`Traders in Financial Futures - Futures Only Positions as of March 26, 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   160,847
Positions
    83,192      4,514        880     16,924     19,989        281     16,644     90,397      6,447      9,507      2,496         92     26,880     35,751
 
Changes from:       March 19, 2013                                   Total Change is:  -148,123
   -25,930    -55,202    -71,901        -42        623        100    -36,443    -16,004     -3,692     -9,800        808         73       -488     -2,928
 
Percent of Open Interest Represented by Each Category of Trader
      51.7        2.8        0.5       10.5       12.4        0.2       10.3       56.2        4.0        5.9        1.6        0.1       16.7       22.2
 
Number of Traders in Each Category                                    Total Traders:        84
         8          5          4          5          5          4         17         29          6         10          5          .
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Traders in Financial Futures - Futures Only Positions as of March 26, 2013                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    49,575
Positions
    31,044      8,817         47          0      1,874          0      8,828     18,403        286      1,631          0          0      7,739     20,148
 
Changes from:       March 19, 2013                                   Total Change is:    -1,005
     1,739         11         44          0       -400          0     -2,795       -775          1        103          0          0        -97        114
 
Percent of Open Interest Represented by Each Category of Trader
      62.6       17.8        0.1        0.0        3.8        0.0       17.8       37.1        0.6        3.3        0.0        0.0       15.6       40.6
 
Number of Traders in Each Category                                    Total Traders:        41
         8          5          .          0          .          0          9         14          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of March 26, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   214,636
Positions
   107,795      4,068        231     21,025     27,433        763     33,962    124,052      4,436     31,286      9,629          0     15,138     44,024
 
Changes from:       March 19, 2013                                   Total Change is:     2,119
     2,545       -452         92       -207       -683         -5     -1,111      6,293        133         85       -610          0        587     -2,649
 
Percent of Open Interest Represented by Each Category of Trader
      50.2        1.9        0.1        9.8       12.8        0.4       15.8       57.8        2.1       14.6        4.5        0.0        7.1       20.5
 
Number of Traders in Each Category                                    Total Traders:       112
        12          5          4          7         13          5         15         42          8          8         10          0
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Traders in Financial Futures - Futures Only Positions as of March 26, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   220,896
Positions
   103,147     18,782        523     20,114     12,420      1,493     39,805    112,933      1,529     38,706     17,047         30     15,549     56,139
 
Changes from:       March 19, 2013                                   Total Change is:     4,222
     4,792      4,278         18       -392     -1,169        -30     -1,292     -3,142        238      1,809      3,329         19       -940        681
 
Percent of Open Interest Represented by Each Category of Trader
      46.7        8.5        0.2        9.1        5.6        0.7       18.0       51.1        0.7       17.5        7.7        0.0        7.0       25.4
 
Number of Traders in Each Category                                    Total Traders:       137
        10         12          4          5          9          .         26         46         12          6         23          .
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Traders in Financial Futures - Futures Only Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   204,257
Positions
    66,753     11,725      1,623     30,150     39,857      7,852     28,181     71,988      3,347     25,608     13,734      1,495     39,248     52,636
 
Changes from:       March 19, 2013                                   Total Change is:     9,184
    12,831      1,471        313       -397      6,476       -190     -7,662       -531        766      2,140       -614        369      1,014      1,124
 
Percent of Open Interest Represented by Each Category of Trader
      32.7        5.7        0.8       14.8       19.5        3.8       13.8       35.2        1.6       12.5        6.7        0.7       19.2       25.8
 
Number of Traders in Each Category                                    Total Traders:       166
        21         13          6         16         20         11         13         49         12         15         19          5
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Traders in Financial Futures - Futures Only Positions as of March 26, 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   202,150
Positions
    15,838     81,605        213      3,337     40,237        890    145,900     53,821        814        492      2,148        256     34,410     22,166
 
Changes from:       March 19, 2013                                   Total Change is:    43,343
      -567     35,514        213      2,105     -1,310          0     40,222      8,815        254     -1,874       -844        256      2,734        445
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       40.4        0.1        1.7       19.9        0.4       72.2       26.6        0.4        0.2        1.1        0.1       17.0       11.0
 
Number of Traders in Each Category                                    Total Traders:        96
         5         15          .          .          7          .         28         29          5          .          7          .
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Traders in Financial Futures - Futures Only Positions as of March 26, 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    57,471
Positions
    21,439     29,462     19,874      3,513          0          0      2,930          0      4,336      1,369        205      3,333        677        261
 
