`Traders in Financial Futures - Futures Only Positions as of April 23, 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   171,804
Positions
    92,904      4,455        998     18,454     20,696        234     18,522    101,692      5,861      9,765      1,313         36     25,030     36,519
 
Changes from:       April 16, 2013                                   Total Change is:       693
    -1,256        861       -512        430        232         44      1,461     -1,710        104       -290       -597         -4        716      2,275
 
Percent of Open Interest Represented by Each Category of Trader
      54.1        2.6        0.6       10.7       12.0        0.1       10.8       59.2        3.4        5.7        0.8        0.0       14.6       21.3
 
Number of Traders in Each Category                                    Total Traders:        89
         9          4          6          6          5          4         20         30          7         13          .          .
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Traders in Financial Futures - Futures Only Positions as of April 23, 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    50,101
Positions
    22,799     24,116          0          0      1,944          0     14,392      9,515        331        408      2,132          0     12,171     12,063
 
Changes from:       April 16, 2013                                   Total Change is:    -3,668
      -341        893        -39          0          5          0     -1,703     -4,692          0          0       -367          0     -1,585        532
 
Percent of Open Interest Represented by Each Category of Trader
      45.5       48.1        0.0        0.0        3.9        0.0       28.7       19.0        0.7        0.8        4.3        0.0       24.3       24.1
 
Number of Traders in Each Category                                    Total Traders:        36
         4          7          0          0          .          0         11          8          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 23, 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   199,465
Positions
    99,517      7,199        960     18,681     30,820        544     33,351    101,171      3,527     28,206     11,764         10     14,669     43,470
 
Changes from:       April 16, 2013                                   Total Change is:    -1,419
    -1,245        685         98        -83        822       -556       -742     -6,852       -231      2,429      1,729        -33     -1,056      2,919
 
Percent of Open Interest Represented by Each Category of Trader
      49.9        3.6        0.5        9.4       15.5        0.3       16.7       50.7        1.8       14.1        5.9        0.0        7.4       21.8
 
Number of Traders in Each Category                                    Total Traders:       108
        11          8          7          5         15          .         20         34          9          5         10          .
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Traders in Financial Futures - Futures Only Positions as of April 23, 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   204,150
Positions
   107,794     22,294        538     19,979     14,221      1,670     39,782     90,051      2,442     13,218     12,864      2,514     16,213     57,556
 
Changes from:       April 16, 2013                                   Total Change is:   -10,427
   -10,683      1,944       -222       -932        612         78      4,093    -15,714         77     -5,593      2,780        327      2,428       -309
 
Percent of Open Interest Represented by Each Category of Trader
      52.8       10.9        0.3        9.8        7.0        0.8       19.5       44.1        1.2        6.5        6.3        1.2        7.9       28.2
 
Number of Traders in Each Category                                    Total Traders:       143
        10         13          .          5         14          .         28         48         14          7         18          .
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Traders in Financial Futures - Futures Only Positions as of April 23, 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   220,051
Positions
    68,299     17,535      3,053     28,686     49,994      9,080     38,319     67,615      2,629     30,239     15,041        885     38,861     54,219
 
Changes from:       April 16, 2013                                   Total Change is:     4,394
     4,154      2,247        411       -833     -1,100          9        872      3,681       -468        336       -907        258       -345        263
 
Percent of Open Interest Represented by Each Category of Trader
      31.0        8.0        1.4       13.0       22.7        4.1       17.4       30.7        1.2       13.7        6.8        0.4       17.7       24.6
 
Number of Traders in Each Category                                    Total Traders:       175
        20         15          6         16         19         13         22         50         17         16         17          6
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Traders in Financial Futures - Futures Only Positions as of April 23, 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   161,752
Positions
    34,214     38,962        886      1,285     40,436      1,612     93,245     46,321      1,768      3,036      4,514          0     25,706     27,253
 
