`Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   183,120
Positions
    92,481      4,466      4,436     18,454     20,113        896     17,399    102,362     10,318      9,810      1,316        538     28,788     38,674
 
Changes from:       April 16, 2013                                   Total Change is:     1,462
    -1,511        928         26        430        -68        195      1,580     -1,491        174       -310       -594        -26        905      2,318
 
Percent of Open Interest Represented by Each Category of Trader
      50.5        2.4        2.4       10.1       11.0        0.5        9.5       55.9        5.6        5.4        0.7        0.3       15.7       21.1
 
Number of Traders in Each Category                                    Total Traders:        91
         8          5          9          6          5          4         16         35         14         13          .          4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    52,477
Positions
    22,799     23,588        565          0      1,944          0     13,632      9,469      2,023        408      2,132          0     13,049     12,755
 
Changes from:       April 16, 2013                                   Total Change is:    -4,122
      -341        860       -337          0          5          0     -2,002     -4,582       -201          1       -367         -1     -1,241        501
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       44.9        1.1        0.0        3.7        0.0       26.0       18.0        3.9        0.8        4.1        0.0       24.9       24.3
 
Number of Traders in Each Category                                    Total Traders:        36
         4          7          .          0          .          0         12          7          6          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   217,005
Positions
    99,402      7,694      4,890     18,681     30,977        823     33,359    100,305     14,205     27,993     11,675        771     16,881     45,665
 
Changes from:       April 16, 2013                                   Total Change is:        30
    -1,564        812        706        -83        562       -411     -1,082     -6,878        842      2,259      1,752        214       -850      2,430
 
Percent of Open Interest Represented by Each Category of Trader
      45.8        3.5        2.3        8.6       14.3        0.4       15.4       46.2        6.5       12.9        5.4        0.4        7.8       21.0
 
Number of Traders in Each Category                                    Total Traders:       114
        11          8         10          5         16          .         20         35         20          9         10          4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   261,864
Positions
   108,399     23,031     10,276     20,099     14,676      1,863     43,682     89,827     32,705      9,570     11,336     12,908     22,362     65,243
 
Changes from:       April 16, 2013                                   Total Change is:    -2,978
   -10,527      3,850        300       -812        777          8      5,120    -15,520      4,105     -6,619      1,384      2,488      2,959       -370
 
Percent of Open Interest Represented by Each Category of Trader
      41.4        8.8        3.9        7.7        5.6        0.7       16.7       34.3       12.5        3.7        4.3        4.9        8.5       24.9
 
Number of Traders in Each Category                                    Total Traders:       152
        11         12          7          6         14          4         31         49         32          9         20         15
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   277,463
Positions
    69,333     16,113     14,268     28,630     51,246      9,747     38,436     64,136     36,993     29,333     17,181      6,689     44,033     61,088
 
Changes from:       April 16, 2013                                   Total Change is:    13,215
     4,058      2,233      1,793       -612     -1,453        239        522      4,225      5,117       -832       -959      2,418        511       -400
 
Percent of Open Interest Represented by Each Category of Trader
      25.0        5.8        5.1       10.3       18.5        3.5       13.9       23.1       13.3       10.6        6.2        2.4       15.9       22.0
 
Number of Traders in Each Category                                    Total Traders:       194
        20         16         12         16         20         14         23         53         43         21         25         23
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   181,538
Positions
    33,580     37,928      6,063      2,058     40,596      1,780     92,854     46,778     11,526      3,441      4,874      1,659     28,576     30,334
 
Changes from:       April 16, 2013                                   Total Change is:    -2,899
     8,925    -19,813      1,006       -638        473        359    -13,450      4,577      3,751      2,374      1,685        -58     -5,167      5,121
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       20.9        3.3        1.1       22.4        1.0       51.1       25.8        6.3        1.9        2.7        0.9       15.7       16.7
 
Number of Traders in Each Category                                    Total Traders:       117
        12         12          8          .          8          .         29         33         23         10         11         10
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    57,551
Positions
    22,877     27,732     19,360      2,138          0          0      3,955      2,144      4,288      1,328          0      3,334        271        693
 
Changes from:       April 16, 2013                                   Total Change is:       220
       835       -876        281       -195          0          0       -569        859          0        -52          0          0        -80        -44
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       48.2       33.6        3.7        0.0        0.0        6.9        3.7        7.5        2.3        0.0        5.8        0.5        1.2
 
Number of Traders in Each Category                                    Total Traders:        29
         7         11         11          .          0          0          5          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   177,827
Positions
     3,395    115,294         33      7,954        712          9    136,188     51,748      1,268     13,625      2,757        240     15,114      5,765
 
