`Traders in Financial Futures - Futures Only Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   161,473
Positions
    87,496      7,122      1,109     18,190     19,399        372     15,304     93,895      5,259      7,588      2,123         50     26,105     32,144
 
Changes from:       April 23, 2013                                   Total Change is:   -10,331
    -5,408      2,667        111       -264     -1,297        138     -3,218     -7,797       -602     -2,177        810         14      1,075     -4,375
 
Percent of Open Interest Represented by Each Category of Trader
      54.2        4.4        0.7       11.3       12.0        0.2        9.5       58.1        3.3        4.7        1.3        0.0       16.2       19.9
 
Number of Traders in Each Category                                    Total Traders:        85
         9          6          6          6          4          4         19         28          7          9          4          4
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Traders in Financial Futures - Futures Only Positions as of April 30, 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    50,872
Positions
    27,602     19,304        103          0      1,844          0      9,305     13,535        254      3,001      3,009          0     10,607     12,823
 
Changes from:       April 23, 2013                                   Total Change is:       771
     4,803     -4,812        103          0       -100          0     -5,087      4,020        -77      2,593        877          0     -1,564        760
 
Percent of Open Interest Represented by Each Category of Trader
      54.3       37.9        0.2        0.0        3.6        0.0       18.3       26.6        0.5        5.9        5.9        0.0       20.9       25.2
 
Number of Traders in Each Category                                    Total Traders:        42
         6          6          .          0          .          0         11         11          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of April 30, 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   189,084
Positions
    86,882     11,602        988     17,611     29,161        962     31,480     89,210      4,445     25,861     16,836         10     20,845     35,870
 
Changes from:       April 23, 2013                                   Total Change is:   -10,381
   -12,635      4,403         28     -1,070     -1,659        418     -1,871    -11,961        918     -2,345      5,072          0      6,176     -7,600
 
Percent of Open Interest Represented by Each Category of Trader
      45.9        6.1        0.5        9.3       15.4        0.5       16.6       47.2        2.4       13.7        8.9        0.0       11.0       19.0
 
Number of Traders in Each Category                                    Total Traders:       103
        10          8          5          6         13          .         18         29         10          4         15          .
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Traders in Financial Futures - Futures Only Positions as of April 30, 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   198,106
Positions
   104,066     26,822        621     18,975     14,036      1,807     38,795     80,744      2,731     11,985     12,276      2,514     16,612     56,555
 
Changes from:       April 23, 2013                                   Total Change is:    -6,044
    -3,728      4,528         83     -1,004       -185        137       -987     -9,307        289     -1,233       -588          0        399     -1,001
 
Percent of Open Interest Represented by Each Category of Trader
      52.5       13.5        0.3        9.6        7.1        0.9       19.6       40.8        1.4        6.0        6.2        1.3        8.4       28.5
 
Number of Traders in Each Category                                    Total Traders:       138
         9         15          .          6         13          .         33         41         14          7         14          .
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Traders in Financial Futures - Futures Only Positions as of April 30, 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   222,618
Positions
    56,250     20,448      1,928     28,895     46,949      8,780     45,834     71,777      2,999     30,591     16,374        642     46,699     52,721
 
Changes from:       April 23, 2013                                   Total Change is:     2,567
   -12,049      2,913     -1,125        209     -3,045       -300      7,515      4,162        370        352      1,333       -243      7,838     -1,498
 
Percent of Open Interest Represented by Each Category of Trader
      25.3        9.2        0.9       13.0       21.1        3.9       20.6       32.2        1.3       13.7        7.4        0.3       21.0       23.7
 
Number of Traders in Each Category                                    Total Traders:       179
        19         15          6         17         17         13         31         44         19         16         20          5
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Traders in Financial Futures - Futures Only Positions as of April 30, 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   158,954
Positions
    33,399     41,277        320      1,929     40,933      1,086     90,817     46,517      2,098      2,589      3,456          0     26,716     23,267
 
