`Traders in Financial Futures - Futures Only Positions as of March 19, 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   308,970
Positions
   109,122     59,716     72,781     16,966     19,366        181     53,087    106,401     10,139     19,307      1,688         19     27,368     38,679
 
Changes from:       March 12, 2013                                   Total Change is:    59,820
     5,702     -2,565     48,451     -1,170       -369        -51      5,993     14,750        910       -933        733       -353      1,271     -1,686
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       19.3       23.6        5.5        6.3        0.1       17.2       34.4        3.3        6.2        0.5        0.0        8.9       12.5
 
Number of Traders in Each Category                                    Total Traders:        95
        13          8         10          5          4          .         16         34          8         12          .          .
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Traders in Financial Futures - Futures Only Positions as of March 19, 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    50,580
Positions
    29,305      8,806          3          0      2,274          0     11,623     19,178        285      1,528          0          0      7,836     20,034
 
Changes from:       March 12, 2013                                   Total Change is:   -18,828
    -3,885     -8,688     -2,473          0        378          0     -3,872      1,653     -6,491          0       -611          0     -2,107     -2,596
 
Percent of Open Interest Represented by Each Category of Trader
      57.9       17.4        0.0        0.0        4.5        0.0       23.0       37.9        0.6        3.0        0.0        0.0       15.5       39.6
 
Number of Traders in Each Category                                    Total Traders:        42
         7          5          .          0          4          0         10         15          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of March 19, 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   212,517
Positions
   105,250      4,520        139     21,232     28,116        768     35,073    117,759      4,303     31,201     10,239          0     14,551     46,673
 
Changes from:       March 12, 2013                                   Total Change is:   -84,613
   -48,646    -21,668    -31,467        438        463       -114     11,702     23,073    -20,246     27,397    -10,415    -18,664     -5,013     -5,575
 
Percent of Open Interest Represented by Each Category of Trader
      49.5        2.1        0.1       10.0       13.2        0.4       16.5       55.4        2.0       14.7        4.8        0.0        6.8       22.0
 
Number of Traders in Each Category                                    Total Traders:       112
        11          5          .          8         14          5         14         41          9          8         11          0
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Traders in Financial Futures - Futures Only Positions as of March 19, 2013                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   216,674
Positions
    98,355     14,504        505     20,506     13,589      1,523     41,097    116,075      1,291     36,897     13,718         11     16,489     55,458
 
Changes from:       March 12, 2013                                   Total Change is:   -71,800
   -39,467     -2,588    -13,543         31        364       -121      8,828    -26,134    -23,677      2,081        964     -2,624     -3,308     -4,441
 
Percent of Open Interest Represented by Each Category of Trader
      45.4        6.7        0.2        9.5        6.3        0.7       19.0       53.6        0.6       17.0        6.3        0.0        7.6       25.6
 
Number of Traders in Each Category                                    Total Traders:       126
        10          9          .          5          9          .         21         44          9          6         22          .
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Traders in Financial Futures - Futures Only Positions as of March 19, 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   195,073
Positions
    53,922     10,254      1,310     30,547     33,381      8,042     35,843     72,519      2,581     23,468     14,348      1,126     38,234     51,512
 
Changes from:       March 12, 2013                                   Total Change is:   -18,040
     7,188    -13,423     -8,275     -6,868      2,800      4,052     -8,457      3,973     -2,846      5,781      2,149     -3,819     -4,796     -2,651
 
Percent of Open Interest Represented by Each Category of Trader
      27.6        5.3        0.7       15.7       17.1        4.1       18.4       37.2        1.3       12.0        7.4        0.6       19.6       26.4
 
Number of Traders in Each Category                                    Total Traders:       168
        19         12          7         16         22         12         13         50         10         13         23          5
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Traders in Financial Futures - Futures Only Positions as of March 19, 2013                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   158,807
Positions
    16,405     46,091          0      1,232     41,547        890    105,678     45,006        560      2,366      2,992          0     31,676     21,721
 
Changes from:       March 12, 2013                                   Total Change is:   -24,288
   -17,770     17,994    -26,924        512     -1,650       -395     18,784     -3,503     -1,247     -1,318     -2,723       -687      4,757     -5,153
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       29.0        0.0        0.8       26.2        0.6       66.5       28.3        0.4        1.5        1.9        0.0       19.9       13.7
 
Number of Traders in Each Category                                    Total Traders:        85
         5         11          0          .          7          .         21         29          .          .          8          0
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Traders in Financial Futures - Futures Only Positions as of March 19, 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    58,357
Positions
    21,535     30,307     19,877      4,273          0          0      2,877        104      4,335      1,369        215      3,333        758        186
 
