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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   143,387
Positions
     9,753     42,525      5,002     18,899     34,100        371     50,636     36,336      3,985     10,250        401      1,020     43,471     19,647
 
Changes from:       April 17, 2012                                   Total Change is:     6,617
      -179      7,596        288          4       -376          3      2,834         27        233        839       -325        288      2,307     -1,116
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       29.7        3.5       13.2       23.8        0.3       35.3       25.3        2.8        7.1        0.3        0.7       30.3       13.7
 
Number of Traders in Each Category                                    Total Traders:        85
         .         12          8          7          4          .         27         17         14         13          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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    41,069
Positions
    12,733     10,099        614        676      1,911        305     13,275     12,575        120        537          0          0     12,809     15,445
 
Changes from:       April 17, 2012                                   Total Change is:    -1,157
    -1,924         22        209          0         -7          0     -2,177        527         22          0          0          0      2,713     -1,930
 
Percent of Open Interest Represented by Each Category of Trader
      31.0       24.6        1.5        1.6        4.7        0.7       32.3       30.6        0.3        1.3        0.0        0.0       31.2       37.6
 
Number of Traders in Each Category                                    Total Traders:        32
         6          4          .          .          4          .          5         11          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   179,211
Positions
    32,291     66,896      2,790      8,991     46,521      6,599     86,993     28,947      1,919      2,444      3,443         10     37,173     22,085
 
Changes from:       April 17, 2012                                   Total Change is:    17,745
   -11,378     32,564        166        178     -9,466        592     16,964     -6,336        191        398        139        -79     10,712        -27
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       37.3        1.6        5.0       26.0        3.7       48.5       16.2        1.1        1.4        1.9        0.0       20.7       12.3
 
Number of Traders in Each Category                                    Total Traders:       102
         6         10          7          7         16          5         39         18         12          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   151,106
Positions
    46,450     18,223      5,274     65,856     10,565      1,219     13,276     62,554      5,336        506      3,237        257     12,931     44,442
 
Changes from:       April 17, 2012                                   Total Change is:    -5,903
    -5,258      1,637        637       -195        229         -3     -2,780     -6,559        171       -479       -432         78      1,926     -1,661
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       12.1        3.5       43.6        7.0        0.8        8.8       41.4        3.5        0.3        2.1        0.2        8.6       29.4
 
Number of Traders in Each Category                                    Total Traders:        98
        12          7          8          8         10          5         16         34         19          .          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   331,121
Positions
   164,011     11,277     11,654     26,607     47,480      7,982     49,628    132,731     28,437      5,987     15,827      3,570     33,245     72,163
 
Changes from:       April 17, 2012                                   Total Change is:   -10,356
    -6,658     -2,298        707       -516       -399       -586     -3,460     -9,197     -1,717       -595      1,678        252      2,217      1,205
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        3.4        3.5        8.0       14.3        2.4       15.0       40.1        8.6        1.8        4.8        1.1       10.0       21.8
 
Number of Traders in Each Category                                    Total Traders:       192
        25         10         15         14         23         15         26         69         38          5         20         13
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   156,853
Positions
    37,527     30,507      4,130      2,638     42,909      1,040     77,983     49,542      4,173      1,672        728        793     26,897     23,031
 
Changes from:       April 17, 2012                                   Total Change is:      -806
     4,717     -3,164        247         -2        264          0     -3,765       -370        371        555        -24          9     -2,938      1,861
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       19.4        2.6        1.7       27.4        0.7       49.7       31.6        2.7        1.1        0.5        0.5       17.1       14.7
 
Number of Traders in Each Category                                    Total Traders:        86
         8         10         10          .         11          4         24         22         13          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   127,422
Positions
    42,718     48,494     68,469      2,282          0          0      5,472      2,523      7,820          0          0          0        661        116
 
Changes from:       April 17, 2012                                   Total Change is:        26
       -24        210        -94        364          0          0       -221       -122          0          0          0          0          1         32
 
Percent of Open Interest Represented by Each Category of Trader
      33.5       38.1       53.7        1.8        0.0        0.0        4.3        2.0        6.1        0.0        0.0        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        27
         8         12         12          .          0          0          4          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   162,405
Positions
    56,001    121,193          0     30,067        106      2,014     66,950     33,412        487      1,699      1,935          0      5,187      3,258
 
