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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   157,832
Positions
    11,232     50,336      4,704     20,362     34,054        181     59,777     37,307      3,445     10,324      2,257      1,630     46,177     23,918
 
Changes from:       May 1, 2012                                      Total Change is:   -14,451
     2,598    -13,515       -727        897        -30          8    -12,471     -6,552       -516        619      1,850        530     -5,389      4,501
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       31.9        3.0       12.9       21.6        0.1       37.9       23.6        2.2        6.5        1.4        1.0       29.3       15.2
 
Number of Traders in Each Category                                    Total Traders:        83
         4         11          7          8          4          .         28         13         13         13          .          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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    46,490
Positions
    16,693      8,446        332        831      1,498        250     15,343     13,865         94      1,592        410         30     11,325     21,566
 
Changes from:       May 1, 2012                                      Total Change is:     3,908
     4,256     -4,712       -184         -9          3          0      1,432      1,542        -77      1,055        410         30     -2,595      6,895
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       18.2        0.7        1.8        3.2        0.5       33.0       29.8        0.2        3.4        0.9        0.1       24.4       46.4
 
Number of Traders in Each Category                                    Total Traders:        33
         7          4          .          .          .          .          6          9          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   204,299
Positions
     6,439     98,098      1,871      9,598     46,638      6,323    111,286     25,730      1,025     24,123      3,494         92     43,542     21,028
 
Changes from:       May 1, 2012                                      Total Change is:     8,806
   -23,517     12,654     -1,670        270        456        -69     12,410       -745     -1,223     21,706       -650       -113      1,011        165
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       48.0        0.9        4.7       22.8        3.1       54.5       12.6        0.5       11.8        1.7        0.0       21.3       10.3
 
Number of Traders in Each Category                                    Total Traders:        99
         4         12          6          6         15          4         38         17          7          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   151,961
Positions
    39,007     32,450      3,631     64,759     10,034        878     13,321     52,185      3,085     10,695      3,177        272     16,313     46,249
 
Changes from:       May 1, 2012                                      Total Change is:    -2,980
   -10,320     10,192     -1,665       -625        477       -545       -453     -7,822     -2,564     10,182        677        174      2,838     -1,902
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       21.4        2.4       42.6        6.6        0.6        8.8       34.3        2.0        7.0        2.1        0.2       10.7       30.4
 
Number of Traders in Each Category                                    Total Traders:        86
         9          8          7          8          9          5         13         29         13          .          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   364,655
Positions
   137,277     12,622      9,664     27,108     48,089      8,280     60,021    165,290     26,333     55,787     13,341      4,766     35,419     76,270
 
Changes from:       May 1, 2012                                      Total Change is:    43,339
   -16,746      1,175     -2,066       -526      1,678        850     11,421     37,895     -1,812     49,430      1,284      1,322      1,466      3,012
 
Percent of Open Interest Represented by Each Category of Trader
      37.6        3.5        2.7        7.4       13.2        2.3       16.5       45.3        7.2       15.3        3.7        1.3        9.7       20.9
 
Number of Traders in Each Category                                    Total Traders:       192
        24         10         14         15         22         16         27         64         31         11         19         14
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   161,980
Positions
    55,407     20,974      2,784      2,183     43,261        975     69,413     60,907      3,620      2,099      1,399      1,269     24,231     26,792
 
Changes from:       May 1, 2012                                      Total Change is:     4,178
    28,712    -11,534     -1,454       -692        770         47    -16,273     11,973     -1,111        945     -1,197        484     -6,481      6,198
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       12.9        1.7        1.3       26.7        0.6       42.9       37.6        2.2        1.3        0.9        0.8       15.0       16.5
 
Number of Traders in Each Category                                    Total Traders:        89
        12          8         11          .         10          .         20         27         10          8          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   127,511
Positions
    38,902     48,075     66,101      2,373          0          0      4,539      2,428      7,825      4,087          0      2,948        736        134
 
Changes from:       May 1, 2012                                      Total Change is:      -397
    -3,745       -523     -2,737       -131          0          0       -866       -110          5      3,974          0      2,948        154         19
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       37.7       51.8        1.9        0.0        0.0        3.6        1.9        6.1        3.2        0.0        2.3        0.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        26
         7         12         11          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   160,169
Positions
    61,319    113,201          0     30,206        636      1,804     59,467     30,670        811      1,666      9,992          0      4,896      3,055
 
