0.1        0.0        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        28
         8         12         12          .          0          0          4          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   156,499
Positions
    55,321    121,664         50     28,858      1,153      1,804     62,266     26,362        585      1,727      2,149          0      5,888      2,732
 
Changes from:       April 24, 2012                                   Total Change is:    -5,906
      -680        471         50     -1,209      1,047       -210     -4,684     -7,050         98         28        214          0        701       -526
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       77.7        0.0       18.4        0.7        1.2       39.8       16.8        0.4        1.1        1.4        0.0        3.8        1.7
 
Number of Traders in Each Category                                    Total Traders:       100
         7         11          .          9          .          .         37         23          5          9          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    18,898
Positions
    13,751      2,365      1,282        933          0          0      2,286      1,070          0        180     13,433          0        466        748
 
Changes from:       April 24, 2012                                   Total Change is:    -1,718
      -876       -624          5       -169          0          0        365       -275       -737       -350          0          0         44        -87
 
Percent of Open Interest Represented by Each Category of Trader
      72.8       12.5        6.8        4.9        0.0        0.0       12.1        5.7        0.0        1.0       71.1        0.0        2.5        4.0
 
Number of Traders in Each Category                                    Total Traders:        21
         7          .          .          .          0          0          6          .          0          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    19,815
Positions
     2,561     14,657         42        392          0          0     11,931      3,275        125        531        338          0      4,233      1,378
 
Changes from:       April 24, 2012                                   Total Change is:       689
       569      1,521         40       -158       -109          0       -276       -668         24         -6          0          0        496       -119
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       74.0        0.2        2.0        0.0        0.0       60.2       16.5        0.6        2.7        1.7        0.0       21.4        7.0
 
Number of Traders in Each Category                                    Total Traders:        45
         4         10          .          .          0          0         16          9          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    57,714
Positions
    12,756     36,181        953      4,288      1,727        573     27,228     10,937        833      2,908        670        671      7,505      5,170
 
Changes from:       April 24, 2012                                   Total Change is:     6,092
       278      3,224         -9        212       -513         70      5,730      2,129         67       -225        432         87       -118        605
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       62.7        1.7        7.4        3.0        1.0       47.2       19.0        1.4        5.0        1.2        1.2       13.0        9.0
 
Number of Traders in Each Category                                    Total Traders:       110
        14         22          4          7          4          .         35         15         10          8          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   115,427
Positions
    25,512     72,362      1,905      8,575      3,453      1,145     54,456     21,874      1,667      5,816      1,339      1,341     15,009     10,340
 
Changes from:       April 24, 2012                                   Total Change is:    12,185
       556      6,448        -17        423     -1,026        140     11,461      4,259        134       -451        864        175       -236      1,210
 
Percent of Open Interest Represented by Each Category of Trader
      22.1       62.7        1.7        7.4        3.0        1.0       47.2       19.0        1.4        5.0        1.2        1.2       13.0        9.0
 
Number of Traders in Each Category                                    Total Traders:       110
        14         22          4          7          4          .         35         15         10          8          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   946,557
Positions
    53,297    219,050     29,207    362,388    163,221     45,607     99,337    170,088    133,092     34,265     29,308     30,551    158,814    126,433
 
Changes from:       April 24, 2012                                   Total Change is:    18,148
      -373     22,473        818     -6,867    -11,264        -22     17,496       -377      5,321       -780      1,360      3,799     -1,242     -3,959
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       23.1        3.1       38.3       17.2        4.8       10.5       18.0       14.1        3.6        3.1        3.2       16.8       13.4
 
Number of Traders in Each Category                                    Total Traders:       579
        33         54         38        118         62         65        100        124        102         47         39         40
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   314,345
Positions
    22,072     79,530      8,394    104,604     30,027     11,248     23,541     36,041     50,918      8,825      7,060     13,126     71,617     78,001
 
Changes from:       April 24, 2012                                   Total Change is:     6,194
    -2,122      9,119      1,673     -2,111       -752        745      3,463     -6,818      2,015       -233        193      2,741         23     -2,722
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       25.3        2.7       33.3        9.6        3.6        7.5       11.5       16.2        2.8        2.2        4.2       22.8       24.8
 
Number of Traders in Each Category                                    Total Traders:       127
        12         16         11         26          9         15         11         36         40          9          7         13
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 3,161,064
Positions
   182,136    723,615     78,054  1,312,292    689,343    148,420    491,716    782,968    298,136    140,042    124,083     74,283    435,985    242,162
 
