```
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   134,018
Positions
     9,388     29,884      3,935     17,908     34,785        362     47,592     40,408      4,121      8,950        586        611     41,150     19,325
 
Changes from:       March 27, 2012                                   Total Change is:     4,415
    -1,575      4,081        373       -601        -40        199      4,124     -2,131        186        121        586        207      1,382        955
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       22.3        2.9       13.4       26.0        0.3       35.5       30.2        3.1        6.7        0.4        0.5       30.7       14.4
 
Number of Traders in Each Category                                    Total Traders:        79
         .          9          8          7          4          .         27         16         15         11          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,594
Positions
    14,527     14,725        208        766      1,497        215     14,130     13,860        435        993          0          0     13,321     13,655
 
Changes from:       March 27, 2012                                   Total Change is:       786
    -1,069      1,337         10       -102         -7         55        452       -132        -79        456          0          0      1,062       -398
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       33.0        0.5        1.7        3.4        0.5       31.7       31.1        1.0        2.2        0.0        0.0       29.9       30.6
 
Number of Traders in Each Category                                    Total Traders:        34
         4          6          .          .          .          .          9          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   150,182
Positions
    45,257      9,279      3,531      9,444     72,114      5,155     54,043     28,751      2,622      3,008      3,167        157     26,966     25,407
 
Changes from:       March 27, 2012                                   Total Change is:     8,340
    -2,143      7,239         43        421       -547        739      6,838        342        237        967       -883        157      1,081      1,013
 
Percent of Open Interest Represented by Each Category of Trader
      30.1        6.2        2.4        6.3       48.0        3.4       36.0       19.1        1.7        2.0        2.1        0.1       18.0       16.9
 
Number of Traders in Each Category                                    Total Traders:        88
         8          8          8          8         14          7         25         17         10          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   170,666
Positions
    58,416     13,755      7,848     64,293      9,563      1,015     16,027     72,981      8,532        519      3,074        320     13,696     53,579
 
Changes from:       March 27, 2012                                   Total Change is:     5,879
       245      4,454        386        540       -477        195      4,774     -2,187        446       -400        291        -46       -261      2,817
 
Percent of Open Interest Represented by Each Category of Trader
      34.2        8.1        4.6       37.7        5.6        0.6        9.4       42.8        5.0        0.3        1.8        0.2        8.0       31.4
 
Number of Traders in Each Category                                    Total Traders:       105
        12          7          8          8         10          5         22         36         22          .          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   287,816
Positions
   116,616     17,286     10,723     32,942     30,579     14,124     37,491    103,955     30,237      6,178     14,063      2,970     36,534     63,879
 
Changes from:       March 27, 2012                                   Total Change is:     3,416
    -5,205      3,745      1,004     -6,123       -338      6,193      7,438     -6,675      1,397        746       -279        234     -2,269     -1,865
 
Percent of Open Interest Represented by Each Category of Trader
      40.5        6.0        3.7       11.4       10.6        4.9       13.0       36.1       10.5        2.1        4.9        1.0       12.7       22.2
 
Number of Traders in Each Category                                    Total Traders:       181
        23          7         10         17         20         15         30         57         36          6         21         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   166,461
Positions
    33,519     33,819      5,827      3,271     41,472        852     83,389     53,699      6,755      1,932        603        822     30,093     22,611
 
Changes from:       March 27, 2012                                   Total Change is:     8,903
    13,102     -3,451      1,854       -632      1,051        109     -9,054      5,867      1,582        568        -71        183      1,192      1,779
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       20.3        3.5        2.0       24.9        0.5       50.1       32.3        4.1        1.2        0.4        0.5       18.1       13.6
 
Number of Traders in Each Category                                    Total Traders:        96
         8          9         10          .         10          .         25         31         17          8          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   126,439
Positions
    41,191     45,504     69,697          0          0          0      7,442      3,779      7,384        155          0          0        570         75
 
Changes from:       March 27, 2012                                   Total Change is:       303
       291        446       -107          0          0          0       -129       -205        244        -10          0          0         13        -76