Changes from:       March 12, 2013                                   Total Change is:    -4,485
       205     -2,208     -1,814        667          0          0     -1,928        104       -309     -1,400          5          0         94       -263
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       51.9       34.1        7.3        0.0        0.0        4.9        0.2        7.4        2.3        0.4        5.7        1.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        26
         6         10         11          .          0          0          5          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   156,281
Positions
     3,957     72,156          0     11,750        653          0    117,668     77,179        228     11,065      3,897          9     11,604      2,159
 
Changes from:       March 12, 2013                                   Total Change is:   -36,483
    -6,972    -23,531       -568      1,241        150          0     13,485     10,998    -24,060    -19,536      1,077       -175        102       -374
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       46.2        0.0        7.5        0.4        0.0       75.3       49.4        0.1        7.1        2.5        0.0        7.4        1.4
 
Number of Traders in Each Category                                    Total Traders:       142
         7         10          0         11          .          0         74         14          .         16          8          .
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Traders in Financial Futures - Futures Only Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    39,835
Positions
    11,468     27,278        290      3,192        603        308      7,789      1,584        834     14,631      8,387        172      1,151        379
 
Changes from:       March 12, 2013                                   Total Change is:     3,891
     2,976      3,073         16     -1,090        503          0         68        350        -60      1,955          0          0         26          9
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       68.5        0.7        8.0        1.5        0.8       19.6        4.0        2.1       36.7       21.1        0.4        2.9        1.0
 
Number of Traders in Each Category                                    Total Traders:        36
         5          6          .          .          .          .         13          5          .          4          .          .
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Traders in Financial Futures - Futures Only Positions as of March 19, 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    28,933
Positions
     3,290     13,860          0        722        108          0     21,132     11,742        112        509        586          0      3,168      2,525
 
Changes from:       March 12, 2013                                   Total Change is:    -3,880
      -316     -3,104     -1,015        -22          0        -24       -776      4,112     -1,097         34     -2,526          0       -664       -226
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       47.9        0.0        2.5        0.4        0.0       73.0       40.6        0.4        1.8        2.0        0.0       10.9        8.7
 
Number of Traders in Each Category                                    Total Traders:        52
         6          4          0          .          .          0         13         19          .          .          4          0
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Traders in Financial Futures - Futures Only Positions as of March 19, 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    53,674
Positions
     6,799     32,158        190      5,279        208        471     29,148      9,644        295      3,055      2,227          0      8,439      8,483
 
Changes from:       March 12, 2013                                   Total Change is:   -49,027
    -6,814        -10    -36,366     -1,629        195         10      1,764     -3,675     -2,659        609        147       -371     -3,571     -6,298
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       59.9        0.4        9.8        0.4        0.9       54.3       18.0        0.5        5.7        4.1        0.0       15.7       15.8
 
Number of Traders in Each Category                                    Total Traders:       107
        15         17          .          5          .          .         34         12          5          9         12          0
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Traders in Financial Futures - Futures Only Positions as of March 19, 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   107,348
Positions
    13,597     64,316        379     10,557        415        942     58,296     19,288        590      6,109      4,453          0     16,878     16,965
 
Changes from:       March 12, 2013                                   Total Change is:   -56,361
   -19,825     -7,215    -33,686       -258        389         20        649     -9,508       -254      1,217        294       -241     -3,983     -6,160
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       59.9        0.4        9.8        0.4        0.9       54.3       18.0        0.5        5.7        4.1        0.0       15.7       15.8
 
Number of Traders in Each Category                                    Total Traders:       107
        15         17          .          5          .          .         34         12          5          9         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   724,003
Positions
    37,436    208,517     21,569    335,604    130,731     58,398    106,324    174,319     19,532     43,589     30,783      4,193     97,358     75,959
 
Changes from:       March 12, 2013                                   Total Change is:  -293,097
   -14,377     11,861   -160,395     15,581      2,239    -14,481    -19,760    -31,802    -39,107     -4,445     -3,449    -10,876    -45,238    -47,087
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       28.8        3.0       46.4       18.1        8.1       14.7       24.1        2.7        6.0        4.3        0.6       13.4       10.5
 
Number of Traders in Each Category                                    Total Traders:       535
        30         42         15        121         51         57         89        107         62         48         47         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   155,000
Positions
    10,467     60,342      1,614     63,474     28,596      9,727      9,839     13,532        660      9,531      9,304      2,233     47,455     28,992
 