Changes from:       March 19, 2013                                   Total Change is:      -886
       -96       -845         -3       -760          0          0         53       -104          1          0        -10          0        -81         75
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       51.3       34.6        6.1        0.0        0.0        5.1        0.0        7.5        2.4        0.4        5.8        1.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        26
         6         10         11          .          0          0          6          0          .          .          .          .
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Traders in Financial Futures - Futures Only Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   172,805
Positions
     3,981     93,200          0     10,094        503          0    133,951     72,567        880     11,629      3,446        109     12,161      2,100
 
Changes from:       March 19, 2013                                   Total Change is:    16,524
        24     21,044          0     -1,656       -150          0     16,283     -4,612        652        564       -451        100        557        -59
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       53.9        0.0        5.8        0.3        0.0       77.5       42.0        0.5        6.7        2.0        0.1        7.0        1.2
 
Number of Traders in Each Category                                    Total Traders:       151
         7         14          0         11          .          0         79         14          5         17          7          .
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Traders in Financial Futures - Futures Only Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    39,555
Positions
    11,939     26,887        274      2,694        952         52      7,800      1,837        732     14,966      8,387         37      1,061        397
 
Changes from:       March 19, 2013                                   Total Change is:      -280
       471       -391        -16       -498        349       -256         11        253       -102        335          0       -135        -90         18
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       68.0        0.7        6.8        2.4        0.1       19.7        4.6        1.9       37.8       21.2        0.1        2.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        36
         5          6          .          .          .          .         12          5          .          5          .          .
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Traders in Financial Futures - Futures Only Positions as of March 26, 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    34,922
Positions
     2,885     19,408        213        752        108          0     25,258     12,062        110        781        723          0      4,923      2,298
 
Changes from:       March 19, 2013                                   Total Change is:     5,989
      -405      5,548        213         30          0          0      4,126        320         -2        272        137          0      1,755       -227
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       55.6        0.6        2.2        0.3        0.0       72.3       34.5        0.3        2.2        2.1        0.0       14.1        6.6
 
Number of Traders in Each Category                                    Total Traders:        64
         5          9          .          .          .          0         21         18          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    55,859
Positions
     8,876     32,921        213      4,879        275        342     29,359     10,749        345      2,870      2,548          0      8,977      8,468
 
Changes from:       March 19, 2013                                   Total Change is:     2,185
     2,077        763         23       -400         67       -129        211      1,105         50       -185        321          0        538        -15
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       58.9        0.4        8.7        0.5        0.6       52.6       19.2        0.6        5.1        4.6        0.0       16.1       15.2
 
Number of Traders in Each Category                                    Total Traders:       107
        16         17          .          4          .          .         36         13          4          8         11          0
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Traders in Financial Futures - Futures Only Positions as of March 26, 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   111,717
Positions
    17,751     65,842        425      9,758        549        684     58,718     21,498        689      5,739      5,095          0     17,953     16,935
 
Changes from:       March 19, 2013                                   Total Change is:     4,369
     4,154      1,526         46       -799        134       -258        422      2,210         99       -370        642          0      1,075        -30
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       58.9        0.4        8.7        0.5        0.6       52.6       19.2        0.6        5.1        4.6        0.0       16.1       15.2
 
Number of Traders in Each Category                                    Total Traders:       107
        16         17          .          4          .          .         36         13          4          8         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   745,524
Positions
    40,923    210,112     25,834    343,814    129,925     58,537    108,150    184,654     15,202     44,814     31,208      4,676    103,572     85,375
 
Changes from:       March 19, 2013                                   Total Change is:    21,521
     3,487      1,595      4,265      8,210       -807        139      1,827     10,335     -4,330      1,225        425        483      6,215      9,416
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       28.2        3.5       46.1       17.4        7.9       14.5       24.8        2.0        6.0        4.2        0.6       13.9       11.5
 
Number of Traders in Each Category                                    Total Traders:       562
        34         42         21        125         49         57         99        111         67         52         50         16
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Traders in Financial Futures - Futures Only Positions as of March 26, 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   159,612
Positions
    14,294     56,243      1,689     61,850     29,672     10,087     10,435     13,229        384      9,532      8,254      2,233     49,108     37,821
 
Changes from:       March 19, 2013                                   Total Change is:     4,612
     3,827     -4,099         75     -1,624      1,076        360        596       -303       -276          1     -1,050          0      1,653      8,829
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       35.2        1.1       38.8       18.6        6.3        6.5        8.3        0.2        6.0        5.2        1.4       30.8       23.7
 
