`Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   174,530
Positions
    84,667      4,710      3,617     16,931     20,344        551     15,145     93,806     12,890      9,842      1,713        551     30,335     36,348
 
Changes from:       March 26, 2013                                   Total Change is:     2,649
     1,398         78       -337          7         52         85       -981      3,274      2,141        202       -840         23        112     -1,826
 
Percent of Open Interest Represented by Each Category of Trader
      48.5        2.7        2.1        9.7       11.7        0.3        8.7       53.7        7.4        5.6        1.0        0.3       17.4       20.8
 
Number of Traders in Each Category                                    Total Traders:        91
         9          5          8          5          5          .         17         33         18         14          .          6
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    54,123
Positions
    32,877      8,822        364          0      1,904          0      9,050     19,571      2,105      1,937          0          1      7,789     21,356
 
Changes from:       March 26, 2013                                   Total Change is:     2,311
     1,525         71        -14          0         30          0        610      1,081        298        307          0         -0       -415        846
 
Percent of Open Interest Represented by Each Category of Trader
      60.7       16.3        0.7        0.0        3.5        0.0       16.7       36.2        3.9        3.6        0.0        0.0       14.4       39.5
 
Number of Traders in Each Category                                    Total Traders:        41
         8          5          .          0          .          0          9         14          5          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   233,251
Positions
   104,856      5,565      6,560     19,572     28,489      1,400     30,392    110,065     17,784     32,020     10,226      1,353     19,313     51,809
 
Changes from:       March 26, 2013                                   Total Change is:    -3,555
    -1,805        790        376     -1,126      1,024         21     -4,600    -12,303      1,143        908        421        215      1,313      4,758
 
Percent of Open Interest Represented by Each Category of Trader
      45.0        2.4        2.8        8.4       12.2        0.6       13.0       47.2        7.6       13.7        4.4        0.6        8.3       22.2
 
Number of Traders in Each Category                                    Total Traders:       119
        11          6          9          6         13          7         15         47         19          9         12          8
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   259,068
Positions
   103,286     22,965     11,516     20,384     12,237      1,771     41,146    104,498     21,795     35,945     19,325      5,340     17,885     59,621
 
Changes from:       March 26, 2013                                   Total Change is:    -5,555
      -923      6,340        240        150       -101         78       -743     -8,401        -52       -849        600     -1,325     -2,131     -2,934
 
Percent of Open Interest Represented by Each Category of Trader
      39.9        8.9        4.4        7.9        4.7        0.7       15.9       40.3        8.4       13.9        7.5        2.1        6.9       23.0
 
Number of Traders in Each Category                                    Total Traders:       152
        11         12          8          6         11          .         26         54         30         10         22         14
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   302,966
Positions
    93,105     10,979     14,197     29,519     48,825      9,610     34,914     87,521     39,905     28,229     19,542      8,696     44,791     63,690
 
Changes from:       March 26, 2013                                   Total Change is:    36,277
    25,236     -2,030      2,336       -347      8,514        517      5,911     16,954      2,130      2,265      3,266        173     -1,944      4,418
 
Percent of Open Interest Represented by Each Category of Trader
      30.7        3.6        4.7        9.7       16.1        3.2       11.5       28.9       13.2        9.3        6.5        2.9       14.8       21.0
 
Number of Traders in Each Category                                    Total Traders:       202
        20         13         13         16         21         15         22         55         38         30         25         28
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   213,284
Positions
    15,992     78,411      4,872      2,881     39,764      1,457    139,031     49,480      8,631      1,041      2,737      1,633     37,746     26,299
 
Changes from:       March 26, 2013                                   Total Change is:    -5,908
      -156     -3,349        250        558       -469       -533     -7,021     -2,120       -783        156        640        -19      1,641        475
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       36.8        2.3        1.4       18.6        0.7       65.2       23.2        4.0        0.5        1.3        0.8       17.7       12.3
 
Number of Traders in Each Category                                    Total Traders:       101
         6         12          8          .          7          .         33         26         19          4         10          7
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    57,769
Positions
    21,236     29,580     19,838      3,422          0          0      3,389          0      4,290      1,693        210      3,334        567        517
 
