`Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   161,861
Positions
    86,598      1,871      1,729     18,253     20,360        209     13,746     97,400      5,740     10,436      1,703         19     25,131     32,830
 
Changes from:       April 2, 2013                                    Total Change is:    -1,289
     3,026     -2,635        826      1,322        167       -150     -2,520      3,794     -2,241        579        -37          0     -2,131     -1,013
 
Percent of Open Interest Represented by Each Category of Trader
      53.5        1.2        1.1       11.3       12.6        0.1        8.5       60.2        3.5        6.4        1.1        0.0       15.5       20.3
 
Number of Traders in Each Category                                    Total Traders:        80
         9          .          6          6          5          5         13         28          6         13          .          .
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,751
Positions
    25,250      9,615          0          0      1,960          0      7,771     13,050        250        408      1,621          0      9,072     16,255
 
Changes from:       April 2, 2013                                    Total Change is:    -8,722
    -6,855        802        -37          0         56          0     -2,038     -6,437          2     -1,530      1,621          0      1,736     -4,729
 
Percent of Open Interest Represented by Each Category of Trader
      59.1       22.5        0.0        0.0        4.6        0.0       18.2       30.5        0.6        1.0        3.8        0.0       21.2       38.0
 
Number of Traders in Each Category                                    Total Traders:        38
         6          5          0          0          .          0         10         12          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   204,827
Positions
   103,701      4,436      1,203     19,564     28,825      1,055     28,091    112,717      4,060     30,686     10,803        130     16,337     41,598
 
Changes from:       April 2, 2013                                    Total Change is:    -3,598
    -1,657        940        479       -344        540        270     -1,127      1,257       -188     -1,379        338        130        218     -7,364
 
Percent of Open Interest Represented by Each Category of Trader
      50.6        2.2        0.6        9.6       14.1        0.5       13.7       55.0        2.0       15.0        5.3        0.1        8.0       20.3
 
Number of Traders in Each Category                                    Total Traders:       106
        12          5          4          6         13          4         18         37          7          4         11          .
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   220,626
Positions
   108,488     23,630        566     19,991     15,814      1,590     42,593    104,010      1,437     24,857     13,419      2,187     18,917     57,973
 
Changes from:       April 2, 2013                                    Total Change is:     6,629
     8,652     -1,667       -268       -299      3,427         -2      2,649        492       -262    -11,323     -3,359      2,173      5,309      6,095
 
Percent of Open Interest Represented by Each Category of Trader
      49.2       10.7        0.3        9.1        7.2        0.7       19.3       47.1        0.7       11.3        6.1        1.0        8.6       26.3
 
Number of Traders in Each Category                                    Total Traders:       139
        10         12          4          5         12          .         28         50         14          6         16          .
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   220,353
Positions
    84,690     12,160      3,131     29,828     50,500      8,867     22,934     72,895      2,551     29,867     13,416        702     37,783     56,131
 
Changes from:       April 2, 2013                                    Total Change is:   -15,518
    -7,540        812      1,351         84      2,020        446    -10,880    -15,662       -593      1,606     -3,730       -296        304        134
 
Percent of Open Interest Represented by Each Category of Trader
      38.4        5.5        1.4       13.5       22.9        4.0       10.4       33.1        1.2       13.6        6.1        0.3       17.1       25.5
 
Number of Traders in Each Category                                    Total Traders:       171
        24         12          6         18         17         12         19         46         12         20         15          5
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   186,911
Positions
    17,433     79,697        910      2,535     39,381        878    124,576     38,390        737        662      2,891        256     38,924     23,771
 
Changes from:       April 2, 2013                                    Total Change is:   -10,353
     1,602      1,180        664       -820       -383          0    -14,647    -12,296        -52        170         49          0      2,730        485
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       42.6        0.5        1.4       21.1        0.5       66.6       20.5        0.4        0.4        1.5        0.1       20.8       12.7
 
Number of Traders in Each Category                                    Total Traders:        94
         5         13          .          .          7          .         35         22          5          .          7          .
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    57,559
Positions
    22,111     28,508     19,048      2,772          0          0      4,528      1,496      4,288      1,078        170      3,334        400        715
 
Changes from:       April 2, 2013                                    Total Change is:       115
       875       -747       -790       -650          0          0      1,139      1,496         -2       -290        -40          0       -167        198
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       49.5       33.1        4.8        0.0        0.0        7.9        2.6        7.4        1.9        0.3        5.8        0.7        1.2
 
