`Traders in Financial Futures - Futures Only Positions as of May 7, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   149,014
Positions
    71,381     12,672        925     17,773     19,022        168     17,054     79,652      6,028      7,035      2,122         32     28,618     28,393
 
Changes from:       April 30, 2013                                   Total Change is:   -12,459
   -16,115      5,550       -184       -417       -377       -204      1,750    -14,243        769       -553         -1        -18      2,513     -3,751
 
Percent of Open Interest Represented by Each Category of Trader
      47.9        8.5        0.6       11.9       12.8        0.1       11.4       53.5        4.0        4.7        1.4        0.0       19.2       19.1
 
Number of Traders in Each Category                                    Total Traders:        77
         8          5          6          6          .          4         19         24          9          8          4          .
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Traders in Financial Futures - Futures Only Positions as of May 7, 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    49,245
Positions
    27,883     19,508        273          0      1,811          0      8,399     11,675        256      3,035      1,621          0      9,399     14,101
 
Changes from:       April 30, 2013                                   Total Change is:    -1,627
       281        204        170          0        -33          0       -906     -1,860          2         34     -1,388          0     -1,208      1,278
 
Percent of Open Interest Represented by Each Category of Trader
      56.6       39.6        0.6        0.0        3.7        0.0       17.1       23.7        0.5        6.2        3.3        0.0       19.1       28.6
 
Number of Traders in Each Category                                    Total Traders:        40
         8          7          .          0          .          0         10          9          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of May 7, 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   190,781
Positions
    88,976     18,090        839     17,805     27,464        233     33,571     82,984      4,596     26,683     16,154         10     18,068     40,411
 
Changes from:       April 30, 2013                                   Total Change is:     1,697
     2,094      6,488       -149        194     -1,697       -729      2,091     -6,226        151        822       -682          0     -2,777      4,541
 
Percent of Open Interest Represented by Each Category of Trader
      46.6        9.5        0.4        9.3       14.4        0.1       17.6       43.5        2.4       14.0        8.5        0.0        9.5       21.2
 
Number of Traders in Each Category                                    Total Traders:       104
         8         10          6          6         14          .         19         31         10          5         11          .
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Traders in Financial Futures - Futures Only Positions as of May 7, 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   209,370
Positions
   110,698     26,088        337     19,154     14,244      1,845     42,176     90,208      2,703     11,391     13,969      2,736     18,330     57,240
 
Changes from:       April 30, 2013                                   Total Change is:    11,264
     6,632       -734       -284        179        208         38      3,381      9,464        -28       -594      1,693        222      1,718        685
 
Percent of Open Interest Represented by Each Category of Trader
      52.9       12.5        0.2        9.1        6.8        0.9       20.1       43.1        1.3        5.4        6.7        1.3        8.8       27.3
 
Number of Traders in Each Category                                    Total Traders:       141
         9         14          .          6         13          .         24         51         11          5         19          .
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Traders in Financial Futures - Futures Only Positions as of May 7, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   214,597
Positions
    50,458     18,078      2,257     28,836     45,410      7,717     44,483     70,879      3,777     35,410     12,237        619     41,040     53,623
 
Changes from:       April 30, 2013                                   Total Change is:    -8,021
    -5,792     -2,370        329        -59     -1,539     -1,063     -1,351       -898        778      4,819     -4,137        -23     -5,659        902
 
Percent of Open Interest Represented by Each Category of Trader
      23.5        8.4        1.1       13.4       21.2        3.6       20.7       33.0        1.8       16.5        5.7        0.3       19.1       25.0
 
Number of Traders in Each Category                                    Total Traders:       164
        18         15          6         14         17          9         19         48         18         17         16          4
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Traders in Financial Futures - Futures Only Positions as of May 7, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   157,170
Positions
    47,759     28,544        716      1,572     41,366        991     71,495     51,670      2,383      5,404      3,381          0     26,850     28,119
 
Changes from:       April 30, 2013                                   Total Change is:    -1,784
    14,360    -12,733        396       -357        433        -95    -19,322      5,153        285      2,815        -75          0        134      4,852
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       18.2        0.5        1.0       26.3        0.6       45.5       32.9        1.5        3.4        2.2        0.0       17.1       17.9
 
Number of Traders in Each Category                                    Total Traders:       107
        11         11          4          .          8          .         25         38         10          7          5          0
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Traders in Financial Futures - Futures Only Positions as of May 7, 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    57,493
Positions
    22,391     27,440     19,397      2,246          0          0      4,340      2,501      4,275      1,078          0      3,334        432        546
 