Changes from:       May 1, 2012                                      Total Change is:     3,670
     5,998     -8,463        -50      1,348       -517          0     -2,799      4,308        226        -61      7,843          0       -992        323
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       70.7        0.0       18.9        0.4        1.1       37.1       19.1        0.5        1.0        6.2        0.0        3.1        1.9
 
Number of Traders in Each Category                                    Total Traders:        99
         9         10          0          9          .          .         30         29          7          6          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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    18,977
Positions
    13,870      2,257      1,232        651          0          0      2,396      1,268         20        160     13,433          0        648        767
 
Changes from:       May 1, 2012                                      Total Change is:        79
       119       -108        -50       -282          0          0        110        198         20        -20          0          0        182         19
 
Percent of Open Interest Represented by Each Category of Trader
      73.1       11.9        6.5        3.4        0.0        0.0       12.6        6.7        0.1        0.8       70.8        0.0        3.4        4.0
 
Number of Traders in Each Category                                    Total Traders:        22
         7          .          .          .          0          0          6          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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    17,969
Positions
     2,495      9,006         94        385        100          0      9,968      5,718        125      2,173        448          0      2,729      2,478
 
Changes from:       May 1, 2012                                      Total Change is:    -1,846
       -66     -5,651         52         -7        100          0     -1,963      2,443          0      1,642        110          0     -1,504      1,100
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       50.1        0.5        2.1        0.6        0.0       55.5       31.8        0.7       12.1        2.5        0.0       15.2       13.8
 
Number of Traders in Each Category                                    Total Traders:        47
         6          5          .          .          .          0         15         13          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,329
Positions
    13,719     31,502        948      3,901      2,882        359     22,334     11,397      1,392      2,894         10        477      7,306      4,362
 
Changes from:       May 1, 2012                                      Total Change is:    -4,385
       963     -4,678         -5       -387      1,156       -214     -4,894        460        559        -14       -660       -194       -199       -808
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       59.1        1.8        7.3        5.4        0.7       41.9       21.4        2.6        5.4        0.0        0.9       13.7        8.2
 
Number of Traders in Each Category                                    Total Traders:        98
        15         19          .          6          6          .         26         17         11          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,657
Positions
    27,438     63,005      1,895      7,801      5,764        717     44,669     22,794      2,785      5,788         20        954     14,611      8,725
 
Changes from:       May 1, 2012                                      Total Change is:    -8,770
     1,926     -9,357        -10       -774      2,311       -428     -9,787        919      1,118        -28     -1,320       -388       -398     -1,616
 
Percent of Open Interest Represented by Each Category of Trader
      25.7       59.1        1.8        7.3        5.4        0.7       41.9       21.4        2.6        5.4        0.0        0.9       13.7        8.2
 
Number of Traders in Each Category                                    Total Traders:        98
        15         19          .          6          6          .         26         17         11          8          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   974,837
Positions
    56,503    194,106     32,064    361,810    171,001     46,859     82,289    182,671    159,277     39,022     26,253     34,062    162,952    128,544
 
Changes from:       May 1, 2012                                      Total Change is:    28,280
     3,206    -24,944      2,857       -578      7,780      1,252    -17,049     12,583     26,186      4,757     -3,056      3,511      4,138      2,111
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       19.9        3.3       37.1       17.5        4.8        8.4       18.7       16.3        4.0        2.7        3.5       16.7       13.2
 
Number of Traders in Each Category                                    Total Traders:       591
        34         57         40        123         64         67         88        132        110         46         46         46
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   329,724
Positions
    22,983     69,583     10,807    104,616     31,283      9,987     23,002     44,720     59,149      9,086      7,986     15,894     74,202     80,316
 
Changes from:       May 1, 2012                                      Total Change is:    15,380
       911     -9,947      2,413         11      1,256     -1,262       -539      8,679      8,231        261        926      2,768      2,584      2,315
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       21.1        3.3       31.7        9.5        3.0        7.0       13.6       17.9        2.8        2.4        4.8       22.5       24.4
 
Number of Traders in Each Category                                    Total Traders:       126
        12         15         10         26          9         15         15         33         40          8          7         12
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 3,225,565
Positions
   184,701    639,719     89,184  1,312,182    724,800    158,151    451,361    844,682    345,714    157,741     99,391     82,779    443,751    241,144
 