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       36.0       55.1        0.0        0.0        0.0        5.9        3.0        5.8        0.1        0.0        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         7          9         12          0          0          0          .          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   175,692
Positions
    46,774    134,806          0     19,408        302      3,293     95,284     32,000        425      3,704      2,222          0      6,804      2,644
 
Changes from:       March 27, 2012                                   Total Change is:    -2,859
         5       -945          0       -312        302        151     -1,351     -2,664         49       -354       -171          0     -1,047        419
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       76.7        0.0       11.0        0.2        1.9       54.2       18.2        0.2        2.1        1.3        0.0        3.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       110
         8          9          0         11          .          .         52         14          5          9          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    20,753
Positions
     1,860     13,955          0        506        255          0     14,040      4,486        150        614        338          0      3,583      1,569
 
Changes from:       March 27, 2012                                   Total Change is:       506
       -74      1,999          0        -45        -50          0        312     -1,680         -2        187          0          0        128        239
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       67.2        0.0        2.4        1.2        0.0       67.7       21.6        0.7        3.0        1.6        0.0       17.3        7.6
 
Number of Traders in Each Category                                    Total Traders:        47
         .          8          0          .          .          0         19          9          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,781
Positions
    11,839     32,686        977      4,479      1,210        537     23,640      9,447      1,015      3,148      2,075        536      7,612      5,300
 
Changes from:       March 27, 2012                                   Total Change is:      -879
        71       -835         18        -81       -241       -117     -1,023     -1,841       -106         51      1,484         14        296        746
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       60.8        1.8        8.3        2.2        1.0       44.0       17.6        1.9        5.9        3.9        1.0       14.2        9.9
 
Number of Traders in Each Category                                    Total Traders:       101
        14         18          .          8          4          .         35         11         11          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   107,562
Positions
    23,678     65,372      1,953      8,958      2,420      1,073     47,280     18,893      2,030      6,295      4,150      1,071     15,224     10,600
 
Changes from:       March 27, 2012                                   Total Change is:    -1,757
       141     -1,670         36       -161       -482       -234     -2,047     -3,682       -213        101      2,968         28        591      1,491
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       60.8        1.8        8.3        2.2        1.0       44.0       17.6        1.9        5.9        3.9        1.0       14.2        9.9
 
Number of Traders in Each Category                                    Total Traders:       101
        14         18          .          8          4          .         35         11         11          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   920,497
Positions
    43,285    218,733     24,173    379,752    156,981     49,776     89,966    168,779    125,941     33,935     31,054     29,979    143,688    115,079
 
Changes from:       March 27, 2012                                   Total Change is:     1,672
     4,780      7,493      2,408    -13,337        453        730      6,757     -5,324        150      1,188        234      1,703     -2,706     -6,175
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       23.8        2.6       41.3       17.1        5.4        9.8       18.3       13.7        3.7        3.4        3.3       15.6       12.5
 
Number of Traders in Each Category                                    Total Traders:       583
        32         54         38        124         57         66         96        127        101         41         52         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   302,388
Positions
    18,320     84,781      3,951    106,561     28,804     12,678     15,895     34,814     55,123     12,327      6,970     10,757     66,776     64,509
 
Changes from:       March 27, 2012                                   Total Change is:    -3,620
     1,552      4,437       -610     -2,550       -469       -164     -1,424       -574     -2,138      1,420       -352        -44        337     -3,706
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       28.0        1.3       35.2        9.5        4.2        5.3       11.5       18.2        4.1        2.3        3.6       22.1       21.3
 
Number of Traders in Each Category                                    Total Traders:       128
         9         15          5         28          9         14         16         34         43         11          6         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,090,545
Positions
   162,815    707,748     63,126  1,392,825    667,755    158,620    419,533    719,004    304,910    122,757    135,137     81,396    384,563    252,850
 
Changes from:       March 27, 2012                                   Total Change is:    26,458
    23,556     22,694      7,672    -55,804      2,739      6,341     41,886    -22,767     10,453      7,093     11,189        477    -15,217    -12,342
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       22.9        2.0       45.1       21.6        5.1       13.6       23.3        9.9        4.0        4.4        2.6       12.4        8.2
 