Changes from:       April 23, 2013                                   Total Change is:    -2,798
      -815      2,315       -566        644        497       -526     -2,428        196        330       -447     -1,058          0      1,010     -3,986
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       26.0        0.2        1.2       25.8        0.7       57.1       29.3        1.3        1.6        2.2        0.0       16.8       14.6
 
Number of Traders in Each Category                                    Total Traders:       105
        10         14          5          .          7          .         29         32         11          5          6          0
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Traders in Financial Futures - Futures Only Positions as of April 30, 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    57,500
Positions
    22,349     27,441     19,397      2,248          0          0      4,384      2,600      4,275      1,078          0      3,334        435        453
 
Changes from:       April 23, 2013                                   Total Change is:       199
      -528        -41         37        110          0          0        429        456        -13          0          0          0        164       -240
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       47.7       33.7        3.9        0.0        0.0        7.6        4.5        7.4        1.9        0.0        5.8        0.8        0.8
 
Number of Traders in Each Category                                    Total Traders:        26
         7         10         11          .          0          0          5          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of April 30, 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   170,606
Positions
     3,349    111,803        252      8,867        712          8    133,328     49,659      1,178     11,478      3,686        100     12,046      3,208
 
Changes from:       April 23, 2013                                   Total Change is:    -6,896
       -46     -3,377        225        913          0         -1     -2,887     -2,089         -3     -2,147        848          0     -2,950     -2,499
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       65.5        0.1        5.2        0.4        0.0       78.1       29.1        0.7        6.7        2.2        0.1        7.1        1.9
 
Number of Traders in Each Category                                    Total Traders:       144
         7         12          .         11          .          .         74         11          6         20          6          .
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Traders in Financial Futures - Futures Only Positions as of April 30, 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    44,186
Positions
    14,965     26,699        274      3,885      1,577          0      6,205      2,096        869     14,774     10,142      2,199      1,015        330
 
Changes from:       April 23, 2013                                   Total Change is:     2,796
      -182        112          0          0         25          0        637        181        356       -360          0      2,199        146        -77
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       60.4        0.6        8.8        3.6        0.0       14.0        4.7        2.0       33.4       23.0        5.0        2.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        37
         5          8          .          .          .          0         11          5          .          4          .          .
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Traders in Financial Futures - Futures Only Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    46,571
Positions
     3,246     30,601        316        524        385          0     35,098     11,163        122      1,750      1,064          0      5,515      2,920
 
Changes from:       April 23, 2013                                   Total Change is:     1,444
       500      2,022        138          3        -48          0     -1,078       -383          8        966       -229          0        907        -64
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       65.7        0.7        1.1        0.8        0.0       75.4       24.0        0.3        3.8        2.3        0.0       11.8        6.3
 
Number of Traders in Each Category                                    Total Traders:        63
         5         10          .          .          .          0         22         16          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    60,731
Positions
     9,377     37,207        320      4,559        207        614     33,546     11,167         25      3,121      1,900          0      9,170      9,293
 
Changes from:       April 23, 2013                                   Total Change is:     1,257
      -160       -668         61        669        -92         -5         73      1,823        -22        204       -466         -6        443        632
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       61.3        0.5        7.5        0.3        1.0       55.2       18.4        0.0        5.1        3.1        0.0       15.1       15.3
 
Number of Traders in Each Category                                    Total Traders:       109
        16         19          .          6          .          .         38         11          .          8          9          0
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Traders in Financial Futures - Futures Only Positions as of April 30, 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   121,462
Positions
    18,754     74,413        640      9,118        413      1,228     67,091     22,333         50      6,242      3,800          0     18,339     18,585
 
Changes from:       April 23, 2013                                   Total Change is:     2,513
      -319     -1,335        121      1,338       -183        -10        146      3,645        -44        407       -932        -12        886      1,263
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       61.3        0.5        7.5        0.3        1.0       55.2       18.4        0.0        5.1        3.1        0.0       15.1       15.3
 