Changes from:       April 16, 2013                                   Total Change is:    -7,693
     9,799    -19,674       -257     -1,197        437        474    -13,767      4,684      1,018      2,111      1,175       -181     -5,693      4,631
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       24.1        0.5        0.8       25.0        1.0       57.6       28.6        1.1        1.9        2.8        0.0       15.9       16.8
 
Number of Traders in Each Category                                    Total Traders:       108
        12         12          4          .          7          .         29         32         10          7          7          0
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Traders in Financial Futures - Futures Only Positions as of April 23, 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    57,301
Positions
    22,877     27,482     19,360      2,138          0          0      3,955      2,144      4,288      1,078          0      3,334        271        693
 
Changes from:       April 16, 2013                                   Total Change is:       272
       835       -824        281       -195          0          0       -569        859          0          0          0          0        -80        -44
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       48.0       33.8        3.7        0.0        0.0        6.9        3.7        7.5        1.9        0.0        5.8        0.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        27
         7         10         11          .          0          0          5          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of April 23, 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   177,502
Positions
     3,395    115,180         27      7,954        712          9    136,215     51,748      1,181     13,625      2,838        100     14,996      5,707
 
Changes from:       April 16, 2013                                   Total Change is:    -1,989
       532       -309          1       -850       -150          8     -5,934     -3,755       -310      1,791       -833          0      2,773      3,359
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       64.9        0.0        4.5        0.4        0.0       76.7       29.2        0.7        7.7        1.6        0.1        8.4        3.2
 
Number of Traders in Each Category                                    Total Traders:       152
         9         12          .         11          .          .         77         13          7         23          5          .
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Traders in Financial Futures - Futures Only Positions as of April 23, 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    41,390
Positions
    15,147     26,587        274      3,885      1,552          0      5,568      1,915        513     15,134     10,142          0        869        407
 
Changes from:       April 16, 2013                                   Total Change is:     2,416
        28      2,533          0      2,128         94          0        757        -74        -85       -333          0          0        -79        -52
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       64.2        0.7        9.4        3.7        0.0       13.5        4.6        1.2       36.6       24.5        0.0        2.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        38
         6          7          .          .          .          0         12          5          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of April 23, 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    45,127
Positions
     2,746     28,579        178        521        433          0     36,176     11,546        114        784      1,293          0      4,608      2,984
 
Changes from:       April 16, 2013                                   Total Change is:    -1,513
       308     -3,264         -8        198        175          0     -1,743      1,246         -1       -372        135          0        105        204
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       63.3        0.4        1.2        1.0        0.0       80.2       25.6        0.3        1.7        2.9        0.0       10.2        6.6
 
Number of Traders in Each Category                                    Total Traders:        65
         4         10          4          .          .          0         23         16          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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    59,475
Positions
     9,537     37,874        260      3,890        298        619     33,473      9,344         47      2,918      2,366          6      8,727      8,661
 
Changes from:       April 16, 2013                                   Total Change is:     2,115
       603      3,644         17         91        204         -6      1,619     -1,116       -296         29        607          6         53       -944
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       63.7        0.4        6.5        0.5        1.0       56.3       15.7        0.1        4.9        4.0        0.0       14.7       14.6
 
Number of Traders in Each Category                                    Total Traders:       117
        17         21          .          5          .          .         40         10          4          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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   118,949
Positions
    19,073     75,748        519      7,780        596      1,238     66,945     18,688         94      5,835      4,732         12     17,453     17,322
 
Changes from:       April 16, 2013                                   Total Change is:     4,230
     1,206      7,287         33        181        407        -12      3,238     -2,232       -591         58      1,214         11        106     -1,887
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       63.7        0.4        6.5        0.5        1.0       56.3       15.7        0.1        4.9        4.0        0.0       14.7       14.6
 