Number of Traders in Each Category                                    Total Traders:        29
         7         11         11          .          0          0          5          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   172,646
Positions
     3,126    109,905         10      8,635        962          0    134,316     54,945      1,131     13,093      3,248        236     12,099      2,209
 
Changes from:       April 2, 2013                                    Total Change is:   -10,234
       644      5,514         10       -831         30          0     -9,496    -15,416       -136        177       -275        127       -729        -88
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       63.7        0.0        5.0        0.6        0.0       77.8       31.8        0.7        7.6        1.9        0.1        7.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       151
         6         15          .         11          .          0         74         14          6         21          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    38,140
Positions
    14,539     23,089        274        963      1,438          0      5,031      1,916        725     15,639     10,142          0        969        556
 
Changes from:       April 2, 2013                                    Total Change is:     1,329
     1,228       -735          0          8        229          0       -299        -54        -25        286      1,755          0        131        159
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       60.5        0.7        2.5        3.8        0.0       13.2        5.0        1.9       41.0       26.6        0.0        2.5        1.5
 
Number of Traders in Each Category                                    Total Traders:        36
         6          6          .          .          .          0         10          5          .          6          .          0
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    42,549
Positions
     2,745     26,199        170        486        272          0     33,161     11,472        110      1,030      1,019          0      4,847      3,307
 
Changes from:       April 2, 2013                                    Total Change is:     3,320
      -769      4,973        -51       -211         47          0      4,173     -2,495          0        207         27          0        -29        819
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       61.6        0.4        1.1        0.6        0.0       77.9       27.0        0.3        2.4        2.4        0.0       11.4        7.8
 
Number of Traders in Each Category                                    Total Traders:        70
         5         10          .          .          .          0         27         16          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    55,463
Positions
     8,724     29,709        229      4,158        104        549     30,078     11,887        128      2,844      2,887          0      8,756      9,972
 
Changes from:       April 2, 2013                                    Total Change is:    -1,240
       -31     -1,229         14     -1,075        -33         43       -655        304        -48         25        177          0        488       -468
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       53.6        0.4        7.5        0.2        1.0       54.2       21.4        0.2        5.1        5.2        0.0       15.8       18.0
 
Number of Traders in Each Category                                    Total Traders:       111
        16         20          .          6          .          .         31         14          4          8         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   110,926
Positions
    17,447     59,417        457      8,315        208      1,097     60,155     23,773        256      5,688      5,774          0     17,511     19,944
 
Changes from:       April 2, 2013                                    Total Change is:    -2,480
       -62     -2,457         27     -2,150        -66         86     -1,310        608        -96         50        353          0        975       -935
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       53.6        0.4        7.5        0.2        1.0       54.2       21.4        0.2        5.1        5.2        0.0       15.8       18.0
 
Number of Traders in Each Category                                    Total Traders:       111
        16         20          .          6          .          .         31         14          4          8         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   775,766
Positions
    37,384    221,313     25,620    349,107    138,679     59,171    118,070    181,527     19,366     46,290     31,116      5,333    115,425     93,641
 
Changes from:       April 2, 2013                                    Total Change is:    11,963
     2,327     14,298     -2,377      1,846      8,964     -1,122      9,336     -9,127     -2,017     -2,082     -1,646      1,864      4,188      3,125
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       28.5        3.3       45.0       17.9        7.6       15.2       23.4        2.5        6.0        4.0        0.7       14.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       578
        27         47         18        123         53         60        102        112         71         54         60         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   167,504
Positions
    11,451     62,350      1,485     63,583     29,461      8,908     13,466     10,696        722     13,569      8,941        696     53,624     44,245
 
Changes from:       April 2, 2013                                    Total Change is:     5,837
     1,066      4,657          0        956       -366        -75      1,660     -4,750        228        196      1,227         17      1,789      4,899
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       37.2        0.9       38.0       17.6        5.3        8.0        6.4        0.4        8.1        5.3        0.4       32.0       26.4
 
Number of Traders in Each Category                                    Total Traders:        93
         5         12          .         19          9         10         19         15          8         10          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,041,311
Positions
   201,069    866,218     49,270  1,457,231    575,702    221,702    542,489    873,625     73,753    172,089    119,359     14,702    309,006    246,980
 
Changes from:       April 2, 2013                                    Total Change is:    30,628
   -13,154     28,748      7,575      7,238     49,441     -8,025     31,592    -28,672     -4,437     -5,174     -8,149      3,018     11,995     -8,871
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       28.5        1.6       47.9       18.9        7.3       17.8       28.7        2.4        5.7        3.9        0.5       10.2        8.1
 