Changes from:       March 12, 2013                                   Total Change is:  -102,778
   -47,032    -13,791    -24,938     -1,791       -633     -2,033     -8,958    -19,600     -2,297     -2,229     -2,244     -2,838    -10,662    -34,404
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       38.9        1.0       41.0       18.4        6.3        6.3        8.7        0.4        6.1        6.0        1.4       30.6       18.7
 
Number of Traders in Each Category                                    Total Traders:        86
         5         12          .         19          9         11         16         15          6          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,845,013
Positions
   199,344    805,377     35,275  1,390,430    540,455    213,577    506,631    828,143     70,152    170,289    107,396      9,802    249,513    234,836
 
Changes from:       March 12, 2013                                   Total Change is:  -951,596
   -95,018   -130,035   -418,990     82,935     10,432    -58,312   -124,574   -131,572   -113,486    -44,859    -39,807     -6,410   -172,882    -63,416
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       28.3        1.2       48.9       19.0        7.5       17.8       29.1        2.5        6.0        3.8        0.3        8.8        8.3
 
Number of Traders in Each Category                                    Total Traders:       507
        27         41         14        111         47         51         89        103         56         43         46         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   114,585
Positions
     3,099     54,944          0     58,664     48,272      1,624     37,581      4,575        282        589      2,239          0     12,746      2,649
 
Changes from:       March 12, 2013                                   Total Change is:   -23,894
      -884     -1,416    -16,178       -763      1,034       -426     -3,126     -3,398     -2,409       -271          0          0        163     -1,101
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       48.0        0.0       51.2       42.1        1.4       32.8        4.0        0.2        0.5        2.0        0.0       11.1        2.3
 
Number of Traders in Each Category                                    Total Traders:        97
         5         15          0         37         15         11         16          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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    68,041
Positions
     1,567     47,996        267     31,744      6,957        585     25,241      7,295        339      2,915      1,777         55      5,329      2,769
 
Changes from:       March 12, 2013                                   Total Change is:   -23,282
    -1,203      6,939    -16,837      2,248        593     -1,101     -4,113     -7,346       -891         78     -2,111       -148     -1,316     -2,381
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       70.5        0.4       46.7       10.2        0.9       37.1       10.7        0.5        4.3        2.6        0.1        7.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       209
        15         22          .         28         19          9         63         31         12         22          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   340,205
Positions
     7,834    239,980      1,333    158,718     34,787      2,925    126,204     36,475      1,697     14,575      8,887        274     26,645     13,847
 
Changes from:       March 12, 2013                                   Total Change is:  -116,411
    -6,016     34,695    -84,183     11,241      2,967     -5,503    -20,564    -36,728     -4,456        390    -10,556       -742     -6,578    -11,905
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       70.5        0.4       46.7       10.2        0.9       37.1       10.7        0.5        4.3        2.6        0.1        7.8        4.1
 
Number of Traders in Each Category                                    Total Traders:       209
        15         22          .         28         19          9         63         31         12         22          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   374,294
Positions
    65,437     63,690      7,885    148,428    153,744     19,057     94,666    100,061      7,912      5,173      9,203          0     25,736     12,742
 
Changes from:       March 12, 2013                                   Total Change is:   -47,391
      -733     -3,933    -25,155       -937     -3,683        139    -13,678      2,342     -5,426       -207     -4,416       -455       -939     -6,804
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       17.0        2.1       39.7       41.1        5.1       25.3       26.7        2.1        1.4        2.5        0.0        6.9        3.4
 
Number of Traders in Each Category                                    Total Traders:       251
        18         15          .         55         37         24         58         43         12         11         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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    63,673
Positions
     7,315     26,931        160     22,297          0        129     12,396     12,755          0     11,948      4,492          0      9,428     19,206
 
Changes from:       March 12, 2013                                   Total Change is:    -3,792
      -852       -895         46        215          0        107     -2,306     -1,970       -201      1,084        245          0     -1,885     -1,124
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       42.3        0.3       35.0        0.0        0.2       19.5       20.0        0.0       18.8        7.1        0.0       14.8       30.2
 
Number of Traders in Each Category                                    Total Traders:        66
         5         11          .         14          0          .         14          9          0         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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    69,920
Positions
    23,022     11,537      1,301      7,895      5,277      1,535     25,068      5,759          2      2,963      1,205          0      8,134     43,304
 