Changes from:       April 16, 2013                                   Total Change is:    -2,003
       532       -306          0       -850       -150          8     -5,935     -3,755       -255      1,791       -832         -2      2,707      3,288
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       64.8        0.0        4.5        0.4        0.0       76.6       29.1        0.7        7.7        1.6        0.1        8.5        3.2
 
Number of Traders in Each Category                                    Total Traders:       152
         9         12          .         11          .          .         77         13          9         23          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    41,390
Positions
    15,147     26,587        274      3,885      1,552          0      5,568      1,915        513     15,134     10,142          0        869        407
 
Changes from:       April 16, 2013                                   Total Change is:     2,416
        28      2,533          0      2,128         94          0        757        -74        -85       -333          0          0        -79        -52
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       64.2        0.7        9.4        3.7        0.0       13.5        4.6        1.2       36.6       24.5        0.0        2.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        38
         6          7          .          .          .          0         12          5          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    45,127
Positions
     2,746     28,579        178        521        433          0     36,176     11,546        114        784      1,293          0      4,608      2,984
 
Changes from:       April 16, 2013                                   Total Change is:    -1,513
       308     -3,264         -8        198        175          0     -1,743      1,246         -1       -372        135          0        105        204
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       63.3        0.4        1.2        1.0        0.0       80.2       25.6        0.3        1.7        2.9        0.0       10.2        6.6
 
Number of Traders in Each Category                                    Total Traders:        65
         4         10          4          .          .          0         23         16          .          .          5          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    61,692
Positions
     9,537     37,830        341      3,890        298        619     33,714     10,005        724      2,930      1,900      1,018      8,919      8,956
 
Changes from:       April 16, 2013                                   Total Change is:     1,279
       603      3,666          3         91        204         -6      1,085     -1,227       -558         29        180          7         26       -989
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       61.3        0.6        6.3        0.5        1.0       54.6       16.2        1.2        4.7        3.1        1.7       14.5       14.5
 
Number of Traders in Each Category                                    Total Traders:       117
        17         21          4          5          .          .         40         10          9          9         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   123,385
Positions
    19,073     75,660        682      7,780        596      1,238     67,427     20,010      1,448      5,860      3,801      2,036     17,839     17,912
 
Changes from:       April 16, 2013                                   Total Change is:     2,558
     1,206      7,332          6        181        407        -12      2,169     -2,454     -1,116         58        360         14         52     -1,978
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       61.3        0.6        6.3        0.5        1.0       54.6       16.2        1.2        4.7        3.1        1.7       14.5       14.5
 
Number of Traders in Each Category                                    Total Traders:       117
        17         21          4          5          .          .         40         10          9          9         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   953,095
Positions
    33,044    213,877     43,311    338,224    131,667     61,582    120,092    178,824    150,441     49,685     41,701     25,701    131,016    105,991
 
Changes from:       April 16, 2013                                   Total Change is:   -26,745
    -2,234     -9,503      1,701    -10,757      1,134        398       -109     -4,061    -26,911      3,429      3,421     -3,913     11,652     10,989
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       22.4        4.5       35.5       13.8        6.5       12.6       18.8       15.8        5.2        4.4        2.7       13.7       11.1
 
Number of Traders in Each Category                                    Total Traders:       603
        27         47         34        123         56         64         93        131        109         55         71         53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   237,156
Positions
    16,433     63,509      4,111     60,666     28,641     10,879     17,520     16,668     41,093     13,987     11,386      8,881     63,587     51,988
 
Changes from:       April 16, 2013                                   Total Change is:    -4,642
     1,958     -1,142       -204       -910       -872        157      6,314      2,739    -16,104      1,234        384       -978      3,891     11,378
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       26.8        1.7       25.6       12.1        4.6        7.4        7.0       17.3        5.9        4.8        3.7       26.8       21.9
 
Number of Traders in Each Category                                    Total Traders:       110
         6         10          5         19          9         11         22         23         40         12          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,579,695
Positions
   180,895    849,682     98,161  1,417,969    545,310    223,334    605,014    902,931    454,590    185,017    158,100     77,573    337,142    270,014
 
Changes from:       April 16, 2013                                   Total Change is:  -110,513
      -303    -21,145    -11,132    -50,335      8,932      2,307     13,744     11,858    -99,893      9,535     13,745    -13,238     38,802     -1,948
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       23.7        2.7       39.6       15.2        6.2       16.9       25.2       12.7        5.2        4.4        2.2        9.4        7.5
 
