`Traders in Financial Futures - Futures Only Positions as of April 2, 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   163,150
Positions
    83,572      4,506        903     16,931     20,193        359     16,266     93,606      7,981      9,857      1,740         19     27,262     33,843
 
Changes from:       March 26, 2013                                   Total Change is:     2,303
       380         -8         23          7        204         78       -378      3,209      1,534        350       -756        -73        382     -1,908
 
Percent of Open Interest Represented by Each Category of Trader
      51.2        2.8        0.6       10.4       12.4        0.2       10.0       57.4        4.9        6.0        1.1        0.0       16.7       20.7
 
Number of Traders in Each Category                                    Total Traders:        88
         9          5          5          5          5          .         20         30          7         11          .          .
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Traders in Financial Futures - Futures Only Positions as of April 2, 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    51,473
Positions
    32,105      8,813         37          0      1,904          0      9,809     19,487        248      1,938          0          0      7,336     20,984
 
Changes from:       March 26, 2013                                   Total Change is:     1,898
     1,061         -4        -10          0         30          0        981      1,084        -38        307          0          0       -403        836
 
Percent of Open Interest Represented by Each Category of Trader
      62.4       17.1        0.1        0.0        3.7        0.0       19.1       37.9        0.5        3.8        0.0        0.0       14.3       40.8
 
Number of Traders in Each Category                                    Total Traders:        40
         8          4          .          0          .          0          9         14          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of April 2, 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   208,425
Positions
   105,358      3,496        724     19,908     28,285        785     29,218    111,460      4,248     32,065     10,465          0     16,119     48,962
 
Changes from:       March 26, 2013                                   Total Change is:    -6,211
    -2,437       -572        493     -1,117        852         22     -4,744    -12,592       -188        779        836          0        981      4,938
 
Percent of Open Interest Represented by Each Category of Trader
      50.5        1.7        0.3        9.6       13.6        0.4       14.0       53.5        2.0       15.4        5.0        0.0        7.7       23.5
 
Number of Traders in Each Category                                    Total Traders:       114
        13          4          4          6         13          5         13         47          7          7         11          0
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Traders in Financial Futures - Futures Only Positions as of April 2, 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   213,997
Positions
    99,836     25,297        834     20,290     12,387      1,592     39,944    103,518      1,699     36,180     16,778         14     13,608     51,878
 
Changes from:       March 26, 2013                                   Total Change is:    -6,899
    -3,311      6,515        311        176        -33         99        139     -9,415        170     -2,526       -269        -16     -1,941     -4,261
 
Percent of Open Interest Represented by Each Category of Trader
      46.7       11.8        0.4        9.5        5.8        0.7       18.7       48.4        0.8       16.9        7.8        0.0        6.4       24.2
 
Number of Traders in Each Category                                    Total Traders:       141
         9         13          5          6         11          .         28         47         13          6         21          .
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Traders in Financial Futures - Futures Only Positions as of April 2, 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   235,871
Positions
    92,230     11,348      1,780     29,744     48,480      8,421     33,814     88,557      3,144     28,261     17,146        998     37,479     55,997
 
Changes from:       March 26, 2013                                   Total Change is:    31,614
    25,477       -377        157       -406      8,623        569      5,633     16,569       -203      2,653      3,412       -497     -1,769      3,361
 
Percent of Open Interest Represented by Each Category of Trader
      39.1        4.8        0.8       12.6       20.6        3.6       14.3       37.5        1.3       12.0        7.3        0.4       15.9       23.7
 
Number of Traders in Each Category                                    Total Traders:       178
        21         12          5         17         18         11         14         55         10         17         24          5
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Traders in Financial Futures - Futures Only Positions as of April 2, 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   197,264
Positions
    15,831     78,517        246      3,355     39,764        878    139,223     50,686        789        492      2,842        256     36,194     23,286
 
Changes from:       March 26, 2013                                   Total Change is:    -4,886
        -7     -3,088         33         18       -473        -12     -6,677     -3,135        -25          0        694          0      1,784      1,120
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       39.8        0.1        1.7       20.2        0.4       70.6       25.7        0.4        0.2        1.4        0.1       18.3       11.8
 
Number of Traders in Each Category                                    Total Traders:        95
         5         13          .          .          7          .         31         27          6          .          7          .
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Traders in Financial Futures - Futures Only Positions as of April 2, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    57,444
Positions
    21,236     29,255     19,838      3,422          0          0      3,389          0      4,290      1,368        210      3,334        567        517
 