Number of Traders in Each Category                                    Total Traders:       543
        31         52         32        109         55         59         97        115         92         36         48         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   100,271
Positions
     8,740     19,728        408     56,450     58,177      5,576     14,490      9,909        190      4,739      3,079          0      9,678      3,204
 
Changes from:       March 27, 2012                                   Total Change is:      -371
      -620        160        321       -632     -1,726        223        574        169        140         98        -25          0       -475        367
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       19.7        0.4       56.3       58.0        5.6       14.5        9.9        0.2        4.7        3.1        0.0        9.7        3.2
 
Number of Traders in Each Category                                    Total Traders:        99
        11         10          .         35         12         12         15          9          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    91,773
Positions
     5,281     50,678        771     31,743      7,275      1,229     42,959     14,117      1,867      1,700      7,421        693      5,530      7,722
 
Changes from:       March 27, 2012                                   Total Change is:     2,238
     1,129      2,903        -26       -278        -17        156      1,836     -1,351       -305        106        591       -131       -248        419
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       55.2        0.8       34.6        7.9        1.3       46.8       15.4        2.0        1.9        8.1        0.8        6.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       264
        24         30          9         36         21          9         76         42         17         18         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   458,864
Positions
    26,405    253,389      3,853    158,717     36,377      6,147    214,793     70,587      9,335      8,501     37,105      3,463     27,650     38,608
 
Changes from:       March 27, 2012                                   Total Change is:    11,191
     5,643     14,517       -132     -1,390        -86        781      9,181     -6,756     -1,524        529      2,953       -655     -1,242      2,093
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       55.2        0.8       34.6        7.9        1.3       46.8       15.4        2.0        1.9        8.1        0.8        6.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       264
        24         30          9         36         21          9         76         42         17         18         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   381,755
Positions
   129,177     28,035      6,396    137,667    198,272     22,705     56,118     98,276      4,320      5,077      9,414        138     20,156     14,199
 
Changes from:       March 27, 2012                                   Total Change is:     7,244
     6,984       -696        248     -1,846      6,035      1,980       -289       -434      1,474       -871     -1,725         38       -475        323
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        7.3        1.7       36.1       51.9        5.9       14.7       25.7        1.1        1.3        2.5        0.0        5.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       249
        18         13          5         54         43         20         47         54         17         10         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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    49,658
Positions
    16,759        460        361     14,105        360        357      8,971     16,784          0      3,097      6,904          0      6,008     24,432
 
Changes from:       March 27, 2012                                   Total Change is:     3,999
       230       -220        346       -398         50          0      4,459      1,454          0       -222        109          0       -416      2,260
 
Percent of Open Interest Represented by Each Category of Trader
      33.7        0.9        0.7       28.4        0.7        0.7       18.1       33.8        0.0        6.2       13.9        0.0       12.1       49.2
 
Number of Traders in Each Category                                    Total Traders:        55
        11          .          .         14          .          .         10          7          0          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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    49,439
Positions
     6,255      9,978      1,259      8,670      1,070        673     18,174      1,365      3,447      3,304      2,586          0      7,657     29,061
 
Changes from:       March 27, 2012                                   Total Change is:     2,564
       443      1,618        552         71     -1,325        -76      1,214       -102        335        140        310          0       -115      1,252
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       20.2        2.5       17.5        2.2        1.4       36.8        2.8        7.0        6.7        5.2        0.0       15.5       58.8
 
Number of Traders in Each Category                                    Total Traders:        53
        11         13          6          6          .          .         13          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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    51,754
Positions
       220      8,981        947     35,160     22,183      3,412      6,877     13,790        251          0          0          0      4,887      2,190
 
Changes from:       March 27, 2012                                   Total Change is:     1,898
         0        309        -86        184       -267       -311      1,940      1,776        118          0          0          0         53        359