Changes from:       April 24, 2012                                   Total Change is:    59,772
    -5,990     52,037     10,460    -24,237    -53,019     -3,380     58,386     20,430     28,305     -3,138      5,434      5,692     -6,327     -6,189
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       22.9        2.5       41.5       21.8        4.7       15.6       24.8        9.4        4.4        3.9        2.3       13.8        7.7
 
Number of Traders in Each Category                                    Total Traders:       538
        30         53         32        104         58         56        101        114         91         42         35         32
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    98,838
Positions
    14,013     19,702        446     52,374     55,520      2,079     17,066     13,226         51      2,033      4,461          0     10,776      3,353
 
Changes from:       April 24, 2012                                   Total Change is:    -2,049
      -437        300         35     -6,658     -1,785       -187      2,940        292         -2        289       -112          0      1,971       -590
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       19.9        0.5       53.0       56.2        2.1       17.3       13.4        0.1        2.1        4.5        0.0       10.9        3.4
 
Number of Traders in Each Category                                    Total Traders:        98
        14          8          .         32         11          9         16         11          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   100,249
Positions
     6,020     50,501      8,289     33,725      7,396      1,197     29,230     11,477      7,470      2,557      5,877        824     10,938      7,218
 
Changes from:       April 24, 2012                                   Total Change is:        98
       881     -4,332      2,732        295       -562       -140     -5,770       -114      1,646        929        140        -51       -425        779
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       50.4        8.3       33.6        7.4        1.2       29.2       11.4        7.5        2.6        5.9        0.8       10.9        7.2
 
Number of Traders in Each Category                                    Total Traders:       246
        19         31         14         38         20         13         69         35         22         20         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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    16,490
Positions
     5,917     11,601        548      1,036          0          0      3,242      3,379          0        876          0          0      4,871        962
 
Changes from:       April 24, 2012                                   Total Change is:     1,262
     1,062        377         74          0          0          0        110        921          0        547          0          0       -531       -110
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       70.4        3.3        6.3        0.0        0.0       19.7       20.5        0.0        5.3        0.0        0.0       29.5        5.8
 
Number of Traders in Each Category                                    Total Traders:        23
         4         10          .          .          0          0          .          .          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   418,798
Positions
    36,449    230,434      2,772    163,445     36,981      5,986    160,615     71,167      6,673     10,049     31,032      2,473     30,337     31,281
 
Changes from:       April 24, 2012                                   Total Change is:    -5,819
    11,590    -11,049        797      1,477     -2,809       -698    -22,275      1,948      1,106      1,908        698       -255        531      4,445
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       55.0        0.7       39.0        8.8        1.4       38.4       17.0        1.6        2.4        7.4        0.6        7.2        7.5
 
Number of Traders in Each Category                                    Total Traders:       243
        21         28          8         38         20         13         69         34         19         19         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   400,015
Positions
   152,986     31,520     10,655    125,966    193,346     20,208     65,306    115,473      2,216      3,267     11,269        390     19,022     14,938
 
Changes from:       April 24, 2012                                   Total Change is:   -11,384
    -6,295      6,642       -281     -8,501    -13,555       -841      6,419      2,069     -2,925      1,200       -111       -448        287     -1,934
 
Percent of Open Interest Represented by Each Category of Trader
      38.2        7.9        2.7       31.5       48.3        5.1       16.3       28.9        0.6        0.8        2.8        0.1        4.8        3.7
 
Number of Traders in Each Category                                    Total Traders:       255
        20         13          6         50         45         23         53         53         20          7         14          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    42,151
Positions
    13,285        783          0     10,495        470         91      9,128     11,039          0      2,157      6,694          0      6,995     23,074
 
Changes from:       April 24, 2012                                   Total Change is:       337
       192          0          0       -541        -20         40         62         92          0        -38          0          0        622        225
 
Percent of Open Interest Represented by Each Category of Trader
      31.5        1.9        0.0       24.9        1.1        0.2       21.7       26.2        0.0        5.1       15.9        0.0       16.6       54.7
 
Number of Traders in Each Category                                    Total Traders:        42
         7          .          0         11          .          .          9          4          0          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    66,562
Positions
    16,016     10,725      2,334      8,737      2,614        623     15,699      2,256      7,342      3,492        955          0     12,319     39,713
 
