`Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   156,734
Positions
    71,874     12,767      2,614     17,773     19,022        168     16,634     79,795      8,762      6,963      1,825        576     31,371     31,204
 
Changes from:       April 30, 2013                                   Total Change is:   -15,874
   -17,535      5,954     -1,274       -417       -584       -238      2,338    -14,548       -695       -620       -260         -6      2,574     -4,223
 
Percent of Open Interest Represented by Each Category of Trader
      45.9        8.1        1.7       11.3       12.1        0.1       10.6       50.9        5.6        4.4        1.2        0.4       20.0       19.9
 
Number of Traders in Each Category                                    Total Traders:        78
         7          6          8          6          .          4         19         25         13          7          5          5
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    51,056
Positions
    27,869     19,233        626          0      1,811          0      8,092     11,655      1,270      3,035      1,621          0     10,164     14,840
 
Changes from:       April 30, 2013                                   Total Change is:    -2,553
       371        345       -127          0        -33          0       -977     -1,700       -696         35     -1,388         -1     -1,159      1,047
 
Percent of Open Interest Represented by Each Category of Trader
      54.6       37.7        1.2        0.0        3.5        0.0       15.8       22.8        2.5        5.9        3.2        0.0       19.9       29.1
 
Number of Traders in Each Category                                    Total Traders:        40
         8          7          .          0          .          0         10          9          5          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2013                     
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   204,503
Positions
    88,700     17,449      4,047     17,805     27,448        338     33,428     82,539     13,021     26,762     15,846        555     19,848     43,260
 
Changes from:       April 30, 2013                                   Total Change is:    -3,721
       -44      5,446       -589        366     -2,472       -805      1,338     -5,744     -2,270        923       -916         14     -2,655      3,615
 
Percent of Open Interest Represented by Each Category of Trader
      43.4        8.5        2.0        8.7       13.4        0.2       16.3       40.4        6.4       13.1        7.7        0.3        9.7       21.2
 
Number of Traders in Each Category                                    Total Traders:       107
         8         10          9          6         14          .         20         31         17          7         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   252,111
Positions
   110,398     25,819      8,433     19,154     14,387      1,958     45,951     90,777     24,234      9,931     13,791      8,601     23,452     64,112
 
Changes from:       April 30, 2013                                   Total Change is:     2,885
     5,860       -110     -1,961        195        318       -122      6,139     10,432     -7,744       -593      2,444       -830      1,941        459
 
Percent of Open Interest Represented by Each Category of Trader
      43.8       10.2        3.3        7.6        5.7        0.8       18.2       36.0        9.6        3.9        5.5        3.4        9.3       25.4
 
Number of Traders in Each Category                                    Total Traders:       148
         9         14          6          6         14          .         31         46         23          8         20         10
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   260,689
Positions
    50,833     16,558     11,667     28,838     46,590      8,127     45,031     69,184     31,012     34,711     12,966      4,750     45,722     59,836
 
Changes from:       April 30, 2013                                   Total Change is:   -17,120
    -5,560     -2,444     -1,401         82     -2,050     -1,346     -2,441        505     -4,122      3,892     -5,171       -527     -5,696       -563
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        6.4        4.5       11.1       17.9        3.1       17.3       26.5       11.9       13.3        5.0        1.8       17.5       23.0
 
Number of Traders in Each Category                                    Total Traders:       180
        19         16         13         14         17         12         25         46         37         21         22         20
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   176,254
Positions
    47,701     28,691      4,681      1,670     41,634      1,068     70,937     50,576     12,564      5,865      3,546      1,795     29,973     31,699
 
Changes from:       April 30, 2013                                   Total Change is:        51
    14,397    -12,058        216       -417        556       -176    -19,486      4,696        989      2,940        109        314      1,275      5,406
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       16.3        2.7        0.9       23.6        0.6       40.2       28.7        7.1        3.3        2.0        1.0       17.0       18.0
 
Number of Traders in Each Category                                    Total Traders:       112
        11         11          9          .          8          .         30         34         23          7          9          7
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    57,688
Positions
    22,391     27,635     19,397      2,246          0          0      4,340      2,501      4,275      1,273          0      3,334        432        546
 
Changes from:       April 30, 2013                                   Total Change is:       -46
        42        -40          0         -2          0          0        -44        -99          0        -39          0          0         -3         93
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       47.9       33.6        3.9        0.0        0.0        7.5        4.3        7.4        2.2        0.0        5.8        0.7        0.9
 