Changes from:       May 1, 2012                                      Total Change is:    64,501
     2,565    -83,896     11,130       -110     35,456      9,732    -40,355     61,714     47,579     17,699    -24,691      8,496      7,767     -1,019
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       19.8        2.8       40.7       22.5        4.9       14.0       26.2       10.7        4.9        3.1        2.6       13.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       549
        33         54         34        109         61         59         90        119         99         42         41         38
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   102,658
Positions
    17,619     18,639        424     58,167     58,667      2,083     12,873     11,928      1,123      1,699      4,483          0      8,669      5,311
 
Changes from:       May 1, 2012                                      Total Change is:     3,820
     3,606     -1,063        -22      5,793      3,147          4     -4,193     -1,298      1,072       -334         22          0     -2,107      1,958
 
Percent of Open Interest Represented by Each Category of Trader
      17.2       18.2        0.4       56.7       57.1        2.0       12.5       11.6        1.1        1.7        4.4        0.0        8.4        5.2
 
Number of Traders in Each Category                                    Total Traders:        95
        13          8          .         32         11         10         16         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   106,295
Positions
     6,164     38,806     14,933     31,218      8,459      1,219     25,443     14,910     15,270      1,241      5,645        975      9,833      6,077
 
Changes from:       May 1, 2012                                      Total Change is:     6,045
       144    -11,695      6,644     -2,507      1,063         21     -3,787      3,433      7,800     -1,316       -232        151     -1,105     -1,141
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       36.5       14.0       29.4        8.0        1.1       23.9       14.0       14.4        1.2        5.3        0.9        9.3        5.7
 
Number of Traders in Each Category                                    Total Traders:       233
        20         30         16         33         24          9         58         43         25         13         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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    20,624
Positions
     9,512     11,585        622      1,036          0          0      4,757      7,634          0        329          0          0      4,368        783
 
Changes from:       May 1, 2012                                      Total Change is:     4,135
     3,595        -16         74          0          0          0      1,515      4,255          0       -547          0          0       -502       -178
 
Percent of Open Interest Represented by Each Category of Trader
      46.1       56.2        3.0        5.0        0.0        0.0       23.1       37.0        0.0        1.6        0.0        0.0       21.2        3.8
 
Number of Traders in Each Category                                    Total Traders:        25
         9          6          .          .          0          0          .          5          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 2012                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   428,351
Positions
    52,199    205,044      2,620    150,908     42,296      6,093    158,611     91,565     21,164      6,203     29,872      3,229     27,324     26,469
 
Changes from:       May 1, 2012                                      Total Change is:     9,553
    15,750    -25,391       -152    -12,537      5,315        107     -2,004     20,398     14,491     -3,846     -1,160        756     -3,012     -4,812
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       47.9        0.6       35.2        9.9        1.4       37.0       21.4        4.9        1.4        7.0        0.8        6.4        6.2
 
Number of Traders in Each Category                                    Total Traders:       230
        21         28          8         33         24          9         58         41         21         13         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   417,126
Positions
   176,730     24,741     10,955    131,499    201,164     19,158     55,038    127,950      3,581      2,264     10,897      1,022     16,880     17,659
 
Changes from:       May 1, 2012                                      Total Change is:    17,110
    23,744     -6,779        300      5,533      7,818     -1,050    -10,268     12,477      1,365     -1,003       -372        632     -2,142      2,720
 
Percent of Open Interest Represented by Each Category of Trader
      42.4        5.9        2.6       31.5       48.2        4.6       13.2       30.7        0.9        0.5        2.6        0.2        4.0        4.2
 
Number of Traders in Each Category                                    Total Traders:       249
        19         14          6         53         46         24         38         59         19          5         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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    41,146
Positions
    12,398        758          0     10,171        510        198      8,859     10,394          0      2,577      6,718          0      6,943     22,568
 
Changes from:       May 1, 2012                                      Total Change is:    -1,005
      -887        -25          0       -324         40        107       -269       -645          0        420         24          0        -52       -506
 
Percent of Open Interest Represented by Each Category of Trader
      30.1        1.8        0.0       24.7        1.2        0.5       21.5       25.3        0.0        6.3       16.3        0.0       16.9       54.8
 
Number of Traders in Each Category                                    Total Traders:        42
         7          .          0         11          .          .          8          4          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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    70,080
Positions
    16,697     10,039      2,237      8,510      3,103        623     16,753      1,771      7,527      4,878          0          0     12,855     44,780
 