Number of Traders in Each Category                                    Total Traders:       109
        16         19          .          6          .          .         38         11          .          8          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   791,342
Positions
    32,341    226,060     34,788    338,920    129,645     57,152    125,606    182,912     32,673     49,533     36,030      7,347    112,980     84,734
 
Changes from:       April 23, 2013                                   Total Change is:     9,040
      -721     12,629      2,116        515     -1,918     -1,915     14,523      3,854     -1,020       -841       -904      1,151     -4,767     -4,951
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       28.6        4.4       42.8       16.4        7.2       15.9       23.1        4.1        6.3        4.6        0.9       14.3       10.7
 
Number of Traders in Each Category                                    Total Traders:       566
        28         44         22        121         52         59        107        108         70         52         53         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   173,796
Positions
    18,249     68,119        536     58,598     29,307      8,520     14,022     16,889        806     13,347     10,924      1,562     58,156     37,133
 
Changes from:       April 23, 2013                                   Total Change is:    -2,870
     2,105      4,584     -1,697     -2,139        383       -363     -2,496        237       -128       -777        -28        479      2,146     -6,337
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       39.2        0.3       33.7       16.9        4.9        8.1        9.7        0.5        7.7        6.3        0.9       33.5       21.4
 
Number of Traders in Each Category                                    Total Traders:        94
         7         10          .         18          9          9         19         18          9          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 3,087,728
Positions
   173,852    893,096     67,870  1,424,237    524,315    220,537    619,861    892,055     97,393    190,987    135,588     18,870    274,121    238,004
 
Changes from:       April 23, 2013                                   Total Change is:    59,549
    -7,153     47,199     12,088      5,873    -18,901       -366     77,897     10,885      2,739      3,149       -910       -113    -34,565      6,928
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       28.9        2.2       46.1       17.0        7.1       20.1       28.9        3.2        6.2        4.4        0.6        8.9        7.7
 
Number of Traders in Each Category                                    Total Traders:       544
        29         42         18        113         49         55        105        107         58         48         50         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   114,992
Positions
     5,025     53,062         60     59,773     46,933      2,229     33,596      6,810        325        998      2,208          0     12,986      3,365
 
Changes from:       April 23, 2013                                   Total Change is:     5,983
     2,261      7,629        -14      2,838     -1,629        301      1,203        698       -912        100         -7          0        206        -83
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       46.1        0.1       52.0       40.8        1.9       29.2        5.9        0.3        0.9        1.9        0.0       11.3        2.9
 
Number of Traders in Each Category                                    Total Traders:       102
         5         16          .         36         14         10         20          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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    78,125
Positions
     3,275     55,763        416     31,597      5,213        737     33,334      7,750        314      2,089      2,235        150      6,214      5,547
 
Changes from:       April 23, 2013                                   Total Change is:     7,393
      -500      6,869        -68        245       -341       -499      7,664       -117       -341        245       -300       -181        828      2,370
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       71.4        0.5       40.4        6.7        0.9       42.7        9.9        0.4        2.7        2.9        0.2        8.0        7.1
 
Number of Traders in Each Category                                    Total Traders:       213
        17         23          .         28         17         10         71         27          9         19         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   390,625
Positions
    16,376    278,817      2,078    157,983     26,066      3,685    166,671     38,749      1,571     10,444     11,177        749     31,068     27,733
 
Changes from:       April 23, 2013                                   Total Change is:    36,963
    -2,500     34,346       -340      1,225     -1,704     -2,496     38,319       -583     -1,706      1,227     -1,498       -906      4,140     11,850
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       71.4        0.5       40.4        6.7        0.9       42.7        9.9        0.4        2.7        2.9        0.2        8.0        7.1
 
Number of Traders in Each Category                                    Total Traders:       213
        17         23          .         28         17         10         71         27          9         19         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   376,513
Positions
    84,784     46,036      7,968    131,509    151,413     23,580     93,152    117,939      6,360      7,798      7,942          0     21,362     15,275
 