Number of Traders in Each Category                                    Total Traders:       565
        29         45         29        115         51         59         91        121         99         48         65         45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   109,054
Positions
     2,764     45,433         74     56,935     48,562      1,928     32,393      6,133      1,249        898      2,215          0     12,813      3,460
 
Changes from:       April 16, 2013                                   Total Change is:    -3,330
      -928     -3,948          3       -953         27          3     -1,325        371       -239         57          0          0         52        453
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       41.7        0.1       52.2       44.5        1.8       29.7        5.6        1.1        0.8        2.0        0.0       11.7        3.2
 
Number of Traders in Each Category                                    Total Traders:        98
         4         16          .         35         14         10         19          6          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    72,921
Positions
     3,602     48,952        968     31,352      5,554      1,236     25,604      7,992      1,505      2,203      2,403        926      5,527      3,386
 
Changes from:       April 16, 2013                                   Total Change is:    -3,272
       719     -2,893        -35       -762        -40        174     -3,141       -821        190       -615      1,061        385       -187     -1,293
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       67.1        1.3       43.0        7.6        1.7       35.1       11.0        2.1        3.0        3.3        1.3        7.6        4.6
 
Number of Traders in Each Category                                    Total Traders:       223
        16         26          4         29         20         12         61         32         19         21         17         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   364,607
Positions
    18,009    244,759      4,838    156,758     27,770      6,181    128,018     39,958      7,524     11,014     12,016      4,630     27,635     16,930
 
Changes from:       April 16, 2013                                   Total Change is:   -16,360
     3,595    -14,465       -177     -3,812       -201        870    -15,704     -4,104        952     -3,074      5,303      1,926       -936     -6,464
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       67.1        1.3       43.0        7.6        1.7       35.1       11.0        2.1        3.0        3.3        1.3        7.6        4.6
 
Number of Traders in Each Category                                    Total Traders:       223
        16         26          4         29         20         12         61         32         19         21         17         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   369,571
Positions
    91,965     38,369      4,202    125,412    155,382     22,971     87,169    115,616      9,016      6,944      7,451        782     21,110     15,783
 
Changes from:       April 16, 2013                                   Total Change is:     4,141
     5,998      1,729        -40     -4,807      2,481      2,146      1,649        515       -757       -223       -991         84         93     -1,025
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       10.4        1.1       33.9       42.0        6.2       23.6       31.3        2.4        1.9        2.0        0.2        5.7        4.3
 
Number of Traders in Each Category                                    Total Traders:       258
        24          9          .         56         38         24         55         46         15         13         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    75,334
Positions
     7,992     31,317          0     25,612          0         37     18,865     15,707          9     11,900      4,620          0     10,919     23,644
 
Changes from:       April 16, 2013                                   Total Change is:    -1,158
      -243        233        -14         41          0          1      1,374       -873         -9       -867        -50          0     -1,441       -446
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       41.6        0.0       34.0        0.0        0.0       25.0       20.8        0.0       15.8        6.1        0.0       14.5       31.4
 
Number of Traders in Each Category                                    Total Traders:        69
         6          9          0         15          0          .         17          9          .          9          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    87,081
Positions
    31,073     19,050      1,413     14,541      6,817          0     26,533     10,065        383      3,547      4,013          0      9,591     45,340
 
Changes from:       April 16, 2013                                   Total Change is:    -2,719
      -897       -282       -220       -131        160          0        784     -2,588        -11        473       -517        -50     -2,667        789
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       21.9        1.6       16.7        7.8        0.0       30.5       11.6        0.4        4.1        4.6        0.0       11.0       52.1
 
Number of Traders in Each Category                                    Total Traders:        86
        21         15          5          9          .          0         17         11          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    85,346
Positions
    15,568     37,836      2,316     31,099     23,220      3,988     24,967     14,061      1,827        212          0          0      5,369      2,098
 
Changes from:       April 16, 2013                                   Total Change is:       758
      -165       -294        108      1,504        935       -280        114        763       -182          0          0          0       -341       -292
 
Percent of Open Interest Represented by Each Category of Trader
      18.2       44.3        2.7       36.4       27.2        4.7       29.3       16.5        2.1        0.2        0.0        0.0        6.3        2.5
 
Number of Traders in Each Category                                    Total Traders:        75
         5          7          .         26         20         11         11          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   199,130
Positions
     6,377     96,499      3,699    107,972     26,470      7,977     43,455     51,384      1,310     12,174      4,695        297     15,869      6,799
 