Changes from:       May 1, 2012                                      Total Change is:     3,518
       681       -686        -97       -227        489          0      1,054       -485        185      1,386       -955          0        536      5,067
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       14.3        3.2       12.1        4.4        0.9       23.9        2.5       10.7        7.0        0.0        0.0       18.3       63.9
 
Number of Traders in Each Category                                    Total Traders:        52
        14         12          5          4          .          .         11          4          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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    59,577
Positions
       222     14,825      1,236     39,752     21,747      3,756      8,462     14,951        184        823          0          0      5,142      2,878
 
Changes from:       May 1, 2012                                      Total Change is:     1,342
         0         48         10       -685        -50        -58      1,238        205         84          0          0          0        753      1,103
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       24.9        2.1       66.7       36.5        6.3       14.2       25.1        0.3        1.4        0.0        0.0        8.6        4.8
 
Number of Traders in Each Category                                    Total Traders:        60
         .          5          .         18         20          8          9          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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    85,365
Positions
     9,668     34,545      1,831     43,079      6,379      2,838     11,089     34,539         64      5,807        685        234     10,755      4,250
 
Changes from:       May 1, 2012                                      Total Change is:       737
      -214      1,096        -30        665        -79       -366          7       -445          4         44        295         11        616        251
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       40.5        2.1       50.5        7.5        3.3       13.0       40.5        0.1        6.8        0.8        0.3       12.6        5.0
 
Number of Traders in Each Category                                    Total Traders:        88
         8         17          6         22         11         10         13          8          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   734,567
Positions
    10,475    136,046     29,620    245,993    142,587     87,546     88,793     45,926     67,817     20,674     51,978      7,890    175,760    165,157
 
Changes from:       May 1, 2012                                      Total Change is:    58,136
    -1,565     34,904     -2,853     10,178      4,127      4,803     26,883        197     10,684       -187      3,681       -205     10,398      2,799
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       18.5        4.0       33.5       19.4       11.9       12.1        6.3        9.2        2.8        7.1        1.1       23.9       22.5
 
Number of Traders in Each Category                                    Total Traders:       174
         5         26         25         38         26         32         27         34         48          6         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   360,903
Positions
     2,478    137,398        625    250,263     13,940     29,067      4,208    107,507      1,195      8,194     15,371          0     64,874     55,801
 
Changes from:       May 1, 2012                                      Total Change is:     2,481
         2     -7,850        351     -4,964        322        862      2,070     -3,118      1,139       -137     10,680          0      3,158         96
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       38.1        0.2       69.3        3.9        8.1        1.2       29.8        0.3        2.3        4.3        0.0       18.0       15.5
 
Number of Traders in Each Category                                    Total Traders:        67
         .         10          .         33          6         21          .          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,054,563
Positions
    62,961    188,983     21,632    219,921    144,866     75,604    292,891    400,511     71,465    176,292     43,986     12,181    121,614     95,335
 
Changes from:       May 1, 2012                                      Total Change is:    44,615
     5,889      5,099        227     19,080     -3,544      9,279      4,912     29,524      7,663     -1,219      2,191          7     -1,223     -5,832
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       17.9        2.1       20.9       13.7        7.2       27.8       38.0        6.8       16.7        4.2        1.2       11.5        9.0
 
Number of Traders in Each Category                                    Total Traders:       236
        17         24         13         39         29         40         47         38         31         21         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 2,381,681
Positions
    73,729    253,967    213,691    700,398    496,604    256,762    359,418    295,525    272,449    116,385    143,195     79,204    309,644    370,283
 
Changes from:       May 1, 2012                                      Total Change is:   120,905
   -28,126      1,087     20,872     75,209     -9,308     -2,218     15,838     29,952     38,251    -10,406     20,446     -2,859     14,343     24,683
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       10.7        9.0       29.4       20.9       10.8       15.1       12.4       11.4        4.9        6.0        3.3       13.0       15.5
 
Number of Traders in Each Category                                    Total Traders:       309
        17         53         60         32         56         51         54         63         83         14         20         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 1,585,888
Positions
    92,049    114,901     96,796    352,022    514,900    152,260    280,900    150,829    136,418    171,389     91,305     47,257    256,795    281,220
 
Changes from:       May 1, 2012                                      Total Change is:    63,322
    24,148     -6,844     -1,950     11,436      2,919      4,072     10,226     19,700      7,906     -5,429     13,132      9,624      3,289     14,763
 