Changes from:       March 26, 2013                                   Total Change is:       -30
      -203       -210        -36        -91          0          0        459          0        -46         -4          5          1       -110        256
 
Percent of Open Interest Represented by Each Category of Trader
      36.8       51.2       34.3        5.9        0.0        0.0        5.9        0.0        7.4        2.9        0.4        5.8        1.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        28
         5         12         11          .          0          0          6          0          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   183,076
Positions
     2,482    104,452          7      9,466        932          0    143,812     70,312      1,341     12,916      3,549        136     12,916      2,347
 
Changes from:       March 26, 2013                                   Total Change is:    10,091
    -1,499     11,202         -4       -628        429          0      9,861     -2,207        392      1,287         78          4        678        197
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       57.1        0.0        5.2        0.5        0.0       78.6       38.4        0.7        7.1        1.9        0.1        7.1        1.3
 
Number of Traders in Each Category                                    Total Traders:       157
         4         16          .         12          .          0         80         16          8         18          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    36,811
Positions
    13,311     23,824        274        955      1,209          0      5,330      1,970        750     15,353      8,387          0        838        397
 
Changes from:       March 26, 2013                                   Total Change is:    -2,744
     1,372     -3,063          0     -1,739        257        -52     -2,470        133         18        387          0        -37       -223          0
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       64.7        0.7        2.6        3.3        0.0       14.5        5.4        2.0       41.7       22.8        0.0        2.3        1.1
 
Number of Traders in Each Category                                    Total Traders:        36
         7          5          .          .          .          0         10          5          .          6          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    39,229
Positions
     3,514     21,226        221        697        225          0     28,988     13,967        110        823        992          0      4,876      2,488
 
Changes from:       March 26, 2013                                   Total Change is:     4,307
       629      1,818          8        -55        117          0      3,730      1,905          0         42        269          0        -47        190
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       54.1        0.6        1.8        0.6        0.0       73.9       35.6        0.3        2.1        2.5        0.0       12.4        6.3
 
Number of Traders in Each Category                                    Total Traders:        71
         6         10          .          .          .          0         24         19          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    59,314
Positions
     8,755     30,877        289      5,233        137        506     31,385     12,178        974      2,832      2,693        900      8,441     10,760
 
Changes from:       March 26, 2013                                   Total Change is:       940
      -172     -2,043         61        354       -138        164      1,434        890       -160        -50        153         33       -723      1,979
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       52.1        0.5        8.8        0.2        0.9       52.9       20.5        1.6        4.8        4.5        1.5       14.2       18.1
 
Number of Traders in Each Category                                    Total Traders:       111
        15         20          .          6          .          .         35         14          9          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   118,628
Positions
    17,509     61,753        579     10,465        274      1,011     62,770     24,356      1,948      5,665      5,387      1,801     16,882     21,520
 
Changes from:       March 26, 2013                                   Total Change is:     1,881
      -343     -4,085        122        707       -275        327      2,868      1,780       -319       -101        306         67     -1,446      3,958
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       52.1        0.5        8.8        0.2        0.9       52.9       20.5        1.6        4.8        4.5        1.5       14.2       18.1
 
Number of Traders in Each Category                                    Total Traders:       111
        15         20          .          6          .          .         35         14          9          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   942,920
Positions
    35,210    205,730     39,682    347,432    128,938     62,795    119,848    196,230    146,119     47,800     36,358     22,090    121,944    104,979
 
Changes from:       March 26, 2013                                   Total Change is:    14,730
    -6,131     -2,138      1,344      3,421       -301      1,985      2,580      7,346      2,802      3,316        560     -1,042      6,456      4,175
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       21.8        4.2       36.8       13.7        6.7       12.7       20.8       15.5        5.1        3.9        2.3       12.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       603
        29         43         33        120         50         63         95        134        109         57         75         58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   223,553
Positions
    10,631     57,385      3,552     62,596     28,856     11,051     12,554     15,476     44,300     12,986      8,199      8,640     57,243     46,095
 