Changes from:       March 26, 2013                                   Total Change is:       -27
      -203       -207        -36        -91          0          0        459          0        -46         -1          5          1       -110        256
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       50.9       34.5        6.0        0.0        0.0        5.9        0.0        7.5        2.4        0.4        5.8        1.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        26
         5         11         11          .          0          0          6          0          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of April 2, 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   182,880
Positions
     2,482    104,391          0      9,466        932          0    143,812     70,361      1,267     12,916      3,523        109     12,828      2,297
 
Changes from:       March 26, 2013                                   Total Change is:    10,075
    -1,499     11,191          0       -628        429          0      9,861     -2,206        387      1,287         77          0        667        197
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       57.1        0.0        5.2        0.5        0.0       78.6       38.5        0.7        7.1        1.9        0.1        7.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       157
         4         16          0         12          .          0         80         16          7         18          8          .
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Traders in Financial Futures - Futures Only Positions as of April 2, 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    36,811
Positions
    13,311     23,824        274        955      1,209          0      5,330      1,970        750     15,353      8,387          0        838        397
 
Changes from:       March 26, 2013                                   Total Change is:    -2,744
     1,372     -3,063          0     -1,739        257        -52     -2,470        133         18        387          0        -37       -223          0
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       64.7        0.7        2.6        3.3        0.0       14.5        5.4        2.0       41.7       22.8        0.0        2.3        1.1
 
Number of Traders in Each Category                                    Total Traders:        36
         7          5          .          .          .          0         10          5          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    39,229
Positions
     3,514     21,226        221        697        225          0     28,988     13,967        110        823        992          0      4,876      2,488
 
Changes from:       March 26, 2013                                   Total Change is:     4,307
       629      1,818          8        -55        117          0      3,730      1,905          0         42        269          0        -47        190
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       54.1        0.6        1.8        0.6        0.0       73.9       35.6        0.3        2.1        2.5        0.0       12.4        6.3
 
Number of Traders in Each Category                                    Total Traders:        71
         6         10          .          .          .          0         24         19          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of April 2, 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    56,703
Positions
     8,755     30,937        215      5,233        137        506     30,733     11,583        176      2,819      2,711          0      8,268     10,440
 
Changes from:       March 26, 2013                                   Total Change is:       845
      -121     -1,984          3        354       -138        164      1,374        834       -169        -51        163          0       -709      1,972
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       54.6        0.4        9.2        0.2        0.9       54.2       20.4        0.3        5.0        4.8        0.0       14.6       18.4
 
Number of Traders in Each Category                                    Total Traders:       110
        15         20          .          6          .          .         35         14          .          8         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   113,406
Positions
    17,509     61,874        430     10,465        274      1,011     61,465     23,165        352      5,638      5,421          0     16,536     20,879
 
Changes from:       March 26, 2013                                   Total Change is:     1,689
      -242     -3,968          5        707       -275        327      2,747      1,667       -337       -101        326          0     -1,417      3,944
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       54.6        0.4        9.2        0.2        0.9       54.2       20.4        0.3        5.0        4.8        0.0       14.6       18.4
 
Number of Traders in Each Category                                    Total Traders:       110
        15         20          .          6          .          .         35         14          .          8         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   763,804
Positions
    35,057    207,015     27,996    347,261    129,715     60,293    108,734    190,654     21,383     48,372     32,762      3,470    111,237     90,516
 
Changes from:       March 26, 2013                                   Total Change is:    18,280
    -5,866     -3,098      2,162      3,447       -210      1,756        584      6,001      6,182      3,558      1,554     -1,207      7,665      5,141
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       27.1        3.7       45.5       17.0        7.9       14.2       25.0        2.8        6.3        4.3        0.5       14.6       11.9
 
Number of Traders in Each Category                                    Total Traders:       564
        27         45         19        121         48         56        100        117         73         51         55         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   161,667
Positions
    10,385     57,693      1,485     62,627     29,827      8,983     11,806     15,446        494     13,373      7,714        679     51,835     39,346
 
Changes from:       March 26, 2013                                   Total Change is:     2,055
    -3,909      1,450       -204        777        155     -1,104      1,371      2,217        110      3,841       -540     -1,554      2,727      1,525
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       35.7        0.9       38.7       18.4        5.6        7.3        9.6        0.3        8.3        4.8        0.4       32.1       24.3
 