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       17.4        1.8       67.9       42.9        6.6       13.3       26.6        0.5        0.0        0.0        0.0        9.4        4.2
 
Number of Traders in Each Category                                    Total Traders:        60
         .          4          .         20         21          9          7          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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    84,703
Positions
    12,374     29,105      1,538     36,865      7,936      2,958     11,366     38,321         26      8,199        647        236     11,141      3,936
 
Changes from:       March 27, 2012                                   Total Change is:       411
       -55        463        521      3,346     -4,830       -941        705      5,387          0        601        647          0     -3,766       -836
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       34.4        1.8       43.5        9.4        3.5       13.4       45.2        0.0        9.7        0.8        0.3       13.2        4.6
 
Number of Traders in Each Category                                    Total Traders:        97
         9         13          5         24         12          9         13         14          .         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   701,920
Positions
    19,101     61,037     42,793    222,315    148,077    100,220     69,723     60,632     71,154     16,686     50,995     11,453    148,475    155,558
 
Changes from:       March 27, 2012                                   Total Change is:    15,923
    -1,395      7,010      3,674    -23,114     -3,475      4,920      6,717     -5,192      4,765      7,270      6,174      5,794      7,292     -7,747
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        8.7        6.1       31.7       21.1       14.3        9.9        8.6       10.1        2.4        7.3        1.6       21.2       22.2
 
Number of Traders in Each Category                                    Total Traders:       165
         9         15         21         39         27         38         25         34         43          7          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   345,215
Positions
     2,476    136,549        646    248,219     19,681     34,385      1,600     99,659         56      2,552      7,291          0     55,281     46,948
 
Changes from:       March 27, 2012                                   Total Change is:    -6,522
        -5    -10,535       -173     -4,014         99      1,920        -47       -882       -682       -448      3,600          0     -3,073        131
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       39.6        0.2       71.9        5.7       10.0        0.5       28.9        0.0        0.7        2.1        0.0       16.0       13.6
 
Number of Traders in Each Category                                    Total Traders:        70
         .         11          .         32          9         23          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   854,351
Positions
    94,816     50,011     16,249    128,415    278,180     81,636    227,075    176,376     73,420    121,498     46,913     18,652     92,591    112,915
 
Changes from:       March 27, 2012                                   Total Change is:   -27,257
   -18,586     -8,915     -2,590     -8,877    -57,964      6,122     14,225     40,584     -7,272    -23,761        361      4,223      9,258     -1,807
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        5.9        1.9       15.0       32.6        9.6       26.6       20.6        8.6       14.2        5.5        2.2       10.8       13.2
 
Number of Traders in Each Category                                    Total Traders:       215
        20         13         12         36         31         38         38         37         33         16         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 2,230,592
Positions
   116,163    171,528    162,431    609,384    630,423    273,178    347,808    191,640    275,405    104,944     72,944     62,250    279,029    390,793
 
Changes from:       March 27, 2012                                   Total Change is:    82,045
     5,027     19,438     26,606    -47,641    -75,147     48,434    -53,972    -19,472     53,634     24,914      1,311     16,231      8,813     11,011
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        7.7        7.3       27.3       28.3       12.2       15.6        8.6       12.3        4.7        3.3        2.8       12.5       17.5
 
Number of Traders in Each Category                                    Total Traders:       294
        21         39         50         30         63         56         43         65         77         16         17         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 1,462,573
Positions
   105,020    106,075     63,835    372,123    579,552    145,654    261,233     95,747    117,340    196,796     78,320     21,405    179,167    254,645
 
Changes from:       March 27, 2012                                   Total Change is:   -91,640
   -19,053    -47,766      4,193     18,191    -39,565     -2,278   -120,531    -26,740      2,369      3,156     11,669      8,060     14,254     -1,582
 
Percent of Open Interest Represented by Each Category of Trader
       7.2        7.3        4.4       25.4       39.6       10.0       17.9        6.5        8.0       13.5        5.4        1.5       12.3       17.4
 
Number of Traders in Each Category                                    Total Traders:       195
        15         21         21         28         36         37         28         37         40         11         19          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   598,894
Positions
   176,004    172,655    198,137          0      4,616      1,200     74,885     52,648    103,274      2,373      3,995     16,390     26,631     45,979
 