Changes from:       March 26, 2013                                   Total Change is:       619
    -4,139      1,893       -702        764        -42       -860      1,303      1,393        -84      3,558       -553       -702      1,482        277
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       25.7        1.6       28.0       12.9        4.9        5.6        6.9       19.8        5.8        3.7        3.9       25.6       20.6
 
Number of Traders in Each Category                                    Total Traders:       112
         5         11          4         19          9         11         18         27         41         11         12         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 3,596,835
Positions
   214,966    833,794     88,577  1,451,000    527,232    231,895    578,897    946,201    466,667    175,562    142,285     65,764    323,506    294,420
 
Changes from:       March 26, 2013                                   Total Change is:    70,553
    -1,716    -11,915      1,991     12,585     -1,993     14,923      7,862     31,245     12,955        157      6,935     -3,073     24,870     19,486
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       23.2        2.5       40.3       14.7        6.4       16.1       26.3       13.0        4.9        4.0        1.8        9.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       563
        30         41         30        113         45         58         94        125        101         48         67         48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   119,933
Positions
     3,865     59,067         70     57,869     47,042      2,106     39,411      5,059      1,002      3,205      2,223          0     12,405      3,365
 
Changes from:       March 26, 2013                                   Total Change is:     2,177
         8      1,449         69        -24       -567        467        171        -98         16      1,616        -12          0       -146        853
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       49.2        0.1       48.3       39.2        1.8       32.9        4.2        0.8        2.7        1.9        0.0       10.3        2.8
 
Number of Traders in Each Category                                    Total Traders:        99
         6         15          .         36         14         10         16          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    77,397
Positions
     1,575     54,116        624     31,586      5,572      1,121     32,871      9,665        525      2,630      1,140        790      5,676      3,845
 
Changes from:       March 26, 2013                                   Total Change is:     5,882
       -25      4,943        -25      1,550     -1,260        264      3,895      1,854         -4        250        -39        -24          0        173
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       69.9        0.8       40.8        7.2        1.4       42.5       12.5        0.7        3.4        1.5        1.0        7.3        5.0
 
Number of Traders in Each Category                                    Total Traders:       220
        15         23          4         28         19         12         70         28         14         27          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   386,987
Positions
     7,877    270,581      3,119    157,929     27,858      5,605    164,353     48,325      2,623     13,148      5,700      3,952     28,380     19,224
 
Changes from:       March 26, 2013                                   Total Change is:    29,411
      -125     24,715       -125      7,752     -6,301      1,319     19,476      9,269        -18      1,249       -196       -118          1        866
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       69.9        0.8       40.8        7.2        1.4       42.5       12.5        0.7        3.4        1.5        1.0        7.3        5.0
 
Number of Traders in Each Category                                    Total Traders:       220
        15         23          4         28         19         12         70         28         14         27          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   383,344
Positions
    72,881     52,973     10,077    138,713    152,459     20,025     95,298    106,648      9,748      5,144      9,485        793     30,664     21,135
 
Changes from:       March 26, 2013                                   Total Change is:     2,920
     6,386    -10,431        578     -6,490       -857        827       -864      7,074       -227       -119     -1,081       -117      2,945      7,153
 
Percent of Open Interest Represented by Each Category of Trader
      19.0       13.8        2.6       36.2       39.8        5.2       24.9       27.8        2.5        1.3        2.5        0.2        8.0        5.5
 
Number of Traders in Each Category                                    Total Traders:       254
        22         15          4         54         35         26         61         39         15         11         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    67,164
Positions
     7,347     27,778        158     24,004          0        129     13,276     13,583          0     12,065      4,511          0     10,185     21,005
 
Changes from:       March 26, 2013                                   Total Change is:      -677
       294         26         31       -200          0          0       -744       -627          0       -420          3          0        362       -110
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       41.4        0.2       35.7        0.0        0.2       19.8       20.2        0.0       18.0        6.7        0.0       15.2       31.3
 