Number of Traders in Each Category                                    Total Traders:       552
        27         45         15        115         48         55        100        111         62         49         57         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   113,079
Positions
     3,766     52,404         71     56,108     48,191      2,021     36,855      4,607        463        846      2,221          0     12,949      3,101
 
Changes from:       April 2, 2013                                    Total Change is:    -6,809
       -99     -6,663          1     -1,761      1,149        -85     -2,556       -430       -527     -2,359         -2          0        577       -252
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       46.3        0.1       49.6       42.6        1.8       32.6        4.1        0.4        0.7        2.0        0.0       11.5        2.7
 
Number of Traders in Each Category                                    Total Traders:        98
         5         15          .         34         14         10         19          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    70,340
Positions
     1,897     47,973        480     30,340      5,629      1,343     27,964      8,529        910      2,255      1,382         54      5,097      4,040
 
Changes from:       April 2, 2013                                    Total Change is:    -5,183
       282     -6,064        216     -1,246         58        222     -4,903       -841        876       -203        -53         -2       -426        405
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       68.2        0.7       43.1        8.0        1.9       39.8       12.1        1.3        3.2        2.0        0.1        7.2        5.7
 
Number of Traders in Each Category                                    Total Traders:       212
        14         24          .         29         18         11         65         32         14         19         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   351,702
Positions
     9,484    239,864      2,402    151,698     28,147      6,714    139,821     42,644      4,550     11,276      6,909        270     25,487     20,202
 
Changes from:       April 2, 2013                                    Total Change is:   -25,916
     1,412    -30,322      1,081     -6,231        289      1,109    -24,515     -4,204      4,380     -1,013       -264        -10     -2,129      2,025
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       68.2        0.7       43.1        8.0        1.9       39.8       12.1        1.3        3.2        2.0        0.1        7.2        5.7
 
Number of Traders in Each Category                                    Total Traders:       212
        14         24          .         29         18         11         65         32         14         19         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   370,979
Positions
    76,445     48,405      8,115    140,090    153,134     20,767     92,033    110,390      7,391      5,109      9,281         12     21,017     13,484
 
Changes from:       April 2, 2013                                    Total Change is:   -10,102
     3,564     -4,573     -1,946      1,377        675        742     -3,156      3,669     -1,098       -111       -193         12     -9,486     -7,390
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       13.0        2.2       37.8       41.3        5.6       24.8       29.8        2.0        1.4        2.5        0.0        5.7        3.6
 
Number of Traders in Each Category                                    Total Traders:       258
        24         13          4         59         36         25         59         41         12         11         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    76,030
Positions
     7,563     27,238        102     25,493          0         36     19,653     18,804         40     12,500      4,550          0     10,643     25,260
 
Changes from:       April 2, 2013                                    Total Change is:     8,866
       216       -540        -56      1,489          0        -93      6,377      5,221         40        435         39          0        458      4,255
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       35.8        0.1       33.5        0.0        0.0       25.8       24.7        0.1       16.4        6.0        0.0       14.0       33.2
 
Number of Traders in Each Category                                    Total Traders:        76
         5         11          .         15          0          .         19         11          .         11          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    83,947
Positions
    25,149     14,872      1,881     14,790      6,437         79     27,805     11,400        562      2,998      1,099          0     10,683     47,617
 
Changes from:       April 2, 2013                                    Total Change is:     6,445
    -3,284      3,317        623      5,810      1,025     -1,375      3,300      5,070        519        467     -1,983          0        385       -751
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       17.7        2.2       17.6        7.7        0.1       33.1       13.6        0.7        3.6        1.3        0.0       12.7       56.7
 
Number of Traders in Each Category                                    Total Traders:        91
        20         13          .         10          .          .         19         14          5          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    84,027
Positions
    14,984     37,699      2,442     29,084     21,378      4,312     25,995     14,784        820        212          0          0      6,178      2,592
 
Changes from:       April 2, 2013                                    Total Change is:    -2,397
     2,779     -2,099     -2,611        209      1,286        -33     -2,447        705       -201          0          0          0        -93        556
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       44.9        2.9       34.6       25.4        5.1       30.9       17.6        1.0        0.3        0.0        0.0        7.4        3.1
 
Number of Traders in Each Category                                    Total Traders:        78
         5          7          .         25         21         10         13          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   198,596
Positions
     6,676     98,019      3,776    106,432     22,260      8,917     45,616     52,689      1,387     10,578      6,287        502     14,712      4,759
 