Changes from:       March 27, 2012                                   Total Change is:   -62,733
    -9,862    -18,878    -33,892     -1,700         70       -223     -5,792        648     -8,560     -3,273     -2,133         34        535        202
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       28.8       33.1        0.0        0.8        0.2       12.5        8.8       17.2        0.4        0.7        2.7        4.4        7.7
 
Number of Traders in Each Category                                    Total Traders:        84
        18         27         41          0          .          .         11         15         23          4          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is13,692,790
Positions
 2,221,829  1,928,077  3,398,549    466,000    858,719    251,226    781,174    341,666  4,977,226     79,320    303,615    671,118    846,349    962,595
 
Changes from:       March 27, 2012                                   Total Change is:   293,658
    79,759     92,370    127,200    -15,829     22,345     -6,296     65,670      7,671     89,822      7,413     18,698    -44,586     -9,495    -13,566
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       14.1       24.8        3.4        6.3        1.8        5.7        2.5       36.3        0.6        2.2        4.9        6.2        7.0
 
Number of Traders in Each Category                                    Total Traders:       275
        36         50         85         10         18         22         65         60        112         12         15         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 2012                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    10,621
Positions
     3,847      2,405          0        646        867          6      4,644      6,847         24      1,320        330          0        134        142
 
Changes from:       March 27, 2012                                   Total Change is:       461
      -568       -255          0         50          0          0        990        557          0          0        155          0        -11          4
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       22.6        0.0        6.1        8.2        0.1       43.7       64.5        0.2       12.4        3.1        0.0        1.3        1.3
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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     8,144
Positions
     5,995      3,538          0      1,170      2,037         45        715      2,341          0         66        100          0        153         83
 
Changes from:       March 27, 2012                                   Total Change is:       585
     1,335         87          0        191        331          0       -972        181          0          1          0          0         30        -14
 
Percent of Open Interest Represented by Each Category of Trader
      73.6       43.4        0.0       14.4       25.0        0.6        8.8       28.7        0.0        0.8        1.2        0.0        1.9        1.0
 
Number of Traders in Each Category                                    Total Traders:        30
         .          5          0          .          5          .          .         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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    45,177
Positions
    15,637     20,525          2      1,913         56        394     13,895     19,986      1,337      3,971        397         41      7,987      2,438
 
Changes from:       March 27, 2012                                   Total Change is:    -7,283
      -616       -506         -0       -757         56       -152     -5,515     -7,313        215        170         18         16       -646        382
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       45.4        0.0        4.2        0.1        0.9       30.8       44.2        3.0        8.8        0.9        0.1       17.7        5.4
 
Number of Traders in Each Category                                    Total Traders:        97
         6          4          .          8          .          .         29         18          7         23          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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   310,512
Positions
   143,526     61,232     33,742     35,388      5,899      8,486      6,368     96,683     18,773      1,255     17,417     38,438     24,536     29,842
 
Changes from:       March 27, 2012                                   Total Change is:     6,173
   -10,896     -2,809      6,953      4,056       -442      4,339       -623     -4,647      4,883       -653     -1,346     -3,583      1,697      2,825
 
Percent of Open Interest Represented by Each Category of Trader
      46.2       19.7       10.9       11.4        1.9        2.7        2.1       31.1        6.0        0.4        5.6       12.4        7.9        9.6
 
Number of Traders in Each Category                                    Total Traders:       125
        14         13         24         10          9          7         13         44         38          7          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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     7,345
Positions
       844        935          0      3,306        992          0      1,968      3,567        594        290        913        284         59         60
 
Changes from:       March 27, 2012                                   Total Change is:      -190
      -162        -29          0        -41        -40          0        338        189       -330          0          0          0          5         20
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       12.7        0.0       45.0       13.5        0.0       26.8       48.6        8.1        3.9       12.4        3.9        0.8        0.8
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          5          .          0          .          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated April 6, 2012