Number of Traders in Each Category                                    Total Traders:        64
         4         13          .         13          0          .         12         10          0          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    77,502
Positions
    28,433     11,555      1,258      8,980      5,412      1,454     24,505      6,330         43      2,531      3,082          0     10,298     48,368
 
Changes from:       March 26, 2013                                   Total Change is:     6,986
     4,134       -627        -70        586       -206        -84         10      2,489          9       -359        365          0      2,760      5,110
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       14.9        1.6       11.6        7.0        1.9       31.6        8.2        0.1        3.3        4.0        0.0       13.3       62.4
 
Number of Traders in Each Category                                    Total Traders:        81
        20          9          5         10          .          .         21          7          .          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    86,424
Positions
    12,205     39,798      5,053     28,875     20,092      4,345     28,442     14,079      1,021        212          0          0      6,271      2,036
 
Changes from:       March 26, 2013                                   Total Change is:    -3,445
      -655     -1,623        251     -4,871      3,445          8      1,480     -4,557        358          0          0          0        -16     -1,327
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       46.0        5.8       33.4       23.2        5.0       32.9       16.3        1.2        0.2        0.0        0.0        7.3        2.4
 
Number of Traders in Each Category                                    Total Traders:        76
         4          6          .         24         21         12         15          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   197,161
Positions
     6,571    101,204      1,961    108,242     19,075      8,352     45,475     55,077        415     11,152      5,740        644     14,349      4,693
 
Changes from:       March 26, 2013                                   Total Change is:     2,541
    -1,622      3,535       -449        198      2,564       -662      4,392     -3,836         21        955      1,003          0       -292        365
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       51.3        1.0       54.9        9.7        4.2       23.1       27.9        0.2        5.7        2.9        0.3        7.3        2.4
 
Number of Traders in Each Category                                    Total Traders:       140
        10         19          5         44         16         20         24          7          5         15          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   715,895
Positions
     1,753     99,786     26,948    280,150    196,712     73,627    110,067     58,155     52,654     15,370     37,127      5,554    149,772    165,332
 
Changes from:       March 26, 2013                                   Total Change is:    18,053
    -2,011      5,961      4,506      7,041     -5,323      2,926     -9,436      8,007      4,448        242      6,224        386      9,952     -9,081
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       13.9        3.8       39.1       27.5       10.3       15.4        8.1        7.4        2.1        5.2        0.8       20.9       23.1
 
Number of Traders in Each Category                                    Total Traders:       169
         .         22         16         31         31         34         33         31         38          7         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   371,118
Positions
     3,546     96,302        905    244,476     49,045     29,505      6,477    114,489      3,669      6,892     14,297          0     75,648     62,906
 
Changes from:       March 26, 2013                                   Total Change is:    -7,124
         0     -3,065        339      1,043      3,961     -1,890        955     -4,593     -1,735     -7,732       -153          0      1,896         12
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       25.9        0.2       65.9       13.2        8.0        1.7       30.8        1.0        1.9        3.9        0.0       20.4       17.0
 
Number of Traders in Each Category                                    Total Traders:        68
         .         11          .         28          8         14          .         13          9          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   987,571
Positions
    64,104    138,636     14,664    175,834    245,615     71,761    280,592    282,937     98,747    116,621     46,024     25,056    140,192     64,132
 
Changes from:       March 26, 2013                                   Total Change is:   -23,636
     9,891     -2,775      2,944      4,468    -12,121     -1,702    -25,950      1,438      7,549    -30,062     -6,627      1,414      7,812    -13,756
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       14.0        1.5       17.8       24.9        7.3       28.4       28.6       10.0       11.8        4.7        2.5       14.2        6.5
 
Number of Traders in Each Category                                    Total Traders:       202
        12         21          9         30         28         27         44         30         30         21         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    42,218
Positions
    14,376     18,283      4,062          0        449          0     18,588     13,833      3,262          0         92        204      1,726      2,033
 
Changes from:       March 26, 2013                                   Total Change is:   -11,660
      -560     -4,246     -5,114          0        115       -115     -5,144     -1,863       -827        -35         92       -100        235        398
 