Changes from:       April 17, 2012                                   Total Change is:    -5,213
     1,567     -3,141       -119      1,983          0     -1,350     -6,407     -1,298          6        199       -349          0     -1,092      1,038
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       74.6        0.0       18.5        0.1        1.2       41.2       20.6        0.3        1.0        1.2        0.0        3.2        2.0
 
Number of Traders in Each Category                                    Total Traders:        94
         9         11          0         11          .          .         28         22          4          8          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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    20,616
Positions
    14,627      2,989      1,277      1,102          0          0      1,921      1,345        737        530     13,433          0        422        835
 
Changes from:       April 17, 2012                                   Total Change is:     2,917
       836        -77      1,111        -74          0          0      1,540        816        716     -1,296          0          0         84        351
 
Percent of Open Interest Represented by Each Category of Trader
      70.9       14.5        6.2        5.3        0.0        0.0        9.3        6.5        3.6        2.6       65.2        0.0        2.0        4.1
 
Number of Traders in Each Category                                    Total Traders:        21
         6          .          .          .          0          0          4          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    19,126
Positions
     1,992     13,136          2        550        109          0     12,207      3,943        101        537        338          0      3,737      1,497
 
Changes from:       April 17, 2012                                   Total Change is:    -4,826
       -34     -4,059          2        -18         -4          0     -4,730       -672        101        -82          0          0        -65       -194
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       68.7        0.0        2.9        0.6        0.0       63.8       20.6        0.5        2.8        1.8        0.0       19.5        7.8
 
Number of Traders in Each Category                                    Total Traders:        47
         .          8          .          .          .          0         16         12          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    51,621
Positions
    12,478     32,957        961      4,076      2,240        503     21,498      8,808        767      3,134        238        583      7,623      4,565
 
Changes from:       April 17, 2012                                   Total Change is:    -1,513
    -1,161        954        -43       -549        629       -109       -542     -1,925       -249        308       -270        -18        850       -482
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       63.8        1.9        7.9        4.3        1.0       41.6       17.1        1.5        6.1        0.5        1.1       14.8        8.8
 
Number of Traders in Each Category                                    Total Traders:        99
        14         20          .          7          5          .         29         14         10          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   103,243
Positions
    24,956     65,914      1,922      8,152      4,479      1,005     42,995     17,616      1,533      6,267        476      1,167     15,245      9,131
 
Changes from:       April 17, 2012                                   Total Change is:    -3,026
    -2,322      1,907        -85     -1,098      1,257       -218     -1,085     -3,850       -497        616       -540        -37      1,700       -963
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       63.8        1.9        7.9        4.3        1.0       41.6       17.1        1.5        6.1        0.5        1.1       14.8        8.8
 
Number of Traders in Each Category                                    Total Traders:        99
        14         20          .          7          5          .         29         14         10          7          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   928,410
Positions
    53,670    196,578     28,388    369,255    174,486     45,629     81,842    170,465    127,771     35,046     27,948     26,752    160,056    130,393
 
Changes from:       April 17, 2012                                   Total Change is:   -17,297
     7,921     -6,234       -920     -4,380      4,785     -1,380     -5,639        613    -15,146      1,172     -1,514     -3,466      4,542      5,966
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       21.2        3.1       39.8       18.8        4.9        8.8       18.4       13.8        3.8        3.0        2.9       17.2       14.0
 
Number of Traders in Each Category                                    Total Traders:       560
        37         55         42        119         63         67         84        123         97         44         35         34
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   308,151
Positions
    24,194     70,411      6,721    106,715     30,779     10,504     20,078     42,859     48,903      9,058      6,867     10,385     71,594     80,723
 
Changes from:       April 17, 2012                                   Total Change is:    -4,448
     2,335     -6,666        690        630        567       -885        404      6,237     -9,324       -146       -115         -5      1,854      5,054
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       22.8        2.2       34.6       10.0        3.4        6.5       13.9       15.9        2.9        2.2        3.4       23.2       26.2
 
Number of Traders in Each Category                                    Total Traders:       120
        10         14          8         27          9         15         16         31         39          8          5         10
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 3,101,292
Positions
   188,126    671,578     67,594  1,336,529    742,362    151,799    433,331    762,538    269,830    143,180    118,648     68,591    442,311    248,351
 
