`Traders in Financial Futures - Futures Only Positions as of April 16, 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   171,111
Positions
    94,160      3,594      1,510     18,024     20,464        190     17,061    103,402      5,757     10,055      1,910         40     24,314     34,244
 
Changes from:       April 9, 2013                                    Total Change is:     9,250
     7,562      1,723       -219       -229        104        -19      3,315      6,002         17       -381        207         21       -817      1,414
 
Percent of Open Interest Represented by Each Category of Trader
      55.0        2.1        0.9       10.5       12.0        0.1       10.0       60.4        3.4        5.9        1.1        0.0       14.2       20.0
 
Number of Traders in Each Category                                    Total Traders:        88
        10          5          6          6          5          5         19         28          6         13          .          .
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Traders in Financial Futures - Futures Only Positions as of April 16, 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    53,769
Positions
    23,140     23,223         39          0      1,939          0     16,095     14,207        331        408      2,499          0     13,756     11,531
 
Changes from:       April 9, 2013                                    Total Change is:    11,018
    -2,110     13,608         39          0        -21          0      8,324      1,157         81          0        878          0      4,684     -4,724
 
Percent of Open Interest Represented by Each Category of Trader
      43.0       43.2        0.1        0.0        3.6        0.0       29.9       26.4        0.6        0.8        4.6        0.0       25.6       21.4
 
Number of Traders in Each Category                                    Total Traders:        38
         4          8          .          0          .          0         10          9          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 16, 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   200,884
Positions
   100,762      6,514        862     18,764     29,998      1,100     34,093    108,023      3,758     25,777     10,035         43     15,725     40,551
 
Changes from:       April 9, 2013                                    Total Change is:    -3,943
    -2,939      2,078       -341       -800      1,173         45      6,002     -4,694       -302     -4,909       -768        -87       -612     -1,047
 
Percent of Open Interest Represented by Each Category of Trader
      50.2        3.2        0.4        9.3       14.9        0.5       17.0       53.8        1.9       12.8        5.0        0.0        7.8       20.2
 
Number of Traders in Each Category                                    Total Traders:       105
        11          7          5          6         15          4         19         33          7          4         10          .
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Traders in Financial Futures - Futures Only Positions as of April 16, 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   214,577
Positions
   118,477     20,350        760     20,911     13,609      1,592     35,689    105,765      2,365     18,811     10,084      2,187     13,785     57,865
 
Changes from:       April 9, 2013                                    Total Change is:    -6,049
     9,989     -3,280        194        920     -2,205          2     -6,904      1,755        928     -6,046     -3,335          0     -5,132       -108
 
Percent of Open Interest Represented by Each Category of Trader
      55.2        9.5        0.4        9.7        6.3        0.7       16.6       49.3        1.1        8.8        4.7        1.0        6.4       27.0
 
Number of Traders in Each Category                                    Total Traders:       136
        12         11          .          6         13          .         25         47         13          7         15          .
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Traders in Financial Futures - Futures Only Positions as of April 16, 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   215,657
Positions
    64,145     15,288      2,642     29,519     51,094      9,071     37,447     63,934      3,097     29,903     15,948        627     39,206     53,956
 
Changes from:       April 9, 2013                                    Total Change is:    -4,696
   -20,545      3,128       -489       -309        594        204     14,513     -8,961        546         36      2,532        -75      1,423     -2,175
 
Percent of Open Interest Represented by Each Category of Trader
      29.7        7.1        1.2       13.7       23.7        4.2       17.4       29.6        1.4       13.9        7.4        0.3       18.2       25.0
 
Number of Traders in Each Category                                    Total Traders:       178
        22         13          7         18         18         13         21         49         17         20         17          5
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Traders in Financial Futures - Futures Only Positions as of April 16, 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   169,445
Positions
    24,415     58,636      1,143      2,482     39,999      1,138    107,012     41,637        750        925      3,339        181     31,399     22,622
 