Number of Traders in Each Category                                    Total Traders:        28
         7         11         11          .          0          0          5          .          .          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   167,856
Positions
     3,105    113,240        416      8,339        661         15    131,288     45,446        914     11,682      4,130        173     11,925      2,862
 
Changes from:       April 30, 2013                                   Total Change is:    -3,097
      -244      1,320        158       -528        -51          7     -2,023     -4,213       -346        204        511        -58       -266       -425
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       67.5        0.2        5.0        0.4        0.0       78.2       27.1        0.5        7.0        2.5        0.1        7.1        1.7
 
Number of Traders in Each Category                                    Total Traders:       144
         7         13          .         11          .          .         73         13          6         18          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    39,392
Positions
    15,392     22,587        274      1,694      2,004          0      5,501      1,446        739     13,085     10,142      1,858        849        342
 
Changes from:       April 30, 2013                                   Total Change is:    -4,794
       427     -4,112          0     -2,191        427          0       -704       -650       -130     -1,689          0       -341       -166         12
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       57.3        0.7        4.3        5.1        0.0       14.0        3.7        1.9       33.2       25.7        4.7        2.2        0.9
 
Number of Traders in Each Category                                    Total Traders:        37
         5          8          .          .          .          0         11          5          .          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2013                     
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    46,005
Positions
     3,528     28,961        312        516        407          0     34,718     11,269        125      1,774      1,364          0      5,032      3,567
 
Changes from:       April 30, 2013                                   Total Change is:      -566
       282     -1,640         -4         -8         22          0       -380        106          3         24        300          0       -483        647
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       63.0        0.7        1.1        0.9        0.0       75.5       24.5        0.3        3.9        3.0        0.0       10.9        7.8
 
Number of Traders in Each Category                                    Total Traders:        63
         5         10          .          .          .          0         21         17          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    63,128
Positions
     8,967     34,453        569      4,807        211        691     33,653     13,709        995      3,209      1,548      1,199      9,039      9,754
 
Changes from:       April 30, 2013                                   Total Change is:      -129
      -411     -2,684        152        248          4         77       -305      1,982        168         78       -101        158       -293        115
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       54.6        0.9        7.6        0.3        1.1       53.3       21.7        1.6        5.1        2.5        1.9       14.3       15.5
 
Number of Traders in Each Category                                    Total Traders:       109
        17         17          5          7          .          .         38         12          9          9          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   126,256
Positions
    17,933     68,906      1,137      9,614        421      1,381     67,306     27,418      1,990      6,419      3,096      2,399     18,077     19,508
 
Changes from:       April 30, 2013                                   Total Change is:      -257
      -821     -5,369        304        496          8        153       -611      3,965        337        155       -202        316       -586        231
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       54.6        0.9        7.6        0.3        1.1       53.3       21.7        1.6        5.1        2.5        1.9       14.3       15.5
 
Number of Traders in Each Category                                    Total Traders:       109
        17         17          5          7          .          .         38         12          9          9          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,049,066
Positions
    35,851    224,630     56,322    339,611    128,855     61,770    135,005    191,567    199,969     56,772     43,682     31,969    131,797    110,302
 
Changes from:       April 30, 2013                                   Total Change is:    73,844
     3,417     -1,823      9,956        825       -918      1,931        755      9,222     38,421      7,599      2,732      5,250      5,690      9,073
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       21.4        5.4       32.4       12.3        5.9       12.9       18.3       19.1        5.4        4.2        3.0       12.6       10.5
 
Number of Traders in Each Category                                    Total Traders:       616
        30         42         34        123         56         68         99        128        114         68         68         59
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Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   271,303
Positions
    21,899     68,599      3,139     57,806     31,188     11,336     15,441     17,548     65,932     13,799     12,193     11,722     70,228     49,647
 
Changes from:       April 30, 2013                                   Total Change is:    29,189
     3,446        480        525       -712      2,187        557        606      1,334     17,593        671        485      1,657      4,846      4,370
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       25.3        1.2       21.3       11.5        4.2        5.7        6.5       24.3        5.1        4.5        4.3       25.9       18.3
 
Number of Traders in Each Category                                    Total Traders:       109
         6          9          4         17         12         12         18         24         40         14          9         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 3,888,812
Positions
   208,494    918,892    127,176  1,439,018    518,327    222,176    673,783    946,064    594,220    221,918    164,500     94,182    307,845    303,274
 