Changes from:       April 17, 2012                                   Total Change is:   -64,244
    18,294     -7,472      1,582    -25,622     20,513     -1,902      7,785      9,884    -67,110      2,371    -11,217    -13,084     13,441      4,561
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       21.7        2.2       43.1       23.9        4.9       14.0       24.6        8.7        4.6        3.8        2.2       14.3        8.0
 
Number of Traders in Each Category                                    Total Traders:       522
        36         53         35        104         59         58         84        113         86         39         34         29
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   100,887
Positions
    14,450     19,402        411     59,032     57,305      2,266     14,126     12,934         53      1,744      4,573          0      8,805      3,943
 
Changes from:       April 17, 2012                                   Total Change is:       862
     5,215       -773         -9     -1,692        303       -223        332      1,251         46     -2,548          0          0       -260        266
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       19.2        0.4       58.5       56.8        2.2       14.0       12.8        0.1        1.7        4.5        0.0        8.7        3.9
 
Number of Traders in Each Category                                    Total Traders:        97
        14          8          .         35         11         11         14         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 2012                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is   100,151
Positions
     5,139     54,833      5,557     33,430      7,958      1,337     35,000     11,592      5,824      1,628      5,738        875     11,363      6,439
 
Changes from:       April 17, 2012                                   Total Change is:    -3,758
       347     -2,379        647        130       -132        -73     -6,861     -1,882      1,897         24       -705       -309        441       -820
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       54.8        5.5       33.4        7.9        1.3       34.9       11.6        5.8        1.6        5.7        0.9       11.3        6.4
 
Number of Traders in Each Category                                    Total Traders:       237
        21         33         13         35         22         13         62         36         18         14         13          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    15,228
Positions
     4,855     11,224        474      1,036          0          0      3,132      2,458          0        329          0          0      5,402      1,072
 
Changes from:       April 17, 2012                                   Total Change is:     2,232
       735        494        474          0          0          0        985      1,413          0        329        -27       -358         67        236
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       73.7        3.1        6.8        0.0        0.0       20.6       16.1        0.0        2.2        0.0        0.0       35.5        7.0
 
Number of Traders in Each Category                                    Total Traders:        21
         4         10          .          .          0          0          .          .          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   424,617
Positions
    24,859    241,483      1,974    161,968     39,790      6,684    182,890     69,219      5,568      8,141     30,334      2,728     29,805     26,836
 
Changes from:       April 17, 2012                                   Total Change is:   -29,946
       899    -11,529     -1,975        649       -661       -367    -26,669     -3,915     -3,074        121     -1,745     -1,399      1,871     -5,279
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       56.9        0.5       38.1        9.4        1.6       43.1       16.3        1.3        1.9        7.1        0.6        7.0        6.3
 
Number of Traders in Each Category                                    Total Traders:       236
        24         30          9         35         22         13         63         35         16         14         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   411,399
Positions
   159,281     24,878     10,936    134,467    206,901     21,049     58,886    113,404      5,140      2,067     11,380        838     18,735     16,872
 
Changes from:       April 17, 2012                                   Total Change is:    17,370
    19,677     -2,274      1,104      1,363      6,737        661      1,184     10,962      2,110     -1,009        -49        673     -8,393     -2,554
 
Percent of Open Interest Represented by Each Category of Trader
      38.7        6.0        2.7       32.7       50.3        5.1       14.3       27.6        1.2        0.5        2.8        0.2        4.6        4.1
 
Number of Traders in Each Category                                    Total Traders:       248
        23          9          4         54         45         23         38         59         20          5         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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    41,814
Positions
    13,093        783          0     11,036        490         51      9,066     10,947          0      2,195      6,694          0      6,373     22,849
 
Changes from:       April 17, 2012                                   Total Change is:      -957
      -300         15          0       -528         20          0        345       -568          0         49          0          0       -523       -424
 
Percent of Open Interest Represented by Each Category of Trader
      31.3        1.9        0.0       26.4        1.2        0.1       21.7       26.2        0.0        5.2       16.0        0.0       15.2       54.6
 
Number of Traders in Each Category                                    Total Traders:        44
         7          .          0         12          .          .         10          4          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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    63,583
Positions
    10,786     11,323      3,651      8,553      2,984        705     16,905      2,182      6,919      3,388      1,639          0     12,676     34,180
 