Number of Traders in Each Category                                    Total Traders:       117
        17         21          .          5          .          .         40         10          4          9         12          .
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Traders in Financial Futures - Futures Only Positions as of April 23, 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   782,302
Positions
    33,062    213,431     32,672    338,406    131,563     59,068    111,083    179,058     33,693     50,375     36,935      6,197    117,747     89,685
 
Changes from:       April 16, 2013                                   Total Change is:    10,102
    -2,326    -11,433      5,099    -10,588      1,577        231     -5,192     -6,793     10,035      2,410      2,764       -374     10,805      8,994
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       27.3        4.2       43.3       16.8        7.6       14.2       22.9        4.3        6.4        4.7        0.8       15.1       11.5
 
Number of Traders in Each Category                                    Total Traders:       559
        27         45         21        124         53         58         97        112         71         48         53         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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   176,666
Positions
    16,144     63,535      2,233     60,737     28,924      8,883     16,518     16,652        934     14,124     10,952      1,083     56,010     43,470
 
Changes from:       April 16, 2013                                   Total Change is:    11,041
     2,268     -1,567        692       -898       -556         -8      5,206      1,516        172      1,160      1,383          0      2,449      9,409
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       36.0        1.3       34.4       16.4        5.0        9.3        9.4        0.5        8.0        6.2        0.6       31.7       24.6
 
Number of Traders in Each Category                                    Total Traders:        93
         5         11          .         19          9         10         20         16          8          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 3,028,179
Positions
   181,005    845,897     55,782  1,418,364    543,216    220,903    541,964    881,170     94,654    187,838    136,498     18,983    308,686    231,076
 
Changes from:       April 16, 2013                                   Total Change is:    -4,696
    -1,002    -27,360         69    -49,566      9,550      2,312    -11,275       -832      8,604      6,081      6,734     -1,700     41,781     -2,073
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       27.9        1.8       46.8       17.9        7.3       17.9       29.1        3.1        6.2        4.5        0.6       10.2        7.6
 
Number of Traders in Each Category                                    Total Traders:       534
        29         43         15        116         48         54         93        111         62         44         50         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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   109,009
Positions
     2,764     45,433         74     56,935     48,562      1,928     32,393      6,112      1,237        898      2,215          0     12,780      3,448
 
Changes from:       April 16, 2013                                   Total Change is:    -3,328
      -928     -3,948          3       -953         27          3     -1,325        373       -239         57          0          0         54        453
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       41.7        0.1       52.2       44.5        1.8       29.7        5.6        1.1        0.8        2.0        0.0       11.7        3.2
 
Number of Traders in Each Category                                    Total Traders:        98
         4         16          .         35         14         10         19          6          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    70,732
Positions
     3,775     48,894        484     31,352      5,554      1,236     25,670      7,866        655      1,843      2,535        331      5,386      3,177
 
Changes from:       April 16, 2013                                   Total Change is:    -2,980
       701     -2,870         44       -762        -40        174     -3,254       -928        411       -410      1,214        266       -150     -1,251
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       69.1        0.7       44.3        7.9        1.7       36.3       11.1        0.9        2.6        3.6        0.5        7.6        4.5
 
Number of Traders in Each Category                                    Total Traders:       217
        17         25          .         29         20         12         60         32         13         17         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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   353,662
Positions
    18,876    244,471      2,418    156,758     27,770      6,181    128,352     39,332      3,277      9,217     12,675      1,655     26,928     15,883
 
Changes from:       April 16, 2013                                   Total Change is:   -14,900
     3,505    -14,351        221     -3,812       -201        870    -16,271     -4,640      2,055     -2,049      6,071      1,332       -751     -6,257
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       69.1        0.7       44.3        7.9        1.7       36.3       11.1        0.9        2.6        3.6        0.5        7.6        4.5
 
Number of Traders in Each Category                                    Total Traders:       217
        17         25          .         29         20         12         60         32         13         17         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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   367,240
Positions
    91,958     38,369      4,194    125,412    155,382     22,971     86,684    115,407      8,031      7,036      7,324          0     20,954     15,562
 