Changes from:       April 9, 2013                                    Total Change is:   -17,466
     6,982    -21,061        233        -53        618        260    -17,564      3,247         13        263        448        -75     -7,525     -1,149
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       34.6        0.7        1.5       23.6        0.7       63.2       24.6        0.4        0.5        2.0        0.1       18.5       13.4
 
Number of Traders in Each Category                                    Total Traders:       104
         8         16          .          .          7          .         31         27          6          6          6          .
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Traders in Financial Futures - Futures Only Positions as of April 16, 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    57,029
Positions
    22,042     28,306     19,079      2,333          0          0      4,524      1,285      4,288      1,078          0      3,334        351        737
 
Changes from:       April 9, 2013                                    Total Change is:      -530
       -69       -202         31       -439          0          0         -4       -211          0          0       -170          0        -49         22
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       49.6       33.5        4.1        0.0        0.0        7.9        2.3        7.5        1.9        0.0        5.8        0.6        1.3
 
Number of Traders in Each Category                                    Total Traders:        26
         6         11         11          .          0          0          5          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of April 16, 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   179,491
Positions
     2,863    115,489         26      8,804        862          1    142,149     55,503      1,491     11,834      3,671        100     12,223      2,348
 
Changes from:       April 9, 2013                                    Total Change is:     6,845
      -263      5,584         16        169       -100          1      7,833        558        360     -1,259        423       -136        124        139
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       64.3        0.0        4.9        0.5        0.0       79.2       30.9        0.8        6.6        2.0        0.1        6.8        1.3
 
Number of Traders in Each Category                                    Total Traders:       151
         6         13          .         11          .          .         75         16          7         18          8          .
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Traders in Financial Futures - Futures Only Positions as of April 16, 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    38,974
Positions
    15,119     24,054        274      1,757      1,458          0      4,811      1,989        598     15,467     10,142          0        948        459
 
Changes from:       April 9, 2013                                    Total Change is:       834
       580        965          0        794         20          0       -220         73       -127       -172          0          0        -21        -97
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       61.7        0.7        4.5        3.7        0.0       12.3        5.1        1.5       39.7       26.0        0.0        2.4        1.2
 
Number of Traders in Each Category                                    Total Traders:        37
         6          7          .          .          .          0         10          5          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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    46,640
Positions
     2,438     31,843        186        323        258          0     37,919     10,300        115      1,156      1,158          0      4,503      2,780
 
Changes from:       April 9, 2013                                    Total Change is:     4,091
      -307      5,644         16       -163        -14          0      4,758     -1,172          5        126        139          0       -344       -527
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       68.3        0.4        0.7        0.6        0.0       81.3       22.1        0.2        2.5        2.5        0.0        9.7        6.0
 
Number of Traders in Each Category                                    Total Traders:        66
         .         12          4          .          .          0         24         14          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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    57,360
Positions
     8,934     34,231        243      3,800         95        625     31,854     10,460        343      2,889      1,759          1      8,674      9,605
 
Changes from:       April 9, 2013                                    Total Change is:     1,897
       210      4,522         15       -358        -10         77      1,776     -1,427        215         45     -1,128          1        -82       -368
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       59.7        0.4        6.6        0.2        1.1       55.5       18.2        0.6        5.0        3.1        0.0       15.1       16.7
 
Number of Traders in Each Category                                    Total Traders:       111
        15         20          .          6          .          .         34         16          4          8         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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   114,719
Positions
    17,867     68,461        486      7,599        189      1,250     63,707     20,920        685      5,777      3,518          1     17,347     19,209
 
Changes from:       April 9, 2013                                    Total Change is:     3,793
       420      9,044         29       -716        -19        153      3,552     -2,853        429         89     -2,256          1       -164       -735
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       59.7        0.4        6.6        0.2        1.1       55.5       18.2        0.6        5.0        3.1        0.0       15.1       16.7
 
Number of Traders in Each Category                                    Total Traders:       111
        15         20          .          6          .          .         34         16          4          8         10          .
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Traders in Financial Futures - Futures Only Positions as of April 16, 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   772,200
Positions
    35,388    224,864     27,573    348,994    129,986     58,837    116,275    185,851     23,657     47,964     34,171      6,571    106,942     80,691
 