Changes from:       April 30, 2013                                   Total Change is:        -7
        42         -1          0         -2          0          0        -44        -99          0          0          0          0         -3         93
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       47.7       33.7        3.9        0.0        0.0        7.5        4.4        7.4        1.9        0.0        5.8        0.8        0.9
 
Number of Traders in Each Category                                    Total Traders:        26
         7         10         11          .          0          0          5          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of May 7, 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   167,659
Positions
     3,105    113,175        409      8,339        661         15    131,288     45,446        914     11,682      4,203        100     11,807      2,736
 
Changes from:       April 30, 2013                                   Total Change is:    -2,947
      -244      1,372        157       -528        -51          7     -2,040     -4,213       -264        204        517          0       -239       -472
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       67.5        0.2        5.0        0.4        0.0       78.3       27.1        0.5        7.0        2.5        0.1        7.0        1.6
 
Number of Traders in Each Category                                    Total Traders:       144
         7         13          .         11          .          .         73         13          6         18          7          .
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Traders in Financial Futures - Futures Only Positions as of May 7, 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    39,392
Positions
    15,392     22,587        274      1,694      2,004          0      5,501      1,446        739     13,085     10,142      1,858        849        342
 
Changes from:       April 30, 2013                                   Total Change is:    -4,794
       427     -4,112          0     -2,191        427          0       -704       -650       -130     -1,689          0       -341       -166         12
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       57.3        0.7        4.3        5.1        0.0       14.0        3.7        1.9       33.2       25.7        4.7        2.2        0.9
 
Number of Traders in Each Category                                    Total Traders:        37
         5          8          .          .          .          0         11          5          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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    46,005
Positions
     3,528     28,961        312        516        407          0     34,718     11,269        125      1,774      1,364          0      5,032      3,567
 
Changes from:       April 30, 2013                                   Total Change is:      -566
       282     -1,640         -4         -8         22          0       -380        106          3         24        300          0       -483        647
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       63.0        0.7        1.1        0.9        0.0       75.5       24.5        0.3        3.9        3.0        0.0       10.9        7.8
 
Number of Traders in Each Category                                    Total Traders:        63
         5         10          .          .          .          0         21         17          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of May 7, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    60,180
Positions
     8,967     34,568        431      4,807        211        691     33,159     13,064         32      3,198      1,841          0      8,898      9,344
 
Changes from:       April 30, 2013                                   Total Change is:      -551
      -411     -2,639        111        248          4         77       -387      1,898          7         77        -59          0       -272         52
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       57.4        0.7        8.0        0.3        1.1       55.1       21.7        0.1        5.3        3.1        0.0       14.8       15.5
 
Number of Traders in Each Category                                    Total Traders:       108
        17         17          .          7          .          .         38         12          .          8          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   120,360
Positions
    17,933     69,136        861      9,614        421      1,381     66,317     26,128         63      6,396      3,682          0     17,795     18,688
 
Changes from:       April 30, 2013                                   Total Change is:    -1,102
      -821     -5,277        221        496          8        153       -774      3,795         13        154       -118          0       -544        103
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       57.4        0.7        8.0        0.3        1.1       55.1       21.7        0.1        5.3        3.1        0.0       14.8       15.5
 
Number of Traders in Each Category                                    Total Traders:       108
        17         17          .          7          .          .         38         12          .          8          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   816,274
Positions
    35,924    225,603     42,026    339,607    128,628     58,393    129,585    195,931     30,095     56,551     38,369      7,419    116,674     89,810
 
Changes from:       April 30, 2013                                   Total Change is:    24,933
     3,582       -457      7,238        686     -1,017      1,241      3,979     13,019     -2,577      7,018      2,338         72      3,694      5,076
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       27.6        5.1       41.6       15.8        7.2       15.9       24.0        3.7        6.9        4.7        0.9       14.3       11.0
 
Number of Traders in Each Category                                    Total Traders:       579
        28         42         21        122         54         61        105        113         69         63         49         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   178,306
Positions
    20,770     68,599        536     57,863     31,301      8,673     13,087     15,943        728     13,928     11,968      1,210     61,511     39,348
 
Changes from:       April 30, 2013                                   Total Change is:     4,510
     2,521        480          0       -735      1,994        153       -935       -946        -78        581      1,044       -352      3,355      2,215
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       38.5        0.3       32.5       17.6        4.9        7.3        8.9        0.4        7.8        6.7        0.7       34.5       22.1
 