Number of Traders in Each Category                                    Total Traders:        91
         6         12          .         19          9         11         18         15          6          8          4          .
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Traders in Financial Futures - Futures Only Positions as of March 26, 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 2,929,558
Positions
   214,594    850,795     39,279  1,437,341    528,784    214,732    503,432    871,979     59,232    176,409    114,770     12,217    272,322    237,770
 
Changes from:       March 19, 2013                                   Total Change is:    84,545
    15,250     45,418      4,004     46,911    -11,671      1,155     -3,199     43,836    -10,920      6,120      7,374      2,415     22,809      2,934
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       29.0        1.3       49.1       18.0        7.3       17.2       29.8        2.0        6.0        3.9        0.4        9.3        8.1
 
Number of Traders in Each Category                                    Total Traders:       533
        32         41         18        117         44         52         97        108         61         46         48         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   117,716
Positions
     3,857     57,618          1     57,893     47,609      1,639     39,240      5,140        974      1,589      2,235          0     12,523      2,500
 
Changes from:       March 19, 2013                                   Total Change is:     3,131
       758      2,674          1       -771       -663         15      1,659        565        692      1,000         -4          0       -223       -149
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       48.9        0.0       49.2       40.4        1.4       33.3        4.4        0.8        1.3        1.9        0.0       10.6        2.1
 
Number of Traders in Each Category                                    Total Traders:       101
         5         16          .         35         15         11         18          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    69,667
Positions
     1,642     49,129        269     30,035      6,832        857     28,972      7,520         65      2,274      1,488         55      5,497      3,452
 
Changes from:       March 19, 2013                                   Total Change is:     1,626
        75      1,133          2     -1,708       -126        272      3,732        225       -275       -641       -289          0        168        683
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       70.5        0.4       43.1        9.8        1.2       41.6       10.8        0.1        3.3        2.1        0.1        7.9        5.0
 
Number of Traders in Each Category                                    Total Traders:       208
        13         23          .         27         19         11         66         29          8         21          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   348,334
Positions
     8,211    245,646      1,345    150,177     34,159      4,286    144,862     37,599        323     11,370      7,440        276     27,484     17,260
 
Changes from:       March 19, 2013                                   Total Change is:     8,129
       377      5,666         12     -8,541       -628      1,361     18,658      1,124     -1,374     -3,205     -1,447          2        839      3,413
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       70.5        0.4       43.1        9.8        1.2       41.6       10.8        0.1        3.3        2.1        0.1        7.9        5.0
 
Number of Traders in Each Category                                    Total Traders:       208
        13         23          .         27         19         11         66         29          8         21          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   378,111
Positions
    66,495     63,406      9,480    145,203    153,316     19,198     96,249     99,738      8,564      5,354     10,740          0     27,568     13,669
 
Changes from:       March 19, 2013                                   Total Change is:     3,817
     1,058       -284      1,595     -3,225       -428        141      1,583       -323        652        181      1,537          0      1,832        927
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       16.8        2.5       38.4       40.5        5.1       25.5       26.4        2.3        1.4        2.8        0.0        7.3        3.6
 
Number of Traders in Each Category                                    Total Traders:       254
        17         18          .         53         37         23         56         45         13         12         16          0
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Traders in Financial Futures - Futures Only Positions as of March 26, 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    67,841
Positions
     7,053     27,752        127     24,204          0        129     14,020     14,210          0     12,485      4,508          0      9,823     21,115
 
Changes from:       March 19, 2013                                   Total Change is:     4,168
      -262        821        -33      1,907          0          0      1,624      1,455          0        537         16          0        395      1,909
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       40.9        0.2       35.7        0.0        0.2       20.7       20.9        0.0       18.4        6.6        0.0       14.5       31.1
 
Number of Traders in Each Category                                    Total Traders:        69
         4         12          .         14          0          .         15         11          0         10          .          0
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Traders in Financial Futures - Futures Only Positions as of March 26, 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    70,516
Positions
    24,299     12,182      1,328      8,394      5,618      1,538     24,495      3,841         34      2,890      2,717          0      7,538     43,258
 
Changes from:       March 19, 2013                                   Total Change is:       596
     1,277        645         27        499        341          3       -573     -1,918         32        -73      1,512          0       -596        -46
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       17.3        1.9       11.9        8.0        2.2       34.7        5.4        0.0        4.1        3.9        0.0       10.7       61.3
 
Number of Traders in Each Category                                    Total Traders:        79
        17         12          4         10          .          .         23          .          .          8          .          0
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Traders in Financial Futures - Futures Only Positions as of March 26, 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    89,869
Positions
    12,860     41,421      4,802     33,746     16,647      4,337     26,962     18,636        663        212          0          0      6,287      3,363
 