Changes from:       April 9, 2013                                    Total Change is:    -3,566
    -1,996      3,551      1,953       -113     -8,693       -334     -1,795      4,324      4,291      1,674      3,055      1,237     -8,483    -12,950
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       29.1        3.6       45.2       16.8        7.6       15.1       24.1        3.1        6.2        4.4        0.9       13.8       10.4
 
Number of Traders in Each Category                                    Total Traders:       565
        25         47         19        127         47         60        103        104         69         53         59         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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   165,625
Positions
    13,876     65,102      1,541     61,635     29,480      8,891     11,312     15,136        762     12,964      9,569      1,083     53,561     34,061
 
Changes from:       April 9, 2013                                    Total Change is:    -1,879
     2,425      2,752         56     -1,948         19        -17     -2,154      4,440         40       -605        628        387        -63    -10,184
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       39.3        0.9       37.2       17.8        5.4        6.8        9.1        0.5        7.8        5.8        0.7       32.3       20.6
 
Number of Traders in Each Category                                    Total Traders:        95
         5         12          .         19          9         10         20         17          7          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 3,032,875
Positions
   182,007    873,257     55,713  1,467,930    533,666    218,591    553,239    882,002     86,050    181,757    129,764     20,683    266,905    233,149
 
Changes from:       April 9, 2013                                    Total Change is:    -8,436
   -19,062      7,039      6,443     10,699    -42,036     -3,111     10,750      8,377     12,297      9,668     10,405      5,981    -42,101    -13,831
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       28.8        1.8       48.4       17.6        7.2       18.2       29.1        2.8        6.0        4.3        0.7        8.8        7.7
 
Number of Traders in Each Category                                    Total Traders:       541
        26         45         16        119         42         55        100        104         61         49         56         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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   112,337
Positions
     3,692     49,381         71     57,888     48,535      1,925     33,718      5,739      1,476        841      2,215          0     12,726      2,995
 
Changes from:       April 9, 2013                                    Total Change is:      -742
       -74     -3,023          0      1,780        344        -96     -3,137      1,132      1,013         -5         -6          0       -223       -106
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       44.0        0.1       51.5       43.2        1.7       30.0        5.1        1.3        0.7        2.0        0.0       11.3        2.7
 
Number of Traders in Each Category                                    Total Traders:       102
         5         15          .         38         14         10         19          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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    73,712
Positions
     3,074     51,764        439     32,114      5,594      1,062     28,925      8,794        244      2,253      1,321         65      5,536      4,428
 
Changes from:       April 9, 2013                                    Total Change is:     3,372
     1,177      3,792        -41      1,774        -35       -281        960        266       -666         -2        -61         11        438        388
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       70.2        0.6       43.6        7.6        1.4       39.2       11.9        0.3        3.1        1.8        0.1        7.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       215
        18         21          .         31         18         12         69         27          9         20         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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   368,562
Positions
    15,371    258,822      2,197    160,570     27,971      5,311    144,623     43,972      1,222     11,266      6,604        323     27,679     22,140
 
Changes from:       April 9, 2013                                    Total Change is:    16,860
     5,887     18,958       -205      8,872       -176     -1,403      4,802      1,328     -3,328        -10       -305         53      2,192      1,938
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       70.2        0.6       43.6        7.6        1.4       39.2       11.9        0.3        3.1        1.8        0.1        7.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       215
        18         21          .         31         18         12         69         27          9         20         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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   362,993
Positions
    85,967     36,640      4,242    130,219    152,901     20,825     85,280    115,013      8,530      7,235      8,294          0     20,695     16,548
 
Changes from:       April 9, 2013                                    Total Change is:    -7,986
     9,522    -11,765     -3,873     -9,871       -233         58     -6,753      4,623      1,139      2,126       -987        -12       -322      3,064
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       10.1        1.2       35.9       42.1        5.7       23.5       31.7        2.3        2.0        2.3        0.0        5.7        4.6
 