Number of Traders in Each Category                                    Total Traders:        93
         4         12          .         19          9         10         18         18          7         10          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 3,010,683
Positions
   214,223    837,470     41,695  1,449,993    526,261    229,727    510,897    902,297     78,190    177,263    127,508     11,684    297,011    255,851
 
Changes from:       March 26, 2013                                   Total Change is:    81,125
      -371    -13,325      2,416     12,652     -2,523     14,995      7,465     30,318     18,958        854     12,738       -533     24,689     18,081
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       27.8        1.4       48.2       17.5        7.6       17.0       30.0        2.6        5.9        4.2        0.4        9.9        8.5
 
Number of Traders in Each Category                                    Total Traders:       539
        28         43         15        114         43         52        100        113         63         45         53         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   119,888
Positions
     3,865     59,067         70     57,869     47,042      2,106     39,411      5,037        990      3,205      2,223          0     12,372      3,353
 
Changes from:       March 26, 2013                                   Total Change is:     2,172
         8      1,449         69        -24       -567        467        171       -103         16      1,616        -12          0       -151        853
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       49.3        0.1       48.3       39.2        1.8       32.9        4.2        0.8        2.7        1.9        0.0       10.3        2.8
 
Number of Traders in Each Category                                    Total Traders:        99
         6         15          .         36         14         10         16          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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    75,524
Positions
     1,614     54,037        264     31,586      5,572      1,121     32,867      9,370         34      2,458      1,435         56      5,523      3,635
 
Changes from:       March 26, 2013                                   Total Change is:     5,857
       -28      4,908         -5      1,550     -1,260        264      3,895      1,850        -31        184        -53          1         26        183
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       71.6        0.3       41.8        7.4        1.5       43.5       12.4        0.0        3.3        1.9        0.1        7.3        4.8
 
Number of Traders in Each Category                                    Total Traders:       216
        16         22          .         28         19         12         70         28         10         23          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   377,618
Positions
     8,072    270,186      1,321    157,929     27,858      5,605    164,336     46,848        170     12,289      7,173        280     27,616     18,177
 
Changes from:       March 26, 2013                                   Total Change is:    29,284
      -139     24,540        -24      7,752     -6,301      1,319     19,474      9,249       -153        919       -267          4        132        917
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       71.6        0.3       41.8        7.4        1.5       43.5       12.4        0.0        3.3        1.9        0.1        7.3        4.8
 
Number of Traders in Each Category                                    Total Traders:       216
        16         22          .         28         19         12         70         28         10         23          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   381,081
Positions
    72,881     52,978     10,061    138,713    152,459     20,025     95,189    106,721      8,489      5,220      9,474          0     30,503     20,874
 
Changes from:       March 26, 2013                                   Total Change is:     2,970
     6,386    -10,428        581     -6,490       -857        827     -1,060      6,983        -75       -134     -1,266          0      2,935      7,205
 
Percent of Open Interest Represented by Each Category of Trader
      19.1       13.9        2.6       36.4       40.0        5.3       25.0       28.0        2.2        1.4        2.5        0.0        8.0        5.5
 
Number of Traders in Each Category                                    Total Traders:       254
        22         15          .         54         35         26         61         39         10         12         16          0
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Traders in Financial Futures - Futures Only Positions as of April 2, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    67,164
Positions
     7,347     27,778        158     24,004          0        129     13,276     13,583          0     12,065      4,511          0     10,185     21,005
 
Changes from:       March 26, 2013                                   Total Change is:      -677
       294         26         31       -200          0          0       -744       -627          0       -420          3          0        362       -110
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       41.4        0.2       35.7        0.0        0.2       19.8       20.2        0.0       18.0        6.7        0.0       15.2       31.3
 
Number of Traders in Each Category                                    Total Traders:        64
         4         13          .         13          0          .         12         10          0          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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    77,502
Positions
    28,433     11,555      1,258      8,980      5,412      1,454     24,505      6,330         43      2,531      3,082          0     10,298     48,368
 
Changes from:       March 26, 2013                                   Total Change is:     6,986
     4,134       -627        -70        586       -206        -84         10      2,489          9       -359        365          0      2,760      5,110
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       14.9        1.6       11.6        7.0        1.9       31.6        8.2        0.1        3.3        4.0        0.0       13.3       62.4
 
Number of Traders in Each Category                                    Total Traders:        81
        20          9          5         10          .          .         21          7          .          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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    86,424
Positions
    12,205     39,798      5,053     28,875     20,092      4,345     28,442     14,079      1,021        212          0          0      6,271      2,036
 