Changes from:       March 12, 2013                                   Total Change is:    -4,962
    -3,988      2,563      1,018        994        -77         81     -1,595       -656          0     -1,347        418          0       -125     -8,309
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       16.5        1.9       11.3        7.5        2.2       35.9        8.2        0.0        4.2        1.7        0.0       11.6       61.9
 
Number of Traders in Each Category                                    Total Traders:        81
        18         11          4          8          .          .         24          7          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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    85,452
Positions
    10,813     40,342      4,802     34,102     17,010      4,145     25,656     15,991        581        212          0          0      5,141      2,581
 
Changes from:       March 12, 2013                                   Total Change is:   -22,255
    -1,341     -9,080    -11,985        687        117       -145     -2,188      5,919     -6,545        212          0          0       -950       -536
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       47.2        5.6       39.9       19.9        4.9       30.0       18.7        0.7        0.2        0.0        0.0        6.0        3.0
 
Number of Traders in Each Category                                    Total Traders:        69
         4          6          .         24         18         11         10          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   191,044
Positions
     7,175     97,551      2,418    105,176     17,112      9,064     40,594     56,437        400     10,203      3,625        552     15,462      3,885
 
Changes from:       March 12, 2013                                   Total Change is:   -38,489
    -3,943      6,354    -27,540      8,887        494       -880       -892     -1,502     -3,002        303     -1,219       -569    -10,853    -10,625
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       51.1        1.3       55.1        9.0        4.7       21.2       29.5        0.2        5.3        1.9        0.3        8.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       142
        11         20          .         44         15         20         24          9          5         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   612,710
Positions
     8,983     86,362      4,955    262,242    187,456     66,726    123,649     72,639      8,783     12,566     26,784         18    124,788    158,987
 
Changes from:       March 12, 2013                                   Total Change is:   -29,275
    -8,527     22,107     -5,099     -1,838     -7,275        953      4,694    -19,869     -4,339    -12,464       -115          0     -2,655    -15,638
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       14.1        0.8       42.8       30.6       10.9       20.2       11.9        1.4        2.1        4.4        0.0       20.4       25.9
 
Number of Traders in Each Category                                    Total Traders:       160
         6         18          .         38         27         33         27         32         10          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   381,333
Positions
     3,545    110,656        424    247,408     47,239     34,049      5,497    112,560      4,922     12,234     14,460          0     73,254     57,023
 
Changes from:       March 12, 2013                                   Total Change is:    -5,762
         0      3,709     -4,921        584     -3,508      2,273       -266      3,589        413     -1,679      1,967          0     -2,166     -9,284
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       29.0        0.1       64.9       12.4        8.9        1.4       29.5        1.3        3.2        3.8        0.0       19.2       15.0
 
Number of Traders in Each Category                                    Total Traders:        68
         .         11          4         29          9         17          .         12          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   937,169
Positions
    48,906    134,120      3,687    195,118    222,343     59,268    321,682    331,083     39,617    121,793     47,655     20,390    126,708     79,006
 
Changes from:       March 12, 2013                                   Total Change is:   -86,682
   -40,516      9,201    -13,590     -7,365     27,128     -3,305     -7,230    -95,151     -6,516     -5,753     -2,500      1,636     -4,043     -3,585
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       14.3        0.4       20.8       23.7        6.3       34.3       35.3        4.2       13.0        5.1        2.2       13.5        8.4
 
Number of Traders in Each Category                                    Total Traders:       206
        14         23          6         31         26         29         43         31         23         21         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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    52,619
Positions
    15,250     22,313      8,268          0        335        115     23,268     15,791      3,596         51          0        299      1,772      1,902
 
Changes from:       March 12, 2013                                   Total Change is:       445
     1,786       -538        586          0          0          0     -2,842       -493        604        -19          0        -45        375        331
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       42.4       15.7        0.0        0.6        0.2       44.2       30.0        6.8        0.1        0.0        0.6        3.4        3.6
 
Number of Traders in Each Category                                    Total Traders:        43
        10          8         10          0          .          .          8         14         11          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 2,108,233
Positions
   107,750    210,400     35,645    549,760    865,807    202,535    786,427    283,586     66,513     52,668     98,049     11,935    295,000    333,763
 
Changes from:       March 12, 2013                                   Total Change is:     6,807
   -36,400     29,802      4,678     48,376    -54,019     16,038     -9,184     28,372    -47,658      2,988      6,641      2,933     25,036     20,020
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       10.0        1.7       26.1       41.1        9.6       37.3       13.5        3.2        2.5        4.7        0.6       14.0       15.8
 