Number of Traders in Each Category                                    Total Traders:       265
        23         11          4         59         37         24         58         46         12         15         16          0
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Traders in Financial Futures - Futures Only Positions as of April 16, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    76,492
Positions
     8,235     31,084         14     25,571          0         36     17,491     16,580         18     12,767      4,670          0     12,360     24,090
 
Changes from:       April 9, 2013                                    Total Change is:       462
       672      3,846        -88         78          0          0     -2,162     -2,224        -22        267        120          0      1,717     -1,170
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       40.6        0.0       33.4        0.0        0.0       22.9       21.7        0.0       16.7        6.1        0.0       16.2       31.5
 
Number of Traders in Each Category                                    Total Traders:        69
         6         10          .         15          0          .         16          9          .         11          .          0
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Traders in Financial Futures - Futures Only Positions as of April 16, 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    89,800
Positions
    31,970     19,332      1,633     14,672      6,657          0     25,749     12,653        394      3,074      4,530         50     12,258     44,551
 
Changes from:       April 9, 2013                                    Total Change is:     5,853
     6,821      4,460       -248       -118        220        -79     -2,056      1,253       -168         76      3,431         50      1,575     -3,066
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       21.5        1.8       16.3        7.4        0.0       28.7       14.1        0.4        3.4        5.0        0.1       13.7       49.6
 
Number of Traders in Each Category                                    Total Traders:        90
        22         15          4          9          .          0         17         14          .          8          .          .
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Traders in Financial Futures - Futures Only Positions as of April 16, 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    84,588
Positions
    15,733     38,130      2,208     29,595     22,285      4,268     24,853     13,298      2,009        212          0          0      5,710      2,390
 
Changes from:       April 9, 2013                                    Total Change is:       561
       749        431       -234        511        907        -44     -1,142     -1,486      1,189          0          0          0       -468       -202
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       45.1        2.6       35.0       26.3        5.0       29.4       15.7        2.4        0.3        0.0        0.0        6.8        2.8
 
Number of Traders in Each Category                                    Total Traders:        76
         5          7          .         27         19         10         12          4          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of April 16, 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 EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   202,956
Positions
     6,308    100,824      2,616    110,384     25,063      7,270     45,638     52,107      1,349     11,193      6,020        472     17,726      7,235
 
Changes from:       April 9, 2013                                    Total Change is:     4,360
      -368      2,805     -1,160      3,952      2,803     -1,647         22       -582        -38        615       -267        -30      3,014      2,476
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       49.7        1.3       54.4       12.3        3.6       22.5       25.7        0.7        5.5        3.0        0.2        8.7        3.6
 
Number of Traders in Each Category                                    Total Traders:       142
        10         19          5         42         20         21         24         10          7         13          4          .
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Traders in Financial Futures - Futures Only Positions as of April 16, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   674,700
Positions
    10,770    131,675      1,808    293,812    179,347     70,410    121,689     90,101      9,678     14,051     42,724          0    152,482    148,957
 
Changes from:       April 9, 2013                                    Total Change is:    22,199
     4,927      8,531        471      9,994     -6,636      1,147      8,832     17,920     -2,707     -1,905      1,478          0      1,440      1,995
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       19.5        0.3       43.5       26.6       10.4       18.0       13.4        1.4        2.1        6.3        0.0       22.6       22.1
 
Number of Traders in Each Category                                    Total Traders:       179
         7         26          7         36         29         30         27         37         14          4         13          0
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Traders in Financial Futures - Futures Only Positions as of April 16, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   384,772
Positions
     4,727    109,531        962    250,977     49,887     32,056      8,803    122,213      3,092      6,892     12,246          0     77,263     54,785
 
Changes from:       April 9, 2013                                    Total Change is:     2,061
     1,168      3,462        173     -2,647      4,145      1,444        439     -1,413        140          0         63          0      1,344     -5,953
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       28.5        0.3       65.2       13.0        8.3        2.3       31.8        0.8        1.8        3.2        0.0       20.1       14.2
 