Changes from:       March 26, 2013                                   Total Change is:    -3,445
      -655     -1,623        251     -4,871      3,445          8      1,480     -4,557        358          0          0          0        -16     -1,327
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       46.0        5.8       33.4       23.2        5.0       32.9       16.3        1.2        0.2        0.0        0.0        7.3        2.4
 
Number of Traders in Each Category                                    Total Traders:        76
         4          6          .         24         21         12         15          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   197,161
Positions
     6,571    101,204      1,961    108,242     19,075      8,352     45,475     55,077        415     11,152      5,740        644     14,349      4,693
 
Changes from:       March 26, 2013                                   Total Change is:     2,541
    -1,622      3,535       -449        198      2,564       -662      4,392     -3,836         21        955      1,003          0       -292        365
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       51.3        1.0       54.9        9.7        4.2       23.1       27.9        0.2        5.7        2.9        0.3        7.3        2.4
 
Number of Traders in Each Category                                    Total Traders:       140
        10         19          5         44         16         20         24          7          5         15          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   630,799
Positions
     2,186    100,630      5,293    279,021    194,728     68,043    112,949     64,082     10,340     14,858     39,677          0    138,109    148,006
 
Changes from:       March 26, 2013                                   Total Change is:    10,452
    -1,471      7,755        258      7,373     -5,981      2,319     -7,490     10,415       -352        185      6,729        -18      9,648    -10,673
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       16.0        0.8       44.2       30.9       10.8       17.9       10.2        1.6        2.4        6.3        0.0       21.9       23.5
 
Number of Traders in Each Category                                    Total Traders:       158
         .         21          4         33         27         29         33         26         12          4         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   370,136
Positions
     3,546     96,290        818    244,476     49,045     29,505      6,477    114,550      3,423      6,892     14,297          0     74,999     62,208
 
Changes from:       March 26, 2013                                   Total Change is:    -7,400
         0     -3,077        252      1,043      3,961     -1,890        955     -4,554     -1,791     -7,732       -153          0      1,763       -148
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       26.0        0.2       66.1       13.3        8.0        1.7       30.9        0.9        1.9        3.9        0.0       20.3       16.8
 
Number of Traders in Each Category                                    Total Traders:        68
         .         11          .         28          8         14          .         13          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   911,422
Positions
    64,008    136,971      6,803    175,324    244,505     71,761    275,331    277,016     47,792    110,714     42,473     20,571    139,118     63,530
 
Changes from:       March 26, 2013                                   Total Change is:   -31,439
     9,974     -4,565      2,150      3,958    -12,397     -1,702    -35,872     -7,194     11,682    -29,375     -6,055        289      7,457    -13,647
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       15.0        0.7       19.2       26.8        7.9       30.2       30.4        5.2       12.1        4.7        2.3       15.3        7.0
 
Number of Traders in Each Category                                    Total Traders:       202
        11         22          6         30         28         27         45         29         20         20         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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    42,218
Positions
    14,376     18,283      4,062          0        449          0     18,588     13,833      3,262          0         92        204      1,726      2,033
 
Changes from:       March 26, 2013                                   Total Change is:   -11,660
      -560     -4,246     -5,114          0        115       -115     -5,144     -1,863       -827        -35         92       -100        235        398
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       43.3        9.6        0.0        1.1        0.0       44.0       32.8        7.7        0.0        0.2        0.5        4.1        4.8
 
Number of Traders in Each Category                                    Total Traders:        44
         8         10         10          0          .          0          9         14         10          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 2,213,520
Positions
    99,593    274,443     50,545    488,617    855,581    226,695    891,487    288,295     56,632     71,341    103,659     12,660    315,950    345,010
 
Changes from:       March 26, 2013                                   Total Change is:    36,875
   -15,614      9,870      1,723    -49,658     -8,591     16,628     75,423     28,460    -18,545     -4,246     11,246      1,376     29,788     -5,292
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       12.4        2.3       22.1       38.7       10.2       40.3       13.0        2.6        3.2        4.7        0.6       14.3       15.6
 
Number of Traders in Each Category                                    Total Traders:       311
        20         46         14         25         67         55         55         61         35         11         26          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 1,817,572
Positions
   231,234    152,844     22,638    684,835    480,862    108,115    401,265    593,326     27,847     72,343    175,808     13,581    255,714    242,551
 