Changes from:       April 2, 2013                                    Total Change is:     1,435
       105     -3,185      1,815     -1,810      3,185        565        141     -2,388        972       -574        547       -142        363         66
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       49.4        1.9       53.6       11.2        4.5       23.0       26.5        0.7        5.3        3.2        0.3        7.4        2.4
 
Number of Traders in Each Category                                    Total Traders:       146
        12         17          6         42         19         21         27         10          8         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   652,501
Positions
     5,843    123,144      1,337    283,818    185,983     69,263    112,857     72,181     12,385     15,956     41,246          0    151,042    146,962
 
Changes from:       April 2, 2013                                    Total Change is:    21,702
     3,657     22,514     -3,956      4,797     -8,745      1,220        -92      8,099      2,045      1,098      1,569          0     12,933     -1,044
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       18.9        0.2       43.5       28.5       10.6       17.3       11.1        1.9        2.4        6.3        0.0       23.1       22.5
 
Number of Traders in Each Category                                    Total Traders:       166
         5         21          5         34         28         29         30         32         13          5         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   382,711
Positions
     3,559    106,069        789    253,624     45,742     30,612      8,364    123,626      2,952      6,892     12,183          0     75,919     60,738
 
Changes from:       April 2, 2013                                    Total Change is:    12,575
        13      9,779        -29      9,148     -3,303      1,107      1,887      9,076       -471          0     -2,114          0        920     -1,470
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       27.7        0.2       66.3       12.0        8.0        2.2       32.3        0.8        1.8        3.2        0.0       19.8       15.9
 
Number of Traders in Each Category                                    Total Traders:        70
         .         12          .         31          8         17          .         11          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   916,035
Positions
    50,767    144,564     11,977    171,971    224,442     74,727    310,542    257,696     45,270     89,904     54,249     20,858    140,019     82,252
 
Changes from:       April 2, 2013                                    Total Change is:     4,613
   -13,241      7,593      5,174     -3,353    -20,063      2,966     35,211    -19,320     -2,522    -20,810     11,776        287        901     18,722
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       15.8        1.3       18.8       24.5        8.2       33.9       28.1        4.9        9.8        5.9        2.3       15.3        9.0
 
Number of Traders in Each Category                                    Total Traders:       198
         9         21          9         30         28         28         45         29         23         18         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    51,727
Positions
    16,371     23,055      7,642          0        449        668     21,663     14,372      2,948        200        123        227      2,008      2,243
 
Changes from:       April 2, 2013                                    Total Change is:     9,509
     1,995      4,772      3,580          0          0        668      3,075        539       -314        200         31         23        282        210
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       44.6       14.8        0.0        0.9        1.3       41.9       27.8        5.7        0.4        0.2        0.4        3.9        4.3
 
Number of Traders in Each Category                                    Total Traders:        44
         7         11         11          0          .          .          9         13         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,226,990
Positions
   101,720    294,733     53,323    529,352    793,966    234,315    862,482    306,927     59,269     43,461    124,733     14,672    328,396    345,052
 
Changes from:       April 2, 2013                                    Total Change is:    13,470
     2,127     20,290      2,778     40,735    -61,615      7,620    -29,005     18,632      2,637    -27,880     21,074      2,012     12,446         42
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       13.2        2.4       23.8       35.7       10.5       38.7       13.8        2.7        2.0        5.6        0.7       14.7       15.5
 
Number of Traders in Each Category                                    Total Traders:       329
        21         46         16         25         71         55         63         62         41          9         32          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,818,121
Positions
   202,398    204,562     21,819    710,458    489,632    107,600    403,520    572,189     28,954     69,133    129,512     14,199    260,040    249,654
 
Changes from:       April 2, 2013                                    Total Change is:       549
   -28,836     51,718       -819     25,623      8,770       -515      2,255    -21,137      1,107     -3,210    -46,296        618      4,326      7,103
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       11.3        1.2       39.1       26.9        5.9       22.2       31.5        1.6        3.8        7.1        0.8       14.3       13.7
 
Number of Traders in Each Category                                    Total Traders:       231
        14         32         11         28         41         35         50         42         20          7         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   338,550
Positions
   121,188    108,333     96,168          0      2,515      3,187     38,386     27,228     44,522          0      7,186     12,339     22,760     37,072
 
Changes from:       April 2, 2013                                    Total Change is:     8,046
     6,186      3,358      1,581          0          0        127     -3,653        540        616          0        101        384      2,805      1,339
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       32.0       28.4        0.0        0.7        0.9       11.3        8.0       13.2        0.0        2.1        3.6        6.7       11.0
 