Changes from:       April 16, 2013                                   Total Change is:    -3,826
        69     -4,325      1,083     -2,412      1,407        707     -2,183       -723        -39        981     -1,325       -175     -1,857       -436
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       48.5        1.9       54.2       13.3        4.0       21.8       25.8        0.7        6.1        2.4        0.1        8.0        3.4
 
Number of Traders in Each Category                                    Total Traders:       147
        11         19          5         42         22         19         24          9          7         15          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   867,460
Positions
    15,195    125,542     46,193    293,015    191,482     86,733    126,135     82,549     99,399     16,844     45,637      8,819    175,127    181,106
 
Changes from:       April 16, 2013                                   Total Change is:    47,842
     7,007     -2,171      4,909        667      9,358      3,971      5,712      4,426     16,220      1,125      4,750       -139      8,371      6,517
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       14.5        5.3       33.8       22.1       10.0       14.5        9.5       11.5        1.9        5.3        1.0       20.2       20.9
 
Number of Traders in Each Category                                    Total Traders:       193
         5         26         23         35         33         38         35         35         48          8         16         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   397,538
Positions
    18,224    107,504      1,095    247,648     47,744     32,241      8,996    136,238      2,307      6,570     12,131         25     80,432     58,253
 
Changes from:       April 16, 2013                                   Total Change is:    11,251
    13,497     -2,027        133     -3,329     -2,143        185        193     14,065       -859       -322       -115         25      1,728      1,987
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       27.0        0.3       62.3       12.0        8.1        2.3       34.3        0.6        1.7        3.1        0.0       20.2       14.7
 
Number of Traders in Each Category                                    Total Traders:        72
         .         12          4         29          9         15          .         11          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,011,090
Positions
    55,915    124,956     33,095    193,850    194,995     54,911    283,561    293,973    136,652     84,998     58,678     27,306    140,803     86,524
 
Changes from:       April 16, 2013                                   Total Change is:    16,888
    12,700     -4,208      5,006      2,135    -13,804       -436     -9,344     15,954     15,822    -11,048      1,646      1,191        863     -4,282
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       12.4        3.3       19.2       19.3        5.4       28.0       29.1       13.5        8.4        5.8        2.7       13.9        8.6
 
Number of Traders in Each Category                                    Total Traders:       203
        14         21         12         32         25         26         46         27         35         21         17          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    55,437
Positions
    18,747     24,455     10,124          0        400        668     18,995     15,466      3,079        200         17        855      2,769        373
 
Changes from:       April 16, 2013                                   Total Change is:     1,959
     1,564     -1,169      1,666          0          0        -49     -3,998      1,019        333         -4         17        138      2,309          4
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       44.1       18.3        0.0        0.7        1.2       34.3       27.9        5.6        0.4        0.0        1.5        5.0        0.7
 
Number of Traders in Each Category                                    Total Traders:        41
         8         11         11          0          .          .          9         10          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,911,735
Positions
   102,979    288,610    276,594    530,173    809,771    277,972    835,817    225,263    418,401     40,664    136,992     85,690    343,445    392,443
 
Changes from:       April 16, 2013                                   Total Change is:   122,454
     1,432    -25,414     45,494     16,240     27,084     -8,261      5,282     -7,934     48,984     -6,644     24,352      9,445     10,481      8,703
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        9.9        9.5       18.2       27.8        9.5       28.7        7.7       14.4        1.4        4.7        2.9       11.8       13.5
 
Number of Traders in Each Category                                    Total Traders:       353
        25         48         57         29         72         60         78         55         89         10         36         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,087,148
Positions
   212,693    231,533    159,704    527,198    481,596    150,579    465,194    436,523    206,017     57,617    119,932     32,922    275,224    268,343
 
Changes from:       April 16, 2013                                   Total Change is:   -25,788
    30,625     -4,623     11,961   -126,277     14,024     14,804     35,132    -70,443      4,600     -4,110        878      2,129      5,348        884
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       11.1        7.7       25.3       23.1        7.2       22.3       20.9        9.9        2.8        5.7        1.6       13.2       12.9
 
Number of Traders in Each Category                                    Total Traders:       228
        13         32         25         27         39         33         50         40         44          9         18         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   363,405
Positions
   133,374    121,250    107,290          0      3,241      3,187     35,319     24,137     48,379        411      6,858     10,938     24,507     38,126
 
Changes from:       April 16, 2013                                   Total Change is:    13,199
     8,914     13,382      2,901          0          0          0       -132     -3,093      1,841        213         33       -336       -201     -1,529
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       33.4       29.5        0.0        0.9        0.9        9.7        6.6       13.3        0.1        1.9        3.0        6.7       10.5
 