Changes from:       April 16, 2013                                   Total Change is:     4,247
     5,991      1,729        -48     -4,807      2,481      2,146      1,404        394       -499       -199       -970          0        259       -986
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       10.4        1.1       34.1       42.3        6.3       23.6       31.4        2.2        1.9        2.0        0.0        5.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       258
        24          9          .         56         38         24         55         46         10         14         16          0
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Traders in Financial Futures - Futures Only Positions as of April 23, 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    75,334
Positions
     7,992     31,317          0     25,612          0         37     18,865     15,707          9     11,900      4,620          0     10,919     23,644
 
Changes from:       April 16, 2013                                   Total Change is:    -1,158
      -243        233        -14         41          0          1      1,374       -873         -9       -867        -50          0     -1,441       -446
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       41.6        0.0       34.0        0.0        0.0       25.0       20.8        0.0       15.8        6.1        0.0       14.5       31.4
 
Number of Traders in Each Category                                    Total Traders:        69
         6          9          0         15          0          .         17          9          .          9          4          0
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Traders in Financial Futures - Futures Only Positions as of April 23, 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    87,081
Positions
    31,073     19,050      1,413     14,541      6,817          0     26,533     10,065        383      3,547      4,013          0      9,591     45,340
 
Changes from:       April 16, 2013                                   Total Change is:    -2,719
      -897       -282       -220       -131        160          0        784     -2,588        -11        473       -517        -50     -2,667        789
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       21.9        1.6       16.7        7.8        0.0       30.5       11.6        0.4        4.1        4.6        0.0       11.0       52.1
 
Number of Traders in Each Category                                    Total Traders:        86
        21         15          5          9          .          0         17         11          .          8          .          0
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Traders in Financial Futures - Futures Only Positions as of April 23, 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    85,346
Positions
    15,568     37,836      2,316     31,099     23,220      3,988     24,967     14,061      1,827        212          0          0      5,369      2,098
 
Changes from:       April 16, 2013                                   Total Change is:       758
      -165       -294        108      1,504        935       -280        114        763       -182          0          0          0       -341       -292
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       44.3        2.7       36.4       27.2        4.7       29.3       16.5        2.1        0.2        0.0        0.0        6.3        2.5
 
Number of Traders in Each Category                                    Total Traders:        75
         5          7          .         26         20         11         11          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   199,130
Positions
     6,377     96,499      3,699    107,972     26,470      7,977     43,455     51,384      1,310     12,174      4,695        297     15,869      6,799
 
Changes from:       April 16, 2013                                   Total Change is:    -3,826
        69     -4,325      1,083     -2,412      1,407        707     -2,183       -723        -39        981     -1,325       -175     -1,857       -436
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       48.5        1.9       54.2       13.3        4.0       21.8       25.8        0.7        6.1        2.4        0.1        8.0        3.4
 
Number of Traders in Each Category                                    Total Traders:       147
        11         19          5         42         22         19         24          9          7         15          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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   705,136
Positions
    18,041    130,666      1,326    294,102    189,560     72,642    129,264     95,728     14,723     14,448     47,716          9    160,581    152,766
 
Changes from:       April 16, 2013                                   Total Change is:    30,436
     7,271     -1,009       -482        290     10,213      2,232      7,575      5,627      5,045        397      4,992          9      8,099      3,809
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       18.5        0.2       41.7       26.9       10.3       18.3       13.6        2.1        2.0        6.8        0.0       22.8       21.7
 
Number of Traders in Each Category                                    Total Traders:       185
         5         26          5         37         30         32         28         39         17          4         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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   395,953
Positions
    18,224    107,504      1,095    247,648     47,744     32,241      8,996    136,283      2,229      6,570     12,131         25     78,925     56,701
 