Number of Traders in Each Category                                    Total Traders:        94
         6          9          .         17         11         10         20         16          7          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 3,189,841
Positions
   208,853    918,105     74,365  1,438,419    516,334    218,902    634,830    952,278     94,498    223,327    142,217     20,832    275,815    252,310
 
Changes from:       April 30, 2013                                   Total Change is:   102,113
    35,001     25,009      6,495     14,182     -7,981     -1,635     14,969     60,223     -2,895     32,340      6,629      1,962      1,694     14,306
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       28.8        2.3       45.1       16.2        6.9       19.9       29.9        3.0        7.0        4.5        0.7        8.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       556
        29         41         18        114         51         54        101        112         61         60         45         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   112,142
Positions
     2,805     50,163         51     59,613     44,948      3,063     31,788      7,060        763        703      2,203          0     13,356      3,891
 
Changes from:       April 30, 2013                                   Total Change is:    -2,850
    -2,220     -2,899         -9       -160     -1,985        834     -1,808        250        438       -295         -5          0        370        526
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       44.7        0.0       53.2       40.1        2.7       28.3        6.3        0.7        0.6        2.0        0.0       11.9        3.5
 
Number of Traders in Each Category                                    Total Traders:        97
         4         16          .         35         14         11         17          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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    81,815
Positions
     3,410     56,302        477     33,729      6,190      1,068     33,247      8,343        443      2,648      3,050        358      6,436      5,585
 
Changes from:       April 30, 2013                                   Total Change is:     3,690
       134        538         62      2,133        977        331        -88        593        129        559        815        208        222         38
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       68.8        0.6       41.2        7.6        1.3       40.6       10.2        0.5        3.2        3.7        0.4        7.9        6.8
 
Number of Traders in Each Category                                    Total Traders:       229
        18         24          4         30         18          9         74         29         13         23         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   409,077
Positions
    17,048    281,509      2,386    168,647     30,951      5,339    166,233     41,713      2,215     13,241     15,250      1,790     32,178     27,924
 
Changes from:       April 30, 2013                                   Total Change is:    18,452
       672      2,692        308     10,664      4,885      1,654       -438      2,964        644      2,797      4,073      1,041      1,110        191
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       68.8        0.6       41.2        7.6        1.3       40.6       10.2        0.5        3.2        3.7        0.4        7.9        6.8
 
Number of Traders in Each Category                                    Total Traders:       229
        18         24          4         30         18          9         74         29         13         23         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   371,698
Positions
    78,224     45,940      6,026    133,416    145,333     24,062     91,382    116,587      7,613      7,119      9,718         36     23,820     16,383
 
Changes from:       April 30, 2013                                   Total Change is:    -4,815
    -6,560        -96     -1,942      1,907     -6,080        482     -1,770     -1,352      1,253       -679      1,776         36      2,458      1,108
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       12.4        1.6       35.9       39.1        6.5       24.6       31.4        2.0        1.9        2.6        0.0        6.4        4.4
 
Number of Traders in Each Category                                    Total Traders:       260
        20         15          .         56         36         22         54         46         14         16         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    79,230
Positions
     7,769     30,068          0     26,771          0         88     20,314     19,614          0     12,613      4,998          0     11,675     24,462
 
Changes from:       April 30, 2013                                   Total Change is:     2,470
       605     -1,042       -250        595          0         88      1,536      1,623       -195       -377        428          0        468      1,818
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       38.0        0.0       33.8        0.0        0.1       25.6       24.8        0.0       15.9        6.3        0.0       14.7       30.9
 
Number of Traders in Each Category                                    Total Traders:        68
         7          7          0         17          0          .         16          9          0          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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    94,333
Positions
    28,888     22,227      1,390     11,516      3,099         96     37,119     14,830      1,815      3,073      2,321         70     10,366     48,485
 
Changes from:       April 30, 2013                                   Total Change is:     7,035
    -1,496      4,519        -19         79        735         23      5,339      3,186      1,376       -147     -7,958         70      1,810      5,103
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       23.6        1.5       12.2        3.3        0.1       39.3       15.7        1.9        3.3        2.5        0.1       11.0       51.4
 
Number of Traders in Each Category                                    Total Traders:        95
        19         17          5         12          .          .         21         14          6          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    87,848
Positions
    15,434     38,509      2,308     32,464     23,526      3,963     25,848     15,554      2,097        212          0          0      5,522      1,891
 