Changes from:       April 17, 2012                                   Total Change is:       691
      -703      1,676        565        -17      1,556          0      1,156        536        -24       -239       -131          0        -47     -3,487
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       17.8        5.7       13.5        4.7        1.1       26.6        3.4       10.9        5.3        2.6        0.0       19.9       53.8
 
Number of Traders in Each Category                                    Total Traders:        50
         9         12          6          5          .          .         13          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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    57,728
Positions
       222     13,030      1,225     39,422     22,758      3,788      7,616     14,373          4          0          0          0      5,451      2,550
 
Changes from:       April 17, 2012                                   Total Change is:     1,930
         0      2,366         12        709        579        423      1,573     -1,002        -55          0          0          0       -732       -393
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       22.6        2.1       68.3       39.4        6.6       13.2       24.9        0.0        0.0        0.0        0.0        9.4        4.4
 
Number of Traders in Each Category                                    Total Traders:        59
         .          5          .         20         20          8          9          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 2012                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    83,580
Positions
    12,004     33,264      1,700     37,917      7,341      3,547     10,047     31,678         26      6,635        593        230     11,474      5,201
 
Changes from:       April 17, 2012                                   Total Change is:     1,604
       400      1,984        364        547        161        400       -410     -2,090          0          2          0        -31        332        816
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       39.8        2.0       45.4        8.8        4.2       12.0       37.9        0.0        7.9        0.7        0.3       13.7        6.2
 
Number of Traders in Each Category                                    Total Traders:        87
        10         16          6         21         11          8         12          7          .          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   681,867
Positions
    14,343     97,253     31,062    248,525    144,902     76,421     67,951     59,456     55,311     18,638     47,551      9,294    160,321    160,614
 
Changes from:       April 17, 2012                                   Total Change is:   -18,038
     2,373     21,667    -16,496     13,842     -4,139    -11,661      5,549      6,735    -17,842      4,510       -473       -391      2,077      4,561
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       14.3        4.6       36.4       21.3       11.2       10.0        8.7        8.1        2.7        7.0        1.4       23.5       23.6
 
Number of Traders in Each Category                                    Total Traders:       173
         8         19         20         42         25         35         28         33         46          8         10          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   365,116
Positions
     2,476    150,257        534    260,657     16,099     27,840      4,888    113,984        650     12,078      4,691          0     55,994     51,062
 
Changes from:       April 17, 2012                                   Total Change is:    -2,419
         0      4,254        383    -11,817       -734       -149      1,428     -5,854        594      5,911          0          0      1,231       -913
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       41.2        0.1       71.4        4.4        7.6        1.3       31.2        0.2        3.3        1.3        0.0       15.3       14.0
 
Number of Traders in Each Category                                    Total Traders:        75
         .         14          .         34          6         21          .         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   973,011
Positions
    58,861    156,579     20,310    219,081    177,072     61,377    248,425    332,302     64,405    171,552     44,643     11,022    117,977    105,300
 
Changes from:       April 17, 2012                                   Total Change is:    75,085
     4,864     31,686    -11,252     24,325     -9,621     -1,214     30,044     57,467      5,943     22,149         26     -2,182      2,408      4,231
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       16.1        2.1       22.5       18.2        6.3       25.5       34.2        6.6       17.6        4.6        1.1       12.1       10.8
 
Number of Traders in Each Category                                    Total Traders:       230
        16         24         14         38         29         40         44         38         31         19         22          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 2,221,340
Positions
    73,763    252,878    164,897    658,206    513,867    246,136    360,175    260,522    216,409    126,600    115,018     76,042    299,112    375,572
 
Changes from:       April 17, 2012                                   Total Change is:  -109,111
   -19,606     35,788    -50,860    -28,694    -46,713    -31,206     19,935    -11,513    -67,164     49,950     34,774     10,953      7,581     16,829
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       11.4        7.4       29.6       23.1       11.1       16.2       11.7        9.7        5.7        5.2        3.4       13.5       16.9
 
Number of Traders in Each Category                                    Total Traders:       291
        16         48         54         31         60         53         38         66         73         11         21         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 1,506,376
Positions
    50,671    150,340     99,874    300,195    512,866    147,549    277,946     92,558    126,759    198,648     74,828     41,249    263,485    260,354
 