Changes from:       April 30, 2013                                   Total Change is:   223,275
    34,191     22,823     12,817     15,052     -8,154       -498      3,036     41,725    101,847     35,199     11,791     17,409      4,223     23,516
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       23.6        3.3       37.0       13.3        5.7       17.3       24.3       15.3        5.7        4.2        2.4        7.9        7.8
 
Number of Traders in Each Category                                    Total Traders:       582
        31         41         31        115         53         59         97        120        104         60         63         50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   112,181
Positions
     2,805     50,163         51     59,613     44,948      3,063     31,788      7,068        778        703      2,203          0     13,379      3,906
 
Changes from:       April 30, 2013                                   Total Change is:    -2,851
    -2,220     -2,899         -9       -160     -1,985        834     -1,808        247        439       -295         -5          0        368        527
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       44.7        0.0       53.1       40.1        2.7       28.3        6.3        0.7        0.6        2.0        0.0       11.9        3.5
 
Number of Traders in Each Category                                    Total Traders:        97
         4         16          .         35         14         11         17          8          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    84,778
Positions
     3,442     56,474        866     33,729      6,190      1,068     33,258      8,581      1,560      3,277      3,153      1,009      6,567      5,876
 
Changes from:       April 30, 2013                                   Total Change is:     4,178
       360        612        -78      2,133        977        331        -41        811        281        670        839        318        205         86
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       66.6        1.0       39.8        7.3        1.3       39.2       10.1        1.8        3.9        3.7        1.2        7.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       232
        17         25          5         30         18          9         75         28         19         22         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   423,888
Positions
    17,211    282,370      4,328    168,647     30,951      5,339    166,291     42,903      7,802     16,387     15,766      5,047     32,836     29,382
 
Changes from:       April 30, 2013                                   Total Change is:    20,888
     1,798      3,062       -388     10,664      4,885      1,654       -207      4,053      1,406      3,348      4,195      1,588      1,023        432
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       66.6        1.0       39.8        7.3        1.3       39.2       10.1        1.8        3.9        3.7        1.2        7.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       232
        17         25          5         30         18          9         75         28         19         22         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   374,768
Positions
    78,231     45,940      6,046    133,416    145,333     24,062     91,540    116,288      9,339      6,907      9,656      1,133     24,095     16,971
 
Changes from:       April 30, 2013                                   Total Change is:    -4,374
    -6,560        -96     -1,932      1,907     -6,080        482     -1,919     -1,687      1,761       -799      1,714        268      2,420      1,197
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       12.3        1.6       35.6       38.8        6.4       24.4       31.0        2.5        1.8        2.6        0.3        6.4        4.5
 
Number of Traders in Each Category                                    Total Traders:       260
        20         15          4         56         36         22         54         46         17         15         18          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    79,230
Positions
     7,769     30,068          0     26,771          0         88     20,314     19,614          0     12,613      4,998          0     11,675     24,462
 
Changes from:       April 30, 2013                                   Total Change is:     2,470
       605     -1,042       -250        595          0         88      1,536      1,623       -195       -377        428          0        468      1,818
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       38.0        0.0       33.8        0.0        0.1       25.6       24.8        0.0       15.9        6.3        0.0       14.7       30.9
 
Number of Traders in Each Category                                    Total Traders:        68
         7          7          0         17          0          .         16          9          0          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    94,333
Positions
    28,888     22,227      1,390     11,516      3,099         96     37,119     14,830      1,815      3,073      2,321         70     10,366     48,485
 
Changes from:       April 30, 2013                                   Total Change is:     7,035
    -1,496      4,519        -19         79        735         23      5,339      3,186      1,376       -147     -7,958         70      1,810      5,103
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       23.6        1.5       12.2        3.3        0.1       39.3       15.7        1.9        3.3        2.5        0.1       11.0       51.4
 
Number of Traders in Each Category                                    Total Traders:        95
        19         17          5         12          .          .         21         14          6          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    87,848
Positions
    15,434     38,509      2,308     32,464     23,526      3,963     25,848     15,554      2,097        212          0          0      5,522      1,891
 