Number of Traders in Each Category                                    Total Traders:        71
         .         12          4         31          8         16          .         10          5          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 16, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   896,362
Positions
    43,805    123,721     16,939    191,050    207,558     55,347    305,159    290,085     37,123     87,427     54,724     21,040    138,472     89,825
 
Changes from:       April 9, 2013                                    Total Change is:   -19,673
    -6,962    -20,843      4,962     19,079    -16,884    -19,380     -5,383     32,389     -8,147     -2,477        475        182     -1,547      7,573
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       13.8        1.9       21.3       23.2        6.2       34.0       32.4        4.1        9.8        6.1        2.3       15.4       10.0
 
Number of Traders in Each Category                                    Total Traders:       198
         9         25         10         33         25         26         38         32         25         18         18          4
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Traders in Financial Futures - Futures Only Positions as of April 16, 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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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    53,478
Positions
    17,183     25,624      8,458          0        400        717     22,993     14,447      2,746        204          0        717        460        369
 
Changes from:       April 9, 2013                                    Total Change is:     1,751
       812      2,569        816          0        -49         49      1,330         75       -202          4       -123        490     -1,548     -1,874
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       47.9       15.8        0.0        0.7        1.3       43.0       27.0        5.1        0.4        0.0        1.3        0.9        0.7
 
Number of Traders in Each Category                                    Total Traders:        44
         8         11         10          0          .          .          9         12          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,213,803
Positions
   106,222    289,596     47,000    524,314    780,474    242,087    860,432    299,731     59,427     46,424    120,573     16,150    311,747    358,765
 
Changes from:       April 9, 2013                                    Total Change is:   -13,187
     4,502     -5,137     -6,323     -5,038    -13,492      7,772     -2,050     -7,196        158      2,963     -4,160      1,478    -16,649     13,713
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       13.1        2.1       23.7       35.3       10.9       38.9       13.5        2.7        2.1        5.4        0.7       14.1       16.2
 
Number of Traders in Each Category                                    Total Traders:       335
        25         44         15         27         70         55         66         64         41         10         29          9
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Traders in Financial Futures - Futures Only Positions as of April 16, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,865,104
Positions
   262,026    223,535     24,507    656,288    469,256    126,144    432,659    596,173     30,000     61,439    123,931     15,340    256,701    256,218
 
Changes from:       April 9, 2013                                    Total Change is:    46,983
    59,628     18,973      2,688    -54,170    -20,376     18,544     29,139     23,984      1,046     -7,694     -5,581      1,141     -3,339      6,564
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       12.0        1.3       35.2       25.2        6.8       23.2       32.0        1.6        3.3        6.6        0.8       13.8       13.7
 
Number of Traders in Each Category                                    Total Traders:       223
        13         30          8         27         38         34         52         39         18          7         17          4
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Traders in Financial Futures - Futures Only Positions as of April 16, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   348,654
Positions
   124,236    108,314    103,874          0      3,241      3,187     35,819     27,171     45,961         73      6,825     11,274     24,230     38,807
 
Changes from:       April 9, 2013                                    Total Change is:    10,104
     3,048        -19      7,706          0        726          0     -2,567        -57      1,439         73       -361     -1,065      1,470      1,735
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       31.1       29.8        0.0        0.9        0.9       10.3        7.8       13.2        0.0        2.0        3.2        6.9       11.1
 
Number of Traders in Each Category                                    Total Traders:        65
        17         19         25          0          .          .         11         10         16          .          .          .
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Traders in Financial Futures - Futures Only Positions as of April 16, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,382,858
Positions
 1,374,627  2,766,995  1,807,367  1,001,186    677,162    249,755  1,696,593    577,472  1,824,442    175,679    182,939    309,949    943,260    986,777
 
Changes from:       April 9, 2013                                    Total Change is:    85,628
  -175,722    -50,146     73,350     15,231    -18,011      9,461    217,432     70,522    -34,320    -17,836     20,346      9,396    -11,364      5,030
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       29.5       19.3       10.7        7.2        2.7       18.1        6.2       19.4        1.9        1.9        3.3       10.1       10.5
 