Changes from:       March 19, 2013                                   Total Change is:     4,417
     2,047      1,079          0       -356       -363        192      1,306      2,645         82          0          0          0      1,146        782
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       46.1        5.3       37.6       18.5        4.8       30.0       20.7        0.7        0.2        0.0        0.0        7.0        3.7
 
Number of Traders in Each Category                                    Total Traders:        73
         4          7          .         24         18         11         12          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   194,620
Positions
     8,193     97,669      2,410    108,044     16,511      9,014     41,083     58,913        394     10,197      4,737        644     14,641      4,328
 
Changes from:       March 19, 2013                                   Total Change is:     3,576
     1,018        118         -8      2,868       -601        -50        489      2,476         -6         -6      1,112         92       -821        443
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       50.2        1.2       55.5        8.5        4.6       21.1       30.3        0.2        5.2        2.4        0.3        7.5        2.2
 
Number of Traders in Each Category                                    Total Traders:       143
        13         20          5         45         15         22         24          7          4         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   620,347
Positions
     3,657     92,875      5,035    271,648    200,709     65,724    120,439     53,667     10,692     14,673     32,948         18    128,461    158,679
 
Changes from:       March 19, 2013                                   Total Change is:     7,637
    -5,326      6,513         80      9,406     13,253     -1,002     -3,210    -18,972      1,909      2,107      6,164          0      3,673       -308
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       15.0        0.8       43.8       32.4       10.6       19.4        8.7        1.7        2.4        5.3        0.0       20.7       25.6
 
Number of Traders in Each Category                                    Total Traders:       157
         4         20          4         35         27         30         30         26         11          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   377,536
Positions
     3,546     99,367        566    243,433     45,084     31,395      5,522    119,104      5,214     14,624     14,450          0     73,236     62,356
 
Changes from:       March 19, 2013                                   Total Change is:    -3,797
         1    -11,289        142     -3,975     -2,155     -2,654         25      6,544        292      2,390        -10          0        -18      5,333
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       26.3        0.1       64.5       11.9        8.3        1.5       31.5        1.4        3.9        3.8        0.0       19.4       16.5
 
Number of Traders in Each Category                                    Total Traders:        68
         .         11          5         28          9         16          .         13          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   942,861
Positions
    54,034    141,536      4,653    171,366    256,902     73,463    311,203    284,210     36,110    140,089     48,528     20,282    131,661     77,177
 
Changes from:       March 19, 2013                                   Total Change is:     5,692
     5,128      7,416        966    -23,752     34,559     14,195    -10,479    -46,873     -3,507     18,296        873       -108      4,953     -1,829
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       15.0        0.5       18.2       27.2        7.8       33.0       30.1        3.8       14.9        5.1        2.2       14.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       205
         9         24          7         30         29         29         44         31         21         20         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    53,878
Positions
    14,936     22,529      9,176          0        334        115     23,732     15,696      4,089         35          0        304      1,491      1,635
 
Changes from:       March 19, 2013                                   Total Change is:     1,259
      -314        216        908          0         -1          0        464        -95        493        -16          0          5       -281       -267
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       41.8       17.0        0.0        0.6        0.2       44.0       29.1        7.6        0.1        0.0        0.6        2.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        45
         8         10         12          0          .          .          9         15         12          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 2,176,645
Positions
   115,207    264,573     48,822    538,275    864,172    210,067    816,064    259,835     75,177     75,587     92,413     11,284    286,162    350,302
 
Changes from:       March 19, 2013                                   Total Change is:    68,412
     7,457     54,173     13,177    -11,485     -1,635      7,532     29,637    -23,751      8,664     22,919     -5,636       -651     -8,838     16,539
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       12.2        2.2       24.7       39.7        9.7       37.5       11.9        3.5        3.5        4.2        0.5       13.1       16.1
 
Number of Traders in Each Category                                    Total Traders:       295
        17         45         15         25         66         52         59         53         36          9         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,781,608
Positions
   334,529    172,418     26,945    626,017    517,390    110,953    328,918    535,170     33,002     79,325    123,146     12,856    229,063    249,728
 
Changes from:       March 19, 2013                                   Total Change is:    91,414
   -52,390     25,601      5,037     99,932     20,854      6,307     22,703        594       -137       -765     23,454      2,103      8,624      7,601
 
Percent of Open Interest Represented by Each Category of Trader
      18.8        9.7        1.5       35.1       29.0        6.2       18.5       30.0        1.9        4.5        6.9        0.7       12.9       14.0
 