Changes from:       April 30, 2013                                   Total Change is:     1,973
       843        348       -190      2,267        608        -11        -48      1,607         10          0          0          0       -898       -399
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       43.8        2.6       37.0       26.8        4.5       29.4       17.7        2.4        0.2        0.0        0.0        6.3        2.2
 
Number of Traders in Each Category                                    Total Traders:        82
         6          7          .         28         21         10         12          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   201,042
Positions
     7,477    103,059      2,820    110,102     21,790      8,047     44,232     53,962      1,232     10,697      4,454        306     16,129      5,372
 
Changes from:       April 30, 2013                                   Total Change is:       328
       377      6,731     -1,035       -602      1,264       -237      2,066     -5,201       -302     -1,393        100          9      1,445     -1,001
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       51.3        1.4       54.8       10.8        4.0       22.0       26.8        0.6        5.3        2.2        0.2        8.0        2.7
 
Number of Traders in Each Category                                    Total Traders:       141
        12         18          5         45         18         22         23          9          7         12          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   798,325
Positions
     5,422    101,839     39,797    282,294    189,378     84,795    118,190     94,795     68,654     15,841     34,432      4,254    179,077    180,380
 
Changes from:       April 30, 2013                                   Total Change is:   -28,717
    -7,870    -24,103      9,172     -8,571     -6,741      4,227    -29,599     -2,074        787     -1,708    -14,836     -1,552      6,398      6,403
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       12.8        5.0       35.4       23.7       10.6       14.8       11.9        8.6        2.0        4.3        0.5       22.4       22.6
 
Number of Traders in Each Category                                    Total Traders:       184
         5         21         21         35         33         39         33         41         44          5         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   400,753
Positions
    22,829    100,415      2,451    244,899     44,626     33,251     11,513    142,043      2,291      5,051     19,777          0     78,468     55,900
 
Changes from:       April 30, 2013                                   Total Change is:     3,142
     4,592     -3,575      1,239         74      9,092        187         53          6         62       -980       -368          0     -2,084     -3,500
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       25.1        0.6       61.1       11.1        8.3        2.9       35.4        0.6        1.3        4.9        0.0       19.6       13.9
 
Number of Traders in Each Category                                    Total Traders:        73
         4         10          6         29          9         16          4         11          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,052,539
Positions
    59,004    131,619     47,641    201,671    172,107     59,627    266,256    334,041    138,888    114,030     46,166     28,182    137,241     94,268
 
Changes from:       April 30, 2013                                   Total Change is:   -18,446
     4,906      3,486        885     -5,571        939      5,296    -26,787    -21,810        -33       -380    -15,770         61      3,175      8,499
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       12.5        4.5       19.2       16.4        5.7       25.3       31.7       13.2       10.8        4.4        2.7       13.0        9.0
 
Number of Traders in Each Category                                    Total Traders:       211
        11         26         11         35         27         29         45         32         38         16         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    51,220
Positions
    20,228     26,095      6,450          0        535        668     19,756     13,151      3,341          0        231        735         42         14
 
Changes from:       April 30, 2013                                   Total Change is:    -7,814
      -362     -1,686     -3,895          0        135          0     -2,443     -1,587       -723       -276        214       -128         13       -144
 
Percent of Open Interest Represented by Each Category of Trader
      39.5       50.9       12.6        0.0        1.0        1.3       38.6       25.7        6.5        0.0        0.5        1.4        0.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        43
         6         13          9          0          .          .          7         13          8          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 2,787,247
Positions
   115,313    223,364    233,394    477,512    864,181    265,079    909,955    253,488    339,866     52,878    145,092     61,517    331,733    401,267
 
Changes from:       April 30, 2013                                   Total Change is:    86,642
    25,756    -23,012    -11,473     17,563     64,670    -15,422     67,142     17,843     31,246    -17,530     10,309      1,475    -12,114     11,007
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        8.0        8.4       17.1       31.0        9.5       32.6        9.1       12.2        1.9        5.2        2.2       11.9       14.4
 
Number of Traders in Each Category                                    Total Traders:       338
        15         49         52         25         69         55         84         49         83          9         38         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 2,132,284
Positions
   290,749    168,770    160,991    539,983    539,737    124,775    421,585    493,772    234,808     52,886    123,545     29,266    277,240    256,618
 
Changes from:       April 30, 2013                                   Total Change is:   -17,222
    37,514    -68,141      4,026    -36,268     27,333      3,137    -34,411      4,071     24,601     -1,702     -2,371      2,714    -16,831    -12,591
 