Changes from:       March 26, 2013                                   Total Change is:    35,964
  -103,295    -19,574     -4,307     58,818    -36,528     -2,838     72,347     58,156     -5,155     -6,982     52,662        725     26,651     -7,177
 
Percent of Open Interest Represented by Each Category of Trader
      12.7        8.4        1.2       37.7       26.5        5.9       22.1       32.6        1.5        4.0        9.7        0.7       14.1       13.3
 
Number of Traders in Each Category                                    Total Traders:       217
        16         24          7         29         38         34         42         46         17          7         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   330,504
Positions
   115,002    104,975     94,587          0      2,515      3,060     42,039     26,688     43,906          0      7,085     11,955     19,955     35,733
 
Changes from:       March 26, 2013                                   Total Change is:   -43,567
     2,095    -24,647    -18,515          0       -476       -250    -18,198      2,143     -3,808     -4,286     -1,199         98       -703      3,087
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       31.8       28.6        0.0        0.8        0.9       12.7        8.1       13.3        0.0        2.1        3.6        6.0       10.8
 
Number of Traders in Each Category                                    Total Traders:        63
        16         17         25          0          .          .         14          9         17          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 9,113,448
Positions
 1,796,067  2,575,056  1,656,630    941,444    771,751    229,159  1,144,876    524,213  1,922,477    211,730    165,648    244,412    966,653  1,024,102
 
Changes from:       March 26, 2013                                   Total Change is:    40,996
   -64,393     73,977    -26,363     -3,580    -55,760     -1,990    100,837     50,244     -2,925     18,557     -7,358      5,274     15,579      5,897
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       28.3       18.2       10.3        8.5        2.5       12.6        5.8       21.1        2.3        1.8        2.7       10.6       11.2
 
Number of Traders in Each Category                                    Total Traders:       232
        30         44         66         12          8         17         49         43         81          8         19         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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     9,367
Positions
     7,116      1,993          0         40        782          0      1,990      4,698         21        140      1,716          0         60        157
 
Changes from:       March 26, 2013                                   Total Change is:       753
        58        -92          0          2          0         -1        665          0          0          0        850          0         29         -4
 
Percent of Open Interest Represented by Each Category of Trader
      76.0       21.3        0.0        0.4        8.3        0.0       21.2       50.2        0.2        1.5       18.3        0.0        0.6        1.7
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          .          .          0          4          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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    17,662
Positions
    12,416      1,352          0        540      5,169         22      4,520      9,110          0        106      1,853         21         37        135
 
Changes from:       March 26, 2013                                   Total Change is:     1,209
     1,370        150          0        -49        939        -64       -164         59          0        106          0         21        -11        104
 
Percent of Open Interest Represented by Each Category of Trader
      70.3        7.7        0.0        3.1       29.3        0.1       25.6       51.6        0.0        0.6       10.5        0.1        0.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        26
         4          4          0          .          4          .          .          6          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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    89,895
Positions
     9,661     32,110      1,201      6,843         50        246     54,348     51,912      1,334      9,558      1,628          0      6,704      1,414
 
Changes from:       March 26, 2013                                   Total Change is:     6,832
       263        287          0        831        -50        -35      1,906      6,206        100      3,270         70         -1        498        255
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       35.7        1.3        7.6        0.1        0.3       60.5       57.7        1.5       10.6        1.8        0.0        7.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       130
         5          5          .         13          .          .         54         13          5         32          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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   419,124
Positions
   109,497     38,912     40,980     68,783     15,261     13,732     60,682    172,207     37,749      6,712     15,125     54,593     26,396     30,565
 
Changes from:       March 26, 2013                                   Total Change is:     9,377
     3,953     -2,397      5,352      1,598        181       -682       -827      8,273     -1,893        845       -758      1,023          8        278
 
Percent of Open Interest Represented by Each Category of Trader
      26.1        9.3        9.8       16.4        3.6        3.3       14.5       41.1        9.0        1.6        3.6       13.0        6.3        7.3
 
Number of Traders in Each Category                                    Total Traders:       174
        20         12         21          8          6         11         35         44         43         16         17         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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     9,115
Positions
       159      3,113          0      2,303        345        280      4,537      4,463        908        315          0          0        613          6
 
Changes from:       March 26, 2013                                   Total Change is:     2,426
        -9       -437          0       -299       -111         47      2,672      2,925          0          0          0          0         15          2
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       34.2        0.0       25.3        3.8        3.1       49.8       49.0       10.0        3.5        0.0        0.0        6.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          6          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

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Updated April 5, 2013