Number of Traders in Each Category                                    Total Traders:        66
        17         20         26          0          .          .         10         10         15          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,593,596
Positions
 1,222,913  2,867,908  2,622,153  1,017,443    594,839    276,176  1,768,744    452,832  3,740,252    177,282    182,701    760,703  1,007,930  1,096,033
 
Changes from:       April 16, 2013                                   Total Change is:   276,761
  -133,231     17,315     77,671     13,562    -98,907      5,665     92,169     -2,248    117,669    -23,728      1,774    114,012     12,972     43,810
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       22.8       20.8        8.1        4.7        2.2       14.0        3.6       29.7        1.4        1.5        6.0        8.0        8.7
 
Number of Traders in Each Category                                    Total Traders:       270
        24         56         78         11         17         24         56         57         89         15         20         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,720
Positions
     7,980      2,286          0         52        748          0        404      3,796         37        128      1,716          0        119        137
 
Changes from:       April 16, 2013                                   Total Change is:       284
       216        -22          0          2          0          0         37        302          0          0          0          0         29          4
 
Percent of Open Interest Represented by Each Category of Trader
      91.5       26.2        0.0        0.6        8.6        0.0        4.6       43.5        0.4        1.5       19.7        0.0        1.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          0          4          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    18,373
Positions
    12,542      1,927         50      1,044      4,202         65      4,190     10,173          0        465      1,823          0         17        133
 
Changes from:       April 16, 2013                                   Total Change is:       417
       206        -22          0        137        -27        -16       -115        486          0        215          0          0        -10         -4
 
Percent of Open Interest Represented by Each Category of Trader
      68.3       10.5        0.3        5.7       22.9        0.4       22.8       55.4        0.0        2.5        9.9        0.0        0.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        27
         4          5          .          .          .          .          .          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    12,674
Positions
    10,214      1,659         18      1,174      3,005          0        755      5,900        500          0      1,204          0         13        388
 
Changes from:       April 16, 2013                                   Total Change is:      -378
      -665       -474         18          0          0          0        290         79         -1          0          0          0        -20          0
 
Percent of Open Interest Represented by Each Category of Trader
      80.6       13.1        0.1        9.3       23.7        0.0        6.0       46.6        3.9        0.0        9.5        0.0        0.1        3.1
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          .          .          .          0          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     3,703
Positions
     2,785      1,041          2         93        818         36        660      1,439          0          0        318          0        127         49
 
Changes from:       April 16, 2013                                   Total Change is:       233
        -6        -27          2         61        -29          0        205        305          0          0          0          0        -29        -18
 
Percent of Open Interest Represented by Each Category of Trader
      75.2       28.1        0.1        2.5       22.1        1.0       17.8       38.9        0.0        0.0        8.6        0.0        3.4        1.3
 
Number of Traders in Each Category                                    Total Traders:        22
         5          .          .          .          4          .          4          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    78,650
Positions
     8,942     29,968      1,198      6,688        218         69     40,223     43,470      1,116     10,276        670         32     10,106      1,909
 
Changes from:       April 16, 2013                                   Total Change is:       469
      -361        267         -4        530         15       -135     -2,960      3,444        196        972     -3,554         -6      2,236        245
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       38.1        1.5        8.5        0.3        0.1       51.1       55.3        1.4       13.1        0.9        0.0       12.8        2.4
 
Number of Traders in Each Category                                    Total Traders:       133
         6          .          .         11          .          .         47         16          8         43          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   381,591
Positions
   104,082     43,832     36,507     47,647     18,020     15,763     45,518    130,320     41,676      5,757      8,304     60,684     23,957     26,485
 
Changes from:       April 16, 2013                                   Total Change is:   -73,503
   -19,714         67    -23,655    -10,485        699        792     -5,966    -31,468      2,187         73     -3,817    -10,987     -5,748     -7,321
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       11.5        9.6       12.5        4.7        4.1       11.9       34.2       10.9        1.5        2.2       15.9        6.3        6.9
 
Number of Traders in Each Category                                    Total Traders:       161
        21         12         22          5         12         10         24         46         45         22          8         26
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Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2013                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,484
Positions
       308      3,093          0      2,273        291        137      6,110      6,030        908        613          0          0        135         25
 
Changes from:       April 16, 2013                                   Total Change is:       149
       102          5          0        100         31       -150        113        259          0         11          0          0        -27          4
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       29.5        0.0       21.7        2.8        1.3       58.3       57.5        8.7        5.8        0.0        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          6          .          .          5          4          .          .          0          0
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Updated April 26, 2013