Number of Traders in Each Category                                    Total Traders:       249
        25         52         70         13         10         21         53         46         80         12         17         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,436
Positions
     7,764      2,308          0         50        748          0        367      3,494         37        128      1,716          0         90        133
 
Changes from:       April 9, 2013                                    Total Change is:      -189
       -36        289          0          1          0          0       -175       -484         11        -16          0          0         26         -5
 
Percent of Open Interest Represented by Each Category of Trader
      92.0       27.4        0.0        0.6        8.9        0.0        4.4       41.4        0.4        1.5       20.3        0.0        1.1        1.6
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          .          .          0          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    17,956
Positions
    12,336      1,949         50        907      4,229         81      4,305      9,687          0        250      1,823          0         27        137
 
Changes from:       April 9, 2013                                    Total Change is:      -642
    -1,507        330         50        225       -933         38        302        -69          0        250          0          0          0        -58
 
Percent of Open Interest Represented by Each Category of Trader
      68.7       10.9        0.3        5.1       23.6        0.5       24.0       53.9        0.0        1.4       10.2        0.0        0.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        26
         .          5          .          .          .          .          .          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    13,052
Positions
    10,879      2,133          0      1,174      3,005          0        465      5,821        501          0      1,204          0         33        388
 
Changes from:       April 9, 2013                                    Total Change is:       163
      -591         26          0          0          0          0        465       -302        289          0          0          0          0        150
 
Percent of Open Interest Represented by Each Category of Trader
      83.4       16.3        0.0        9.0       23.0        0.0        3.6       44.6        3.8        0.0        9.2        0.0        0.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          0          .          .          0          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     3,470
Positions
     2,791      1,068          0         32        847         36        455      1,134          0          0        318          0        156         67
 
Changes from:       April 9, 2013                                    Total Change is:       168
        51         29          0          2        -12          0         88        145          0          0          0          0         27          6
 
Percent of Open Interest Represented by Each Category of Trader
      80.4       30.8        0.0        0.9       24.4        1.0       13.1       32.7        0.0        0.0        9.2        0.0        4.5        1.9
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          4          .          4          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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    77,787
Positions
     9,320     29,701      1,136      6,158        203        204     43,159     40,026        711      9,287      4,224          0      7,812      1,582
 
Changes from:       April 9, 2013                                    Total Change is:    -9,721
      -294     -1,469          0       -601         20          7     -9,855    -10,492       -336        866      2,524          0        492         25
 
Percent of Open Interest Represented by Each Category of Trader
      12.0       38.2        1.5        7.9        0.3        0.3       55.5       51.5        0.9       11.9        5.4        0.0       10.0        2.0
 
Number of Traders in Each Category                                    Total Traders:       131
         7          .          .         10          .          .         50         15          9         39          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   455,094
Positions
   123,796     43,765     60,162     58,132     17,321     14,971     51,484    161,788     39,489      5,684     12,121     71,671     29,705     33,806
 
Changes from:       April 9, 2013                                    Total Change is:    16,379
     8,553      1,901     12,188    -13,074        421      1,544     -4,824    -11,165        -22        264     -1,199      9,509      2,241      3,202
 
Percent of Open Interest Represented by Each Category of Trader
      27.2        9.6       13.2       12.8        3.8        3.3       11.3       35.6        8.7        1.2        2.7       15.7        6.5        7.4
 
Number of Traders in Each Category                                    Total Traders:       178
        23         13         26          7         11         12         32         51         53         17         15         22
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Traders in Financial Futures - Futures Only Positions as of April 16, 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    10,335
Positions
       206      3,088          0      2,173        260        287      5,997      5,771        908        602          0          0        162         21
 
Changes from:       April 9, 2013                                    Total Change is:       822
        61         -6          0        -30        -47         86        772        788          0        -58          0          0         -9          1
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       29.9        0.0       21.0        2.5        2.8       58.0       55.8        8.8        5.8        0.0        0.0        1.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          6          .          .          5          4          .          .          0          0
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Updated April 19, 2013