Percent of Open Interest Represented by Each Category of Trader
       5.8        7.2        6.1       22.2       32.5        9.6       17.7        9.5        8.6       10.8        5.8        3.0       16.2       17.7
 
Number of Traders in Each Category                                    Total Traders:       203
        12         25         20         24         39         39         37         35         37          9         22          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   579,171
Positions
   181,557    140,827    190,694        565      1,560      3,257     42,895     49,673    118,896        338     13,378     14,215     26,753     46,669
 
Changes from:       May 1, 2012                                      Total Change is:     9,070
     1,462    -12,414      8,645        565        497      2,057     -6,472     -2,527      4,530        299      8,516      1,095     -3,111     -1,330
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       24.3       32.9        0.1        0.3        0.6        7.4        8.6       20.5        0.1        2.3        2.5        4.6        8.1
 
Number of Traders in Each Category                                    Total Traders:        90
        24         23         43          .          .          .         11         20         25          .          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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 is14,001,295
Positions
 2,046,884  2,360,778  3,173,697    399,622    366,370    284,042  1,059,850    376,532  4,991,663    197,742    466,452    968,963    878,832  1,012,798
 
Changes from:       May 1, 2012                                      Total Change is:   179,924
   -14,988    -95,900    -94,864     40,766    -29,039       -722    -19,517     -9,633    126,209        430    111,806    171,996    -29,386         71
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       16.9       22.7        2.9        2.6        2.0        7.6        2.7       35.7        1.4        3.3        6.9        6.3        7.2
 
Number of Traders in Each Category                                    Total Traders:       279
        32         53         84         12         14         23         58         69        111         14         20         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,219
Positions
     4,047        259          0        631        973          6      1,824      6,371        222      1,320        280          0        169        108
 
Changes from:       May 1, 2012                                      Total Change is:        22
       147        -20          0          6          0          0       -322       -142        208          0        -20          0        -17         -4
 
Percent of Open Interest Represented by Each Category of Trader
      49.2        3.2        0.0        7.7       11.8        0.1       22.2       77.5        2.7       16.1        3.4        0.0        2.1        1.3
 
Number of Traders in Each Category                                    Total Traders:        30
         4          .          0          .          4          .          6          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 2012                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     8,485
Positions
     5,864      3,783          0      1,150      2,326         45      1,093      1,918          0         72        361          0        261         52
 
Changes from:       May 1, 2012                                      Total Change is:        10
        63         61          0          0         93          0        -41       -169          0          1         25          0        -13          0
 
Percent of Open Interest Represented by Each Category of Trader
      69.1       44.6        0.0       13.6       27.4        0.5       12.9       22.6        0.0        0.8        4.3        0.0        3.1        0.6
 
Number of Traders in Each Category                                    Total Traders:        31
         4          4          0          .          5          .          5          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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    46,552
Positions
    15,347     19,799         72      2,165        987        254     14,452     21,621      1,515      6,979        509         53      5,715      1,742
 
Changes from:       May 1, 2012                                      Total Change is:       490
        64         53       -105         48       -452         10      1,294      2,105         13       -674       -647         12       -172       -498
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       42.5        0.2        4.7        2.1        0.5       31.0       46.4        3.3       15.0        1.1        0.1       12.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       107
         6          4          .          7          .          .         31         19          6         31          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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   326,785
Positions
   143,868     62,185     31,727     38,619      4,266      7,875      6,988    109,962     21,438      1,873     13,754     49,789     24,608     25,789
 
Changes from:       May 1, 2012                                      Total Change is:     7,992
    -3,537      3,410      2,921     -2,607       -978        100     -3,161     -8,507      2,371       -196     -4,693      8,843      3,258      4,525
 
Percent of Open Interest Represented by Each Category of Trader
      44.0       19.0        9.7       11.8        1.3        2.4        2.1       33.6        6.6        0.6        4.2       15.2        7.5        7.9
 
Number of Traders in Each Category                                    Total Traders:       131
        13         13         21         10          8          9         12         46         38          5         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 8, 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     7,091
Positions
       844        976        297      2,920      1,088          0      2,051      3,597        594        290        527          0         95         12
 
Changes from:       May 1, 2012                                      Total Change is:       -65
         0        -46          0          0         68          0        -72        -77          0          0          0          0          7        -10
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       13.8        4.2       41.2       15.3        0.0       28.9       50.7        8.4        4.1        7.4        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          5          .          0          4          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated May 11, 2012