Number of Traders in Each Category                                    Total Traders:        63
        15         19         25          0          .          .         12         10         17          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is 9,297,230
Positions
 1,550,349  2,817,141  1,734,017    985,955    695,173    240,294  1,479,161    506,950  1,858,762    193,515    162,593    300,553    954,624    981,747
 
Changes from:       April 2, 2013                                    Total Change is:   183,782
  -245,718    242,085     77,387     44,511    -76,578     11,135    334,285    -17,263    -63,715    -18,215     -3,055     56,141    -12,029    -42,355
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       30.3       18.7       10.6        7.5        2.6       15.9        5.5       20.0        2.1        1.7        3.2       10.3       10.6
 
Number of Traders in Each Category                                    Total Traders:       239
        25         52         69         12          8         20         54         41         81         11         16         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,625
Positions
     7,800      2,019          0         49        748          0        542      3,978         26        144      1,716          0         64        138
 
Changes from:       April 2, 2013                                    Total Change is:      -742
       684         26          0          9        -34          0     -1,448       -720          5          4          0          0          4        -19
 
Percent of Open Interest Represented by Each Category of Trader
      90.4       23.4        0.0        0.6        8.7        0.0        6.3       46.1        0.3        1.7       19.9        0.0        0.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          .          .          0          4          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    18,598
Positions
    13,843      1,619          0        682      5,162         43      4,003      9,756          0          0      1,823          0         27        195
 
Changes from:       April 2, 2013                                    Total Change is:       936
     1,427        267          0        142         -7         21       -517        646          0       -106        -30        -21        -10         60
 
Percent of Open Interest Represented by Each Category of Trader
      74.4        8.7        0.0        3.7       27.8        0.2       21.5       52.5        0.0        0.0        9.8        0.0        0.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        27
         .          6          0          .          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    12,889
Positions
    11,470      2,107          0      1,174      3,005          0          0      6,123        212          0      1,204          0         33        238
 
Changes from:       April 2, 2013                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      89.0       16.3        0.0        9.1       23.3        0.0        0.0       47.5        1.6        0.0        9.3        0.0        0.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        20
         .          5          0          .          .          0          0          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     3,302
Positions
     2,740      1,039          0         30        859         36        367        989          0          0        318          0        129         61
 
Changes from:       April 2, 2013                                    Total Change is:       202
        79       -106          0         30       -116         -3         43        368          0          0         18          0         53         41
 
Percent of Open Interest Represented by Each Category of Trader
      83.0       31.5        0.0        0.9       26.0        1.1       11.1       30.0        0.0        0.0        9.6        0.0        3.9        1.8
 
Number of Traders in Each Category                                    Total Traders:        21
         4          .          0          .          4          .          .          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    87,508
Positions
     9,614     31,170      1,136      6,759        183        197     53,014     50,518      1,047      8,421      1,700          0      7,320      1,557
 
Changes from:       April 2, 2013                                    Total Change is:    -2,387
       -47       -940        -65        -84        133        -49     -1,334     -1,394       -287     -1,137         72          0        616        143
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       35.6        1.3        7.7        0.2        0.2       60.6       57.7        1.2        9.6        1.9        0.0        8.4        1.8
 
Number of Traders in Each Category                                    Total Traders:       125
         5          .          .         11          .          .         52         12          4         33          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   438,715
Positions
   115,243     41,864     47,974     71,206     16,900     13,427     56,308    172,953     39,511      5,420     13,320     62,162     27,464     30,604
 
Changes from:       April 2, 2013                                    Total Change is:    19,591
     5,746      2,952      6,994      2,423      1,639       -305     -4,374        746      1,762     -1,292     -1,805      7,569      1,068         39
 
Percent of Open Interest Represented by Each Category of Trader
      26.3        9.5       10.9       16.2        3.9        3.1       12.8       39.4        9.0        1.2        3.0       14.2        6.3        7.0
 
Number of Traders in Each Category                                    Total Traders:       176
        16         18         24          7          8         13         33         48         47         16         15         25
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Traders in Financial Futures - Futures Only Positions as of April 9, 2013                   
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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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,513
Positions
       145      3,094          0      2,203        307        201      5,225      4,983        908        660          0          0        171         20
 
Changes from:       April 2, 2013                                    Total Change is:       398
       -14        -19          0       -100        -38        -79        688        520          0        345          0          0       -442         14
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       32.5        0.0       23.2        3.2        2.1       54.9       52.4        9.5        6.9        0.0        0.0        1.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          5          4          .          .          0          0
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Updated April 12, 2013