Changes from:       April 24, 2012                                   Total Change is:     2,979
     5,230       -598     -1,317        184       -370        -82     -1,206         74        423        104       -684          0       -357      5,533
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       16.1        3.5       13.1        3.9        0.9       23.6        3.4       11.0        5.2        1.4        0.0       18.5       59.7
 
Number of Traders in Each Category                                    Total Traders:        55
        15         11          5          4          .          .         13          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    58,235
Positions
       222     14,777      1,226     40,437     21,797      3,814      7,224     14,746        100        823          0          0      4,389      1,775
 
Changes from:       April 24, 2012                                   Total Change is:       507
         0      1,747          1      1,015       -961         26       -392        373         96        823          0          0     -1,062       -775
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       25.4        2.1       69.4       37.4        6.5       12.4       25.3        0.2        1.4        0.0        0.0        7.5        3.0
 
Number of Traders in Each Category                                    Total Traders:        61
         .          5          .         20         20          9          8          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    84,628
Positions
     9,882     33,449      1,861     42,414      6,458      3,204     11,082     34,984         60      5,763        390        223     10,139      3,999
 
Changes from:       April 24, 2012                                   Total Change is:     1,048
    -2,122        185        161      4,497       -883       -343      1,035      3,306         34       -872       -203         -7     -1,335     -1,202
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       39.5        2.2       50.1        7.6        3.8       13.1       41.3        0.1        6.8        0.5        0.3       12.0        4.7
 
Number of Traders in Each Category                                    Total Traders:        87
         9         15          6         22         10          9         12         11          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   676,431
Positions
    12,040    101,143     32,473    235,814    138,460     82,744     61,910     45,729     57,133     20,861     48,297      8,095    165,362    162,358
 
Changes from:       April 24, 2012                                   Total Change is:    -5,436
    -2,303      3,889      1,410    -12,711     -6,442      6,322     -6,041    -13,727      1,822      2,224        746     -1,200      5,041      1,743
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       15.0        4.8       34.9       20.5       12.2        9.2        6.8        8.4        3.1        7.1        1.2       24.4       24.0
 
Number of Traders in Each Category                                    Total Traders:       169
         9         20         22         41         24         35         21         36         45          7         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   358,422
Positions
     2,476    145,248        274    255,227     13,618     28,205      2,138    110,625         56      8,331      4,691          0     61,715     55,705
 
Changes from:       April 24, 2012                                   Total Change is:    -6,694
         0     -5,009       -260     -5,430     -2,481        365     -2,750     -3,359       -594     -3,747          0          0      5,722      4,644
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       40.5        0.1       71.2        3.8        7.9        0.6       30.9        0.0        2.3        1.3        0.0       17.2       15.5
 
Number of Traders in Each Category                                    Total Traders:        65
         .         10          .         33          6         22          .         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,009,948
Positions
    57,073    183,883     21,405    200,841    148,410     66,325    287,979    370,987     63,802    177,511     41,795     12,174    122,837    101,167
 
Changes from:       April 24, 2012                                   Total Change is:    36,937
    -1,788     27,304      1,095    -18,240    -28,662      4,948     39,554     38,685       -603      5,959     -2,848      1,152      4,860     -4,134
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       18.2        2.1       19.9       14.7        6.6       28.5       36.7        6.3       17.6        4.1        1.2       12.2       10.0
 
Number of Traders in Each Category                                    Total Traders:       231
        19         25         15         38         29         40         44         35         30         20         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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 2,260,775
Positions
   101,855    252,880    192,819    625,188    505,912    258,980    343,579    265,573    234,199    126,792    122,750     82,063    295,301    345,600
 
Changes from:       April 24, 2012                                   Total Change is:    39,435
    28,091          1     27,922    -33,018     -7,955     12,844    -16,595      5,051     17,790        192      7,732      6,021     -3,812    -29,972
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       11.2        8.5       27.7       22.4       11.5       15.2       11.7       10.4        5.6        5.4        3.6       13.1       15.3
 
Number of Traders in Each Category                                    Total Traders:       312
        17         53         57         33         59         54         48         68         83         12         22         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,522,566
Positions
    67,901    121,745     98,746    340,586    511,981    148,188    270,674    131,130    128,513    176,818     78,173     37,633    253,506    266,457
 
Changes from:       April 24, 2012                                   Total Change is:    16,190
    17,230    -28,595     -1,128     40,392       -885        639     -7,272     38,572      1,754    -21,829      3,346     -3,616     -9,979      6,103
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        8.0        6.5       22.4       33.6        9.7       17.8        8.6        8.4       11.6        5.1        2.5       16.6       17.5
 