Changes from:       April 16, 2013                                   Total Change is:    11,181
    13,497     -2,027        133     -3,329     -2,143        185        193     14,070       -863       -322       -115         25      1,662      1,916
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       27.2        0.3       62.5       12.1        8.1        2.3       34.4        0.6        1.7        3.1        0.0       19.9       14.3
 
Number of Traders in Each Category                                    Total Traders:        72
         .         12          4         29          9         15          .         11          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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   907,014
Positions
    55,105    117,909     22,207    193,850    194,228     54,911    295,209    304,864     48,458     75,076     55,664     22,802    139,396     85,971
 
Changes from:       April 16, 2013                                   Total Change is:    10,652
    11,300     -5,812      5,268      2,800    -13,330       -436     -9,950     14,779     11,335    -12,351        940      1,762        924     -3,854
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       13.0        2.4       21.4       21.4        6.1       32.5       33.6        5.3        8.3        6.1        2.5       15.4        9.5
 
Number of Traders in Each Category                                    Total Traders:       202
        12         23         10         32         25         26         40         32         24         19         19          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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    55,437
Positions
    18,747     24,455     10,124          0        400        668     18,995     15,466      3,079        200         17        855      2,769        373
 
Changes from:       April 16, 2013                                   Total Change is:     1,959
     1,564     -1,169      1,666          0          0        -49     -3,998      1,019        333         -4         17        138      2,309          4
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       44.1       18.3        0.0        0.7        1.2       34.3       27.9        5.6        0.4        0.0        1.5        5.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        41
         8         11         11          0          .          .          9         10          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 2,264,629
Positions
   121,347    272,126     60,050    543,771    812,188    225,558    867,801    301,873     65,851     33,710    137,242     25,115    321,426    364,626
 
Changes from:       April 16, 2013                                   Total Change is:    50,826
    15,125    -17,470     13,050     19,457     31,714    -16,529      7,369      2,142      6,424    -12,714     16,669      8,965      9,679      5,861
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       12.0        2.7       24.0       35.9       10.0       38.3       13.3        2.9        1.5        6.1        1.1       14.2       16.1
 
Number of Traders in Each Category                                    Total Traders:       340
        27         44         21         27         73         57         64         64         44          9         32         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 1,836,756
Positions
   292,259    221,689     33,406    529,876    483,396    141,127    469,874    525,652     31,245     57,561    125,164     17,285    264,123    257,792
 
Changes from:       April 16, 2013                                   Total Change is:   -28,348
    30,233     -1,846      8,899   -126,412     14,140     14,983     37,215    -70,521      1,245     -3,878      1,233      1,945      7,422      1,574
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       12.1        1.8       28.8       26.3        7.7       25.6       28.6        1.7        3.1        6.8        0.9       14.4       14.0
 
Number of Traders in Each Category                                    Total Traders:       224
        15         28         10         27         39         32         50         40         22          7         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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   361,957
Positions
   133,209    121,685    106,789          0      3,241      3,187     35,716     24,135     47,776        299      6,858     10,938     24,043     37,348
 
Changes from:       April 16, 2013                                   Total Change is:    13,303
     8,973     13,371      2,915          0          0          0       -103     -3,036      1,815        226         33       -336       -187     -1,459
 
Percent of Open Interest Represented by Each Category of Trader
      36.8       33.6       29.5        0.0        0.9        0.9        9.9        6.7       13.2        0.1        1.9        3.0        6.6       10.3
 
Number of Traders in Each Category                                    Total Traders:        64
        16         20         25          0          .          .         10         10         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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 9,398,759
Positions
 1,226,986  2,779,875  1,853,327  1,013,231    576,298    249,657  1,804,122    573,280  1,797,412    148,904    189,934    352,209    952,911  1,026,767
 
Changes from:       April 16, 2013                                   Total Change is:    15,901
  -147,641     12,880     45,960     12,045   -100,864        -98    107,529     -4,192    -27,030    -26,775      6,995     42,260      9,651     39,990
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       29.6       19.7       10.8        6.1        2.7       19.2        6.1       19.1        1.6        2.0        3.7       10.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       249
        25         51         69         11         12         22         56         45         79         11         16         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,720
Positions
     7,980      2,286          0         52        748          0        404      3,796         37        128      1,716          0        119        137
 