Changes from:       April 30, 2013                                   Total Change is:     1,973
       843        348       -190      2,267        608        -11        -48      1,607         10          0          0          0       -898       -399
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       43.8        2.6       37.0       26.8        4.5       29.4       17.7        2.4        0.2        0.0        0.0        6.3        2.2
 
Number of Traders in Each Category                                    Total Traders:        82
         6          7          .         28         21         10         12          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   201,042
Positions
     7,477    103,059      2,820    110,102     21,790      8,047     44,232     53,962      1,232     10,697      4,454        306     16,129      5,372
 
Changes from:       April 30, 2013                                   Total Change is:       328
       377      6,731     -1,035       -602      1,264       -237      2,066     -5,201       -302     -1,393        100          9      1,445     -1,001
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       51.3        1.4       54.8       10.8        4.0       22.0       26.8        0.6        5.3        2.2        0.2        8.0        2.7
 
Number of Traders in Each Category                                    Total Traders:       141
        12         18          5         45         18         22         23          9          7         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   684,138
Positions
     5,343    105,136     10,373    278,400    182,851     78,256    120,812     97,143     17,206     15,469     33,129          0    158,279    160,044
 
Changes from:       April 30, 2013                                   Total Change is:   -33,240
    -9,970    -22,701      6,734     -6,855     -9,851      3,436    -28,450     -2,162      1,494        415    -16,239       -223        179      6,272
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       15.4        1.5       40.7       26.7       11.4       17.7       14.2        2.5        2.3        4.8        0.0       23.1       23.4
 
Number of Traders in Each Category                                    Total Traders:       178
         6         20         11         35         33         37         34         38         18          4          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   400,089
Positions
    22,829    100,415      2,451    244,899     44,626     33,251     11,513    142,017      2,282      5,051     19,777          0     77,813     55,270
 
Changes from:       April 30, 2013                                   Total Change is:     3,232
     4,592     -3,575      1,239         74      9,092        187         53          3         62       -980       -368          0     -1,995     -3,408
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       25.1        0.6       61.2       11.2        8.3        2.9       35.5        0.6        1.3        4.9        0.0       19.4       13.8
 
Number of Traders in Each Category                                    Total Traders:        73
         4         10          6         29          9         16          4         11          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   947,214
Positions
    58,841    128,260     33,039    201,671    171,690     59,627    270,626    341,590     53,280    110,723     42,449     23,580    135,827     93,699
 
Changes from:       April 30, 2013                                   Total Change is:    -5,230
     6,043      2,522         51     -5,571        994      5,296    -20,235    -10,842      2,971      2,836    -14,726         20      3,359      8,484
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       13.5        3.5       21.3       18.1        6.3       28.6       36.1        5.6       11.7        4.5        2.5       14.3        9.9
 
Number of Traders in Each Category                                    Total Traders:       210
        11         26          9         35         27         29         42         34         26         16         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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    51,220
Positions
    20,228     26,095      6,450          0        535        668     19,756     13,151      3,341          0        231        735         42         14
 
Changes from:       April 30, 2013                                   Total Change is:    -7,814
      -362     -1,686     -3,895          0        135          0     -2,443     -1,587       -723       -276        214       -128         13       -144
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       50.9       12.6        0.0        1.0        1.3       38.6       25.7        6.5        0.0        0.5        1.4        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        43
         6         13          9          0          .          .          7         13          8          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 2,271,506
Positions
   149,999    214,283     43,766    475,530    862,948    236,722    914,770    304,116     74,113     49,345    147,345     18,006    309,255    370,207
 
Changes from:       April 30, 2013                                   Total Change is:    63,043
    18,057    -10,529     -8,287     14,921     50,090     -7,468     55,871     22,003     11,081     -1,406      8,898     -7,192    -12,534      4,447
 
Percent of Open Interest Represented by Each Category of Trader
       6.6        9.4        1.9       20.9       38.0       10.4       40.3       13.4        3.3        2.2        6.5        0.8       13.6       16.3
 
Number of Traders in Each Category                                    Total Traders:       329
        21         43         22         24         70         52         66         64         45          8         33         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 1,877,284
Positions
   371,878    172,853     38,281    539,359    540,021    123,756    427,135    572,272     41,112     52,734    126,230     15,836    267,193    246,923
 