Changes from:       April 17, 2012                                   Total Change is:   -49,346
    -1,350      5,674     -7,612    -76,240    -21,617      2,669     24,524     -2,733    -42,320     10,929     -5,095     10,276     29,778     11,411
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       10.0        6.6       19.9       34.0        9.8       18.5        6.1        8.4       13.2        5.0        2.7       17.5       17.3
 
Number of Traders in Each Category                                    Total Traders:       195
        10         22         20         25         40         37         42         28         34         10         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   609,589
Positions
   189,642    160,288    205,905          0      2,116      1,200     42,693     48,354    121,463      2,827      4,252     14,453     31,404     51,557
 
Changes from:       April 17, 2012                                   Total Change is:    -1,901
     5,367     12,586     -2,333          0     -4,000          0     -6,162     -7,432       -396        190        241       -862      2,295        295
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       26.3       33.8        0.0        0.3        0.2        7.0        7.9       19.9        0.5        0.7        2.4        5.2        8.5
 
Number of Traders in Each Category                                    Total Traders:        88
        20         27         44          0          .          .         11         17         23          4          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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 is13,568,896
Positions
 2,129,223  2,331,258  3,224,452    308,625    463,220    257,416  1,010,189    390,370  4,765,483    195,640    359,670    758,408    919,461  1,018,620
 
Changes from:       April 17, 2012                                   Total Change is:   270,339
   -10,014     58,051     56,763   -134,651    -96,205    -23,094     75,803     22,635     81,047    106,646     50,642     87,781     30,057     32,718
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       17.2       23.8        2.3        3.4        1.9        7.4        2.9       35.1        1.4        2.7        5.6        6.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       274
        34         52         85          9         16         20         56         71        111         11         17         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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     7,931
Positions
     3,929        285          0        642        973          6      1,828      6,245         14      1,320        280          0        192        128
 
Changes from:       April 17, 2012                                   Total Change is:    -1,825
       -28       -957          0        -17          0          0     -1,800       -858         -7          0          0          0         27         -3
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        3.6        0.0        8.1       12.3        0.1       23.0       78.7        0.2       16.6        3.5        0.0        2.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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     8,662
Positions
     5,628      3,659          0      1,127      1,898         45      1,533      2,619          0         70        371          0        259         70
 
Changes from:       April 17, 2012                                   Total Change is:        62
       663        125          0        -43       -133          0       -617          7          0          2         45          0         57         18
 
Percent of Open Interest Represented by Each Category of Trader
      65.0       42.2        0.0       13.0       21.9        0.5       17.7       30.2        0.0        0.8        4.3        0.0        3.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        32
         .          5          0          .          5          .          5          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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    43,473
Positions
    15,180     20,120          1      2,155          0        531     10,135     18,128      1,335      4,791        420         37      9,308      2,901
 
Changes from:       April 17, 2012                                   Total Change is:    -2,526
      -350       -234         -0       -373          0        171     -3,645     -4,347        687      1,140        137         11       -166      1,049
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       46.3        0.0        5.0        0.0        1.2       23.3       41.7        3.1       11.0        1.0        0.1       21.4        6.7
 
Number of Traders in Each Category                                    Total Traders:        98
         4          5          .         10          0          .         29         18          7         26          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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   300,629
Positions
   141,324     57,371     28,837     35,515      3,707      6,715      7,409    106,794     18,676      1,018     15,645     40,915     20,220     21,969
 
Changes from:       April 17, 2012                                   Total Change is:   -39,808
     2,102     -2,589    -15,592     -2,847         28        843      2,314      3,884    -10,104         57      2,467    -10,945     -5,636     -7,800
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       19.1        9.6       11.8        1.2        2.2        2.5       35.5        6.2        0.3        5.2       13.6        6.7        7.3
 
Number of Traders in Each Category                                    Total Traders:       126
        12         14         19         10          7          9         15         44         39          5         11         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 24, 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     7,433
Positions
       844      1,344        291      3,320        949          0      2,011      3,708        594        290        527          0         83         20
 
Changes from:       April 17, 2012                                   Total Change is:        21
         0        430        291          0         10          0          0        -18          0          0       -401       -286         16         -5
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       18.1        3.9       44.7       12.8        0.0       27.1       49.9        8.0        3.9        7.1        0.0        1.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          5          .          0          4          5          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated April 27, 2012