Number of Traders in Each Category                                    Total Traders:       198
        13         21         20         23         41         38         37         35         35          9         19          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   570,101
Positions
   180,095    153,241    182,048          0      1,063      1,200     49,368     52,200    114,367         39      4,862     13,120     29,865     47,999
 
Changes from:       April 24, 2012                                   Total Change is:   -39,488
    -9,547     -7,047    -23,856          0     -1,053          0      6,674      3,846     -7,097     -2,789        610     -1,333     -1,540     -3,558
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       26.9       31.9        0.0        0.2        0.2        8.7        9.2       20.1        0.0        0.9        2.3        5.2        8.4
 
Number of Traders in Each Category                                    Total Traders:        89
        20         27         43          0          .          .         12         19         24          .          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,821,372
Positions
 2,061,872  2,456,678  3,268,561    358,856    395,409    284,764  1,079,368    386,165  4,865,454    197,311    354,646    796,967    908,218  1,012,727
 
Changes from:       April 24, 2012                                   Total Change is:   252,475
   -67,351    125,420     44,109     50,231    -67,811     27,349     69,179     -4,205     99,970      1,671     -5,024     38,560    -11,243     -5,893
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       17.8       23.6        2.6        2.9        2.1        7.8        2.8       35.2        1.4        2.6        5.8        6.6        7.3
 
Number of Traders in Each Category                                    Total Traders:       276
        30         55         84         11         15         22         60         68        111         11         18         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,197
Positions
     3,900        279          0        625        973          6      2,146      6,513         14      1,320        300          0        186        112
 
Changes from:       April 24, 2012                                   Total Change is:       266
       -29         -6          0        -17          0          0        318        268          0          0         20          0         -6        -16
 
Percent of Open Interest Represented by Each Category of Trader
      47.6        3.4        0.0        7.6       11.9        0.1       26.2       79.5        0.2       16.1        3.7        0.0        2.3        1.4
 
Number of Traders in Each Category                                    Total Traders:        30
         4          .          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     8,475
Positions
     5,801      3,722          0      1,150      2,233         45      1,134      2,087          0         71        336          0        274         52
 
Changes from:       April 24, 2012                                   Total Change is:      -187
       173         63          0         23        335          0       -399       -532          0          1        -35          0         15        -18
 
Percent of Open Interest Represented by Each Category of Trader
      68.4       43.9        0.0       13.6       26.3        0.5       13.4       24.6        0.0        0.8        4.0        0.0        3.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        33
         .          4          0          .          5          .          6          9          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    46,062
Positions
    15,283     19,746        177      2,117      1,439        244     13,159     19,516      1,502      7,652      1,156         41      5,887      2,241
 
Changes from:       April 24, 2012                                   Total Change is:     2,588
       103       -374        176        -38      1,439       -287      3,024      1,389        167      2,861        736          3     -3,421       -661
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       42.9        0.4        4.6        3.1        0.5       28.6       42.4        3.3       16.6        2.5        0.1       12.8        4.9
 
Number of Traders in Each Category                                    Total Traders:       102
         5          4          .          7          .          .         25         25          6         27          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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   318,793
Positions
   147,405     58,775     28,806     41,226      5,244      7,775     10,149    118,469     19,067      2,069     18,447     40,946     21,350     21,264
 
Changes from:       April 24, 2012                                   Total Change is:    18,164
     6,081      1,404        -31      5,711      1,537      1,060      2,740     11,675        391      1,051      2,802         31      1,130       -705
 
Percent of Open Interest Represented by Each Category of Trader
      46.2       18.4        9.0       12.9        1.6        2.4        3.2       37.2        6.0        0.6        5.8       12.8        6.7        6.7
 
Number of Traders in Each Category                                    Total Traders:       131
        13         13         19         10          9         10         15         44         38          4         12         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 1, 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     7,156
Positions
       844      1,022        297      2,920      1,020          0      2,123      3,674        594        290        527          0         88         22
 
Changes from:       April 24, 2012                                   Total Change is:      -277
         0       -322          6       -400         71          0        112        -34          0          0          0          0          5          2
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       14.3        4.2       40.8       14.3        0.0       29.7       51.3        8.3        4.1        7.4        0.0        1.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          5          .          0          5          4          .          .          .          0
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```

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Updated May 4, 2012