Number of Traders in Each Category                                    Total Traders:       300
        24         37         12         28         64         54         56         58         38         10         22          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 1,690,194
Positions
   386,919    146,817     21,908    526,085    496,536    104,646    306,215    534,576     33,139     80,090     99,692     10,753    220,439    242,127
 
Changes from:       March 12, 2013                                   Total Change is:    29,872
    18,705     11,523      3,867     -2,127      7,643       -823     20,532     16,209    -13,161     -4,794      7,233      1,101      6,572     -3,720
 
Percent of Open Interest Represented by Each Category of Trader
      22.9        8.7        1.3       31.1       29.4        6.2       18.1       31.6        2.0        4.7        5.9        0.6       13.0       14.3
 
Number of Traders in Each Category                                    Total Traders:       204
        13         26          7         30         38         35         33         45         21          5         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   350,306
Positions
   116,872    118,618    102,546      1,274      2,991      3,310     46,477     25,039     45,350        290      7,770     10,743     23,444     33,939
 
Changes from:       March 12, 2013                                   Total Change is:    20,962
    -2,651     12,667     10,439          0          0          0     11,006     -1,726       -417         20          0        253      2,312       -254
 
Percent of Open Interest Represented by Each Category of Trader
      33.4       33.9       29.3        0.4        0.9        0.9       13.3        7.1       12.9        0.1        2.2        3.1        6.7        9.7
 
Number of Traders in Each Category                                    Total Traders:        69
        16         20         26          .          .          .         17          7         19          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 8,949,610
Positions
 1,681,405  2,459,757  1,620,802    961,077    747,829    198,068  1,250,761    499,305  1,891,587    152,527    153,226    275,177    918,206  1,103,859
 
Changes from:       March 12, 2013                                   Total Change is:  -654,425
    34,975   -285,103   -275,287     48,750    104,374        257   -231,646    -59,031    -86,948    -96,744    -41,289        726    -48,508    -12,124
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       27.5       18.1       10.7        8.4        2.2       14.0        5.6       21.1        1.7        1.7        3.1       10.3       12.3
 
Number of Traders in Each Category                                    Total Traders:       233
        28         42         63          8          8         18         53         42         76         11         19         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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     8,647
Positions
     7,053      2,103          0         38        802          1      1,356      4,748         17        140        866          0         42        110
 
Changes from:       March 12, 2013                                   Total Change is:    -2,614
      -703       -489          0         -2          0          0       -769       -976     -1,127        -20          0          0          7        -22
 
Percent of Open Interest Represented by Each Category of Trader
      81.6       24.3        0.0        0.4        9.3        0.0       15.7       54.9        0.2        1.6       10.0        0.0        0.5        1.3
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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    14,071
Positions
     9,227      1,202          0        526      3,608         36      4,255      6,862          0          0      2,323          0         27         40
 
Changes from:       March 12, 2013                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      65.6        8.5        0.0        3.7       25.6        0.3       30.2       48.8        0.0        0.0       16.5        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        23
         5          .          0          .          .          .          .          4          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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    85,693
Positions
     9,340     32,082      1,201      5,729        119        272     54,502     49,225        809      6,855        817          0      6,985      1,168
 
Changes from:       March 12, 2013                                   Total Change is:     5,745
       605     16,042        -73       -483        119          0      8,846     -8,751       -782     -1,334        245       -248       -786       -807
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       37.4        1.4        6.7        0.1        0.3       63.6       57.4        0.9        8.0        1.0        0.0        8.2        1.4
 
Number of Traders in Each Category                                    Total Traders:       124
         5          .          .         12          .          .         56         12          4         28          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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   463,432
Positions
   124,046     57,793     46,819     59,368     16,005     12,758     63,145    164,029     54,448      6,430     11,925     64,902     31,516     34,753
 
Changes from:       March 12, 2013                                   Total Change is:    28,682
     1,938      6,548      7,032     -1,202       -140     -3,116     -4,250    -12,522      9,453        141      1,104        386     18,300     19,937
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       12.5       10.1       12.8        3.5        2.8       13.6       35.4       11.7        1.4        2.6       14.0        6.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       182
        22         11         23          8          9          8         34         51         51         18         21         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    12,615
Positions
       145      7,945          0      2,802        416        260      7,840      3,082        908        369          0          0        291          4
 
Changes from:       March 12, 2013                                   Total Change is:        86
      -356      4,835          0       -185        -60         95        721     -4,267       -374         54       -122        -18        149         -3
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       63.0        0.0       22.2        3.3        2.1       62.1       24.4        7.2        2.9        0.0        0.0        2.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated March 22, 2013