Changes from:       April 16, 2013                                   Total Change is:       284
       216        -22          0          2          0          0         37        302          0          0          0          0         29          4
 
Percent of Open Interest Represented by Each Category of Trader
      91.5       26.2        0.0        0.6        8.6        0.0        4.6       43.5        0.4        1.5       19.7        0.0        1.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          0          4          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    18,373
Positions
    12,542      1,927         50      1,044      4,202         65      4,190     10,173          0        465      1,823          0         17        133
 
Changes from:       April 16, 2013                                   Total Change is:       417
       206        -22          0        137        -27        -16       -115        486          0        215          0          0        -10         -4
 
Percent of Open Interest Represented by Each Category of Trader
      68.3       10.5        0.3        5.7       22.9        0.4       22.8       55.4        0.0        2.5        9.9        0.0        0.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        27
         4          5          .          .          .          .          .          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    12,674
Positions
    10,214      1,659         18      1,174      3,005          0        755      5,900        500          0      1,204          0         13        388
 
Changes from:       April 16, 2013                                   Total Change is:      -378
      -665       -474         18          0          0          0        290         79         -1          0          0          0        -20          0
 
Percent of Open Interest Represented by Each Category of Trader
      80.6       13.1        0.1        9.3       23.7        0.0        6.0       46.6        3.9        0.0        9.5        0.0        0.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          .          .          .          0          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     3,703
Positions
     2,785      1,041          2         93        818         36        660      1,439          0          0        318          0        127         49
 
Changes from:       April 16, 2013                                   Total Change is:       233
        -6        -27          2         61        -29          0        205        305          0          0          0          0        -29        -18
 
Percent of Open Interest Represented by Each Category of Trader
      75.2       28.1        0.1        2.5       22.1        1.0       17.8       38.9        0.0        0.0        8.6        0.0        3.4        1.3
 
Number of Traders in Each Category                                    Total Traders:        22
         5          .          .          .          4          .          4          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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    78,266
Positions
     8,942     29,966      1,136      6,688        218         69     40,085     43,352      1,048     10,276        635          1     10,021      1,841
 
Changes from:       April 16, 2013                                   Total Change is:       479
      -378        265          0        530         15       -135     -3,074      3,326        337        989     -3,589          1      2,209        259
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       38.3        1.5        8.5        0.3        0.1       51.2       55.4        1.3       13.1        0.8        0.0       12.8        2.4
 
Number of Traders in Each Category                                    Total Traders:       131
         6          .          .         11          .          .         47         15          6         43          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 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   381,591
Positions
   104,082     43,832     36,507     47,647     18,020     15,763     45,518    130,320     41,676      5,757      8,304     60,684     23,957     26,485
 
Changes from:       April 16, 2013                                   Total Change is:   -73,503
   -19,714         67    -23,655    -10,485        699        792     -5,966    -31,468      2,187         73     -3,817    -10,987     -5,748     -7,321
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       11.5        9.6       12.5        4.7        4.1       11.9       34.2       10.9        1.5        2.2       15.9        6.3        6.9
 
Number of Traders in Each Category                                    Total Traders:       161
        21         12         22          5         12         10         24         46         45         22          8         26
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Traders in Financial Futures - Futures Only Positions as of April 23, 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    10,484
Positions
       308      3,093          0      2,273        291        137      6,110      6,030        908        613          0          0        135         25
 
Changes from:       April 16, 2013                                   Total Change is:       149
       102          5          0        100         31       -150        113        259          0         11          0          0        -27          4
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       29.5        0.0       21.7        2.8        1.3       58.3       57.5        8.7        5.8        0.0        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          6          .          .          5          4          .          .          0          0
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Updated April 26, 2013