Changes from:       April 23, 2013                                   Total Change is:     9,273
    -7,174      7,667      3,774      6,097     -3,969        609      6,468      2,532     -1,671        762        618          0        408       -287
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       12.2        2.1       34.9       40.2        6.3       24.7       31.3        1.7        2.1        2.1        0.0        5.7        4.1
 
Number of Traders in Each Category                                    Total Traders:       255
        24         11          4         56         36         22         56         38         12         17         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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    76,760
Positions
     7,164     31,110        250     26,176          0          0     18,778     17,991        195     12,990      4,570          0     11,207     22,644
 
Changes from:       April 23, 2013                                   Total Change is:     1,426
      -828       -207        250        564          0        -37        -87      2,284        186      1,090        -50          0        288     -1,000
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       40.5        0.3       34.1        0.0        0.0       24.5       23.4        0.3       16.9        6.0        0.0       14.6       29.5
 
Number of Traders in Each Category                                    Total Traders:        68
         5         11          .         16          0          0         15          8          .         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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    87,298
Positions
    30,384     17,708      1,409     11,437      2,364         73     31,780     11,644        439      3,220     10,279          0      8,556     43,382
 
Changes from:       April 23, 2013                                   Total Change is:       217
      -689     -1,342         -4     -3,104     -4,453         73      5,247      1,579         56       -327      6,266          0     -1,035     -1,958
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       20.3        1.6       13.1        2.7        0.1       36.4       13.3        0.5        3.7       11.8        0.0        9.8       49.7
 
Number of Traders in Each Category                                    Total Traders:        94
        24         14          5         11          .          .         21         12          4          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    85,875
Positions
    14,591     38,161      2,498     30,197     22,918      3,974     25,896     13,947      2,087        212          0          0      6,420      2,290
 
Changes from:       April 23, 2013                                   Total Change is:       529
      -977        325        182       -902       -302        -14        929       -114        260          0          0          0      1,051        192
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       44.4        2.9       35.2       26.7        4.6       30.2       16.2        2.4        0.2        0.0        0.0        7.5        2.7
 
Number of Traders in Each Category                                    Total Traders:        76
         4          6          .         26         21         11         13          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   200,714
Positions
     7,100     96,328      3,855    110,704     20,526      8,284     42,166     59,163      1,534     12,090      4,354        297     14,684      6,373
 
Changes from:       April 23, 2013                                   Total Change is:     1,584
       723       -171        156      2,732     -5,944        307     -1,289      7,779        224        -84       -341          0     -1,185       -426
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       48.0        1.9       55.2       10.2        4.1       21.0       29.5        0.8        6.0        2.2        0.1        7.3        3.2
 
Number of Traders in Each Category                                    Total Traders:       146
        13         18          5         44         19         21         21         12          8         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   717,378
Positions
    15,313    127,837      3,639    285,255    192,702     74,820    149,262     99,305     15,712     15,054     49,368        223    158,100    153,772
 
Changes from:       April 23, 2013                                   Total Change is:    12,242
    -2,728     -2,829      2,313     -8,847      3,142      2,178     19,998      3,577        989        606      1,652        214     -2,481      1,006
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       17.8        0.5       39.8       26.9       10.4       20.8       13.8        2.2        2.1        6.9        0.0       22.0       21.4
 
Number of Traders in Each Category                                    Total Traders:       180
         7         21          7         35         34         33         37         29         19          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   396,857
Positions
    18,237    103,990      1,212    244,825     35,534     33,064     11,460    142,014      2,220      6,031     20,145          0     79,808     58,678
 
Changes from:       April 23, 2013                                   Total Change is:       904
        13     -3,514        117     -2,823    -12,210        823      2,464      5,731         -9       -539      8,014        -25        883      1,977
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       26.2        0.3       61.7        9.0        8.3        2.9       35.8        0.6        1.5        5.1        0.0       20.1       14.8
 