Number of Traders in Each Category                                    Total Traders:       215
        14         28          8         29         40         34         37         46         19          6         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   374,071
Positions
   112,907    129,622    113,102          0      2,991      3,310     60,237     24,545     47,714      4,286      8,284     11,857     20,658     32,646
 
Changes from:       March 19, 2013                                   Total Change is:    23,765
    -3,965     11,004     10,556     -1,274          0          0     13,760       -494      2,364      3,996        514      1,114     -2,786     -1,293
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       34.7       30.2        0.0        0.8        0.9       16.1        6.6       12.8        1.1        2.2        3.2        5.5        8.7
 
Number of Traders in Each Category                                    Total Traders:        75
        16         21         27          0          .          .         20          8         20          .          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 9,072,452
Positions
 1,860,460  2,501,079  1,682,993    945,024    827,511    231,149  1,044,039    473,969  1,925,402    193,173    173,006    239,138    951,074  1,018,205
 
Changes from:       March 19, 2013                                   Total Change is:   122,842
   179,055     41,322     62,191    -16,053     79,682     33,081   -206,722    -25,336     33,815     40,646     19,780    -36,039     32,868    -85,654
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       27.6       18.6       10.4        9.1        2.5       11.5        5.2       21.2        2.1        1.9        2.6       10.5       11.2
 
Number of Traders in Each Category                                    Total Traders:       228
        30         43         65         12          7         19         52         37         74          7         19         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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     8,614
Positions
     7,058      2,085          0         38        782          1      1,325      4,698         21        140        866          0         31        161
 
Changes from:       March 19, 2013                                   Total Change is:       -33
         5        -18          0          0        -20          0        -31        -50          4          0          0          0        -11         51
 
Percent of Open Interest Represented by Each Category of Trader
      81.9       24.2        0.0        0.4        9.1        0.0       15.4       54.5        0.2        1.6       10.1        0.0        0.4        1.9
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          .          .          .          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    16,453
Positions
    11,046      1,202          0        589      4,230         86      4,684      9,051          0          0      1,853          0         48         31
 
Changes from:       March 19, 2013                                   Total Change is:     2,382
     1,819          0          0         63        622         50        429      2,189          0          0       -470          0         21         -9
 
Percent of Open Interest Represented by Each Category of Trader
      67.1        7.3        0.0        3.6       25.7        0.5       28.5       55.0        0.0        0.0       11.3        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        24
         4          .          0          .          .          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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     3,100
Positions
     2,661      1,145          0          0        975         39        324        621          0          0        300          0         76         20
 
Changes from:       March 19, 2013                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      85.8       36.9        0.0        0.0       31.5        1.3       10.5       20.0        0.0        0.0        9.7        0.0        2.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          0          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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    83,063
Positions
     9,398     31,823      1,201      6,012        100        281     52,442     45,706      1,234      6,288      1,558          1      6,206      1,159
 
Changes from:       March 19, 2013                                   Total Change is:    -2,630
        58       -259          0        283        -19          9     -2,060     -3,519        425       -567        741          1       -779         -9
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       38.3        1.4        7.2        0.1        0.3       63.1       55.0        1.5        7.6        1.9        0.0        7.5        1.4
 
Number of Traders in Each Category                                    Total Traders:       122
         5          4          .         12          .          .         54         12          5         28          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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   409,747
Positions
   105,544     41,309     35,628     67,185     15,080     14,414     61,509    163,934     39,642      5,867     15,883     53,570     26,388     30,287
 
Changes from:       March 19, 2013                                   Total Change is:   -53,685
   -18,502    -16,484    -11,191      7,817       -925      1,656     -1,636        -95    -14,806       -563      3,958    -11,332     -5,128     -4,466
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       10.1        8.7       16.4        3.7        3.5       15.0       40.0        9.7        1.4        3.9       13.1        6.4        7.4
 
Number of Traders in Each Category                                    Total Traders:       172
        17         12         19          8          7         11         36         43         44         17         19         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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     6,689
Positions
       168      3,550          0      2,602        456        233      1,865      1,538        908        315          0          0        598          4
 
Changes from:       March 19, 2013                                   Total Change is:    -5,926
        23     -4,395          0       -200         40        -27     -5,975     -1,544          0        -54          0          0        307          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       53.1        0.0       38.9        6.8        3.5       27.9       23.0       13.6        4.7        0.0        0.0        8.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          .          .          .          5          .          .          0          0
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Updated March 29, 2013