Changes from:       April 30, 2013                                   Total Change is:   -32,343
    37,934    -43,319      6,280    -37,243     27,616      3,152    -30,712    -17,343      4,051     -1,918     -1,578      1,475    -15,362    -12,677
 
Percent of Open Interest Represented by Each Category of Trader
      19.8        9.2        2.0       28.7       28.8        6.6       22.8       30.5        2.2        2.8        6.7        0.8       14.2       13.2
 
Number of Traders in Each Category                                    Total Traders:       222
        18         27         12         30         37         32         45         41         26          7         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   325,584
Positions
   123,779     93,655     92,733          0      2,741      3,187     29,798     29,983     46,214          0      8,820     10,675     19,198     37,576
 
Changes from:       April 30, 2013                                   Total Change is:   -46,576
   -13,106    -30,454    -17,520          0       -500          0     -3,345      5,459     -5,347     -3,114      1,268     -2,101     -2,043      2,619
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       28.8       28.5        0.0        0.8        1.0        9.2        9.2       14.2        0.0        2.7        3.3        5.9       11.5
 
Number of Traders in Each Category                                    Total Traders:        63
        15         21         26          0          .          .          5         14         15          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 9,586,564
Positions
 1,195,707  2,753,083  1,903,495  1,070,014    509,293    263,700  1,732,751    661,645  1,874,976    200,459    207,770    353,313    992,149  1,059,289
 
Changes from:       April 30, 2013                                   Total Change is:   109,705
   -10,090    -54,163     27,731     11,694     24,449     11,651    -68,597     15,019     81,657     27,821    -10,496      3,422     24,416     10,435
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       28.7       19.9       11.2        5.3        2.8       18.1        6.9       19.6        2.1        2.2        3.7       10.3       11.0
 
Number of Traders in Each Category                                    Total Traders:       262
        28         50         72         11         12         23         59         49         85         11         14         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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     8,767
Positions
     7,941      2,107          0         52        748          0        472      3,901         44        128      1,816          0        130        151
 
Changes from:       April 30, 2013                                   Total Change is:        26
       -26        246          0         -3          0          0         38       -343          7          0        100          0         10         16
 
Percent of Open Interest Represented by Each Category of Trader
      90.6       24.0        0.0        0.6        8.5        0.0        5.4       44.5        0.5        1.5       20.7        0.0        1.5        1.7
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          0          4          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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    19,597
Positions
    12,441      4,050         50      1,545      5,220         33      4,579      8,311          0        895      1,823          0         54        110
 
Changes from:       April 30, 2013                                   Total Change is:     1,051
       741      2,113          0         13        968         -4       -152     -1,978          0        430          0          0         23        -48
 
Percent of Open Interest Represented by Each Category of Trader
      63.5       20.7        0.3        7.9       26.6        0.2       23.4       42.4        0.0        4.6        9.3        0.0        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        27
         6          .          .          .          .          .          .          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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    69,141
Positions
     9,645     29,592      1,136      6,070        194         96     29,334     35,105      1,072     13,267        824          1      8,520      1,121
 
Changes from:       April 30, 2013                                   Total Change is:    -1,635
       511        -77          0       -995        -49         30     -6,252       -928        220      5,102       -233       -108       -143       -490
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       42.8        1.6        8.8        0.3        0.1       42.4       50.8        1.6       19.2        1.2        0.0       12.3        1.6
 
Number of Traders in Each Category                                    Total Traders:       118
         8          .          .         11          .          .         39         15          6         37          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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   405,092
Positions
   100,705     40,693     35,297     64,672     15,595     14,759     45,114    147,557     63,593      7,898     11,673     47,164     25,890     28,761
 
Changes from:       April 30, 2013                                   Total Change is:    17,009
    -3,720       -145        -17     10,536       -577       -457      4,067     11,056      7,703        629      2,471     -3,025      1,293          0
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       10.0        8.7       16.0        3.8        3.6       11.1       36.4       15.7        1.9        2.9       11.6        6.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       168
        20         12         24          6          9          9         29         48         46         20         13         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,133
Positions
       215      3,113          0      2,282        296         44      5,895      5,750        908        653          0          0        136         22
 
Changes from:       April 30, 2013                                   Total Change is:        31
       -10         -2          0        -51          7        -50        103         56          0         40          0          0         -1         20
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       30.7        0.0       22.5        2.9        0.4       58.2       56.7        9.0        6.4        0.0        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          6          .          .          4          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated May 10, 2013