Number of Traders in Each Category                                    Total Traders:        69
         .         10          5         29          8         16          4          9          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   952,444
Positions
    52,798    125,738     32,988    207,242    170,696     54,331    290,861    352,432     50,309    107,887     57,175     23,560    132,468     85,215
 
Changes from:       April 23, 2013                                   Total Change is:    45,430
    -2,307      7,829     10,781     13,392    -23,532       -580     -4,348     47,568      1,851     32,811      1,511        758     -6,928       -756
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       13.2        3.5       21.8       17.9        5.7       30.5       37.0        5.3       11.3        6.0        2.5       13.9        8.9
 
Number of Traders in Each Category                                    Total Traders:       211
        11         27         10         33         26         26         43         31         24         19         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    59,034
Positions
    20,590     27,781     10,345          0        400        668     22,199     14,738      4,064        276         17        863         29        158
 
Changes from:       April 23, 2013                                   Total Change is:     3,597
     1,843      3,326        221          0          0          0      3,204       -728        985         76          0          8     -2,740       -215
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       47.1       17.5        0.0        0.7        1.1       37.6       25.0        6.9        0.5        0.0        1.5        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        43
         8         11         11          0          .          .          8         12         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 2,208,463
Positions
   131,942    224,812     52,053    460,609    812,858    244,190    858,899    282,113     63,032     50,751    138,447     25,198    321,789    365,760
 
Changes from:       April 23, 2013                                   Total Change is:   -56,166
    10,595    -47,314     -7,997    -83,162        670     18,632     -8,902    -19,760     -2,819     17,041      1,205         83        363      1,134
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       10.2        2.4       20.9       36.8       11.1       38.9       12.8        2.9        2.3        6.3        1.1       14.6       16.6
 
Number of Traders in Each Category                                    Total Traders:       318
        23         39         21         22         70         52         63         60         38          8         33         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 1,909,627
Positions
   333,944    216,172     32,001    576,602    512,405    120,604    457,847    589,615     37,061     54,652    127,808     14,361    282,555    259,600
 
Changes from:       April 23, 2013                                   Total Change is:    72,871
    41,685     -5,517     -1,405     46,726     29,009    -20,523    -12,027     63,963      5,816     -2,909      2,644     -2,924     18,432      1,808
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       11.3        1.7       30.2       26.8        6.3       24.0       30.9        1.9        2.9        6.7        0.8       14.8       13.6
 
Number of Traders in Each Category                                    Total Traders:       216
        13         27         12         27         39         31         44         43         24          6         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   372,160
Positions
   136,885    124,109    110,253          0      3,241      3,187     33,143     24,524     51,561      3,114      7,552     12,776     21,241     34,957
 
Changes from:       April 23, 2013                                   Total Change is:    10,203
     3,676      2,424      3,464          0          0          0     -2,573        389      3,785      2,815        694      1,838     -2,802     -2,391
 
Percent of Open Interest Represented by Each Category of Trader
      36.8       33.3       29.6        0.0        0.9        0.9        8.9        6.6       13.9        0.8        2.0        3.4        5.7        9.4
 
Number of Traders in Each Category                                    Total Traders:        68
        19         20         27          0          .          .          9         11         15          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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 9,476,859
Positions
 1,205,797  2,807,246  1,875,764  1,058,320    484,844    252,049  1,801,348    646,626  1,793,319    172,638    218,266    349,891    967,733  1,048,854
 
Changes from:       April 23, 2013                                   Total Change is:    78,100
   -21,189     27,371     22,437     45,089    -91,454      2,392     -2,774     73,346     -4,093     23,734     28,332     -2,318     14,822     22,087
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       29.6       19.8       11.2        5.1        2.7       19.0        6.8       18.9        1.8        2.3        3.7       10.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       259
        28         51         71         10         12         22         58         50         80         12         13         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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     8,741
Positions
     7,967      1,861          0         55        748          0        434      4,244         37        128      1,716          0        120        135
 