Percent of Open Interest Represented by Each Category of Trader
      13.6        7.9        7.6       25.3       25.3        5.9       19.8       23.2       11.0        2.5        5.8        1.4       13.0       12.0
 
Number of Traders in Each Category                                    Total Traders:       224
        18         28         24         30         37         32         50         37         42          8         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   327,010
Positions
   124,016     93,155     93,300          0      2,741      3,187     29,710     30,119     46,525          0      8,820     10,675     19,596     38,488
 
Changes from:       April 30, 2013                                   Total Change is:   -46,645
   -13,148    -30,454    -17,524          0       -500          0     -3,206      5,468     -5,452     -3,030      1,268     -2,226     -2,059      2,775
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       28.5       28.5        0.0        0.8        1.0        9.1        9.2       14.2        0.0        2.7        3.3        6.0       11.8
 
Number of Traders in Each Category                                    Total Traders:        64
        16         21         27          0          .          .          4         15         15          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 is13,131,509
Positions
 1,215,101  2,868,062  2,679,759  1,075,157    529,911    292,224  1,699,086    544,427  4,013,943    225,062    211,612    867,499  1,063,678  1,124,071
 
Changes from:       April 30, 2013                                   Total Change is:   376,542
    -3,722    -53,255     47,723     11,446     23,799     16,217    -47,071     39,320    183,166     23,474      2,844    103,376     41,934     13,352
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       21.8       20.4        8.2        4.0        2.2       12.9        4.1       30.6        1.7        1.6        6.6        8.1        8.6
 
Number of Traders in Each Category                                    Total Traders:       283
        24         58         81         12         18         25         60         63         96         14         19         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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     8,767
Positions
     7,941      2,107          0         52        748          0        472      3,901         44        128      1,816          0        130        151
 
Changes from:       April 30, 2013                                   Total Change is:        26
       -26        246          0         -3          0          0         38       -343          7          0        100          0         10         16
 
Percent of Open Interest Represented by Each Category of Trader
      90.6       24.0        0.0        0.6        8.5        0.0        5.4       44.5        0.5        1.5       20.7        0.0        1.5        1.7
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          0          4          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    19,597
Positions
    12,441      4,050         50      1,545      5,220         33      4,579      8,311          0        895      1,823          0         54        110
 
Changes from:       April 30, 2013                                   Total Change is:     1,051
       741      2,113          0         13        968         -4       -152     -1,978          0        430          0          0         23        -48
 
Percent of Open Interest Represented by Each Category of Trader
      63.5       20.7        0.3        7.9       26.6        0.2       23.4       42.4        0.0        4.6        9.3        0.0        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        27
         6          .          .          .          .          .          .          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    69,432
Positions
     9,643     29,592      1,193      6,070        194         96     29,399     35,134      1,123     13,238        849         86      8,585      1,166
 
Changes from:       April 30, 2013                                   Total Change is:    -1,804
       621       -115        -99       -995        -49         30     -6,352       -922        138      5,066       -208        -79       -134       -501
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       42.6        1.7        8.7        0.3        0.1       42.3       50.6        1.6       19.1        1.2        0.1       12.4        1.7
 
Number of Traders in Each Category                                    Total Traders:       119
         8          .          .         11          .          .         39         15          8         37          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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   405,092
Positions
   100,705     40,693     35,297     64,672     15,595     14,759     45,114    147,557     63,593      7,898     11,673     47,164     25,890     28,761
 
Changes from:       April 30, 2013                                   Total Change is:    17,009
    -3,720       -145        -17     10,536       -577       -457      4,067     11,056      7,703        629      2,471     -3,025      1,293          0
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       10.0        8.7       16.0        3.8        3.6       11.1       36.4       15.7        1.9        2.9       11.6        6.4        7.1
 
Number of Traders in Each Category                                    Total Traders:       168
        20         12         24          6          9          9         29         48         46         20         13         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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    10,133
Positions
       215      3,113          0      2,282        296         44      5,895      5,750        908        653          0          0        136         22
 
Changes from:       April 30, 2013                                   Total Change is:        31
       -10         -2          0        -51          7        -50        103         56          0         40          0          0         -1         20
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       30.7        0.0       22.5        2.9        0.4       58.2       56.7        9.0        6.4        0.0        0.0        1.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          6          .          .          4          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated May 10, 2013