Changes from:       April 23, 2013                                   Total Change is:        21
       -13       -425          0          3          0          0         30        448          0          0          0          0          1         -2
 
Percent of Open Interest Represented by Each Category of Trader
      91.1       21.3        0.0        0.6        8.6        0.0        5.0       48.6        0.4        1.5       19.6        0.0        1.4        1.5
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          0          4          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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    18,546
Positions
    11,700      1,937         50      1,532      4,252         37      4,731     10,289          0        465      1,823          0         31        158
 
Changes from:       April 23, 2013                                   Total Change is:       173
      -842         10          0        488         50        -28        541        116          0          0          0          0         14         25
 
Percent of Open Interest Represented by Each Category of Trader
      63.1       10.4        0.3        8.3       22.9        0.2       25.5       55.5        0.0        2.5        9.8        0.0        0.2        0.9
 
Number of Traders in Each Category                                    Total Traders:        27
         4          5          .          .          .          .          .          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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    12,291
Positions
     9,946      1,615        104      1,127      3,005          0        598      5,473        502          0      1,204          0         14        388
 
Changes from:       April 23, 2013                                   Total Change is:      -383
      -268        -44         86        -47          0          0       -157       -427          2          0          0          0          1          0
 
Percent of Open Interest Represented by Each Category of Trader
      80.9       13.1        0.8        9.2       24.4        0.0        4.9       44.5        4.1        0.0        9.8        0.0        0.1        3.2
 
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 30, 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     3,495
Positions
     2,732      1,055          0          0        722         36        616      1,304          0          0        318          0        111         60
 
Changes from:       April 23, 2013                                   Total Change is:      -208
       -53         14         -2        -93        -96          0        -44       -135          0          0          0          0        -16         11
 
Percent of Open Interest Represented by Each Category of Trader
      78.2       30.2        0.0        0.0       20.7        1.0       17.6       37.3        0.0        0.0        9.1        0.0        3.2        1.7
 
Number of Traders in Each Category                                    Total Traders:        20
         5          .          0          0          .          .          4          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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    70,776
Positions
     9,134     29,669      1,136      7,065        243         66     35,586     36,033        852      8,165      1,057        109      8,663      1,611
 
Changes from:       April 23, 2013                                   Total Change is:    -7,490
       192       -297          0        377         25         -3     -4,499     -7,319       -196     -2,111        422        108     -1,358       -230
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       41.9        1.6       10.0        0.3        0.1       50.3       50.9        1.2       11.5        1.5        0.2       12.2        2.3
 
Number of Traders in Each Category                                    Total Traders:       121
         8          .          .         11          .          .         39         18          7         35          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 30, 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   388,083
Positions
   104,425     40,838     35,314     54,136     16,172     15,216     41,047    136,501     55,890      7,269      9,202     50,189     24,597     28,761
 
Changes from:       April 23, 2013                                   Total Change is:     6,492
       343     -2,994     -1,193      6,489     -1,848       -547     -4,471      6,181     14,214      1,512        898    -10,495        640      2,276
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       10.5        9.1       13.9        4.2        3.9       10.6       35.2       14.4        1.9        2.4       12.9        6.3        7.4
 
Number of Traders in Each Category                                    Total Traders:       165
        21         10         25          5         11         10         27         46         50         21         13         24
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Traders in Financial Futures - Futures Only Positions as of April 30, 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    10,102
Positions
       225      3,115          0      2,333        289         94      5,792      5,694        908        613          0          0        137          2
 
Changes from:       April 23, 2013                                   Total Change is:      -382
       -83         22          0         60         -2        -43       -318       -336          0          0          0          0          2        -23
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       30.8        0.0       23.1        2.9        0.9       57.3       56.4        9.0        6.1        0.0        0.0        1.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          6          .          .          5          4          .          .          0          0
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Updated May 3, 2013