Percent of Open Interest Represented by Each Category of Trader
      34.1       43.3        9.6        0.0        1.1        0.0       44.0       32.8        7.7        0.0        0.2        0.5        4.1        4.8
 
Number of Traders in Each Category                                    Total Traders:        44
         8         10         10          0          .          0          9         14         10          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 2,648,257
Positions
    94,858    295,492    184,857    486,034    856,856    257,204    872,134    237,449    288,804     69,507    100,284     54,912    339,946    372,398
 
Changes from:       March 26, 2013                                   Total Change is:    93,273
   -14,246     23,659     16,693    -50,595     -7,164     21,747     71,820      5,064     14,448     -7,425     11,275      8,575     32,255     -1,025
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       11.2        7.0       18.4       32.4        9.7       32.9        9.0       10.9        2.6        3.8        2.1       12.8       14.1
 
Number of Traders in Each Category                                    Total Traders:       318
        15         51         51         24         68         59         58         60         79         12         30         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 2,025,741
Positions
   154,136    143,051    144,476    683,821    481,688    113,548    404,395    530,163    162,557     72,929    172,098     26,367    263,511    251,792
 
Changes from:       March 26, 2013                                   Total Change is:    57,711
  -121,792    -22,948     14,696     58,357    -36,725     -2,102     71,920     44,619     12,701     -7,009     50,594      2,935     28,005     -6,058
 
Percent of Open Interest Represented by Each Category of Trader
       7.6        7.1        7.1       33.8       23.8        5.6       20.0       26.2        8.0        3.6        8.5        1.3       13.0       12.4
 
Number of Traders in Each Category                                    Total Traders:       219
        16         25         20         29         38         35         45         43         40          9         14          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   331,745
Positions
   115,193    104,568     95,060          0      2,515      3,060     41,639     26,744     44,505        127      7,085     11,955     20,206     36,253
 
Changes from:       March 26, 2013                                   Total Change is:   -45,440
     2,313    -24,678    -18,676          0       -476       -250    -18,028      2,116     -5,104     -4,391     -1,199         98     -1,402      2,729
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       31.5       28.7        0.0        0.8        0.9       12.6        8.1       13.4        0.0        2.1        3.6        6.1       10.9
 
Number of Traders in Each Category                                    Total Traders:        65
        17         17         26          0          .          .         14          9         17          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 is11,870,406
Positions
 1,794,709  2,639,683  2,352,517    935,466    778,333    261,535  1,121,790    413,997  3,673,277    232,921    178,652    478,761  1,019,431  1,093,653
 
Changes from:       March 26, 2013                                   Total Change is:    77,753
   -64,913     75,882    -39,617     -5,342    -56,459     -1,902     99,348     39,377     36,523     16,899     -3,560     22,280     14,478      5,231
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       22.2       19.8        7.9        6.6        2.2        9.5        3.5       30.9        2.0        1.5        4.0        8.6        9.2
 
Number of Traders in Each Category                                    Total Traders:       250
        30         46         75         14         13         19         49         52         93         14         18         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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     9,367
Positions
     7,116      1,993          0         40        782          0      1,990      4,698         21        140      1,716          0         60        157
 
Changes from:       March 26, 2013                                   Total Change is:       753
        58        -92          0          2          0         -1        665          0          0          0        850          0         29         -4
 
Percent of Open Interest Represented by Each Category of Trader
      76.0       21.3        0.0        0.4        8.3        0.0       21.2       50.2        0.2        1.5       18.3        0.0        0.6        1.7
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          .          .          0          4          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    17,662
Positions
    12,416      1,352          0        540      5,169         22      4,520      9,110          0        106      1,853         21         37        135
 
Changes from:       March 26, 2013                                   Total Change is:     1,209
     1,370        150          0        -49        939        -64       -164         59          0        106          0         21        -11        104
 
Percent of Open Interest Represented by Each Category of Trader
      70.3        7.7        0.0        3.1       29.3        0.1       25.6       51.6        0.0        0.6       10.5        0.1        0.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        26
         4          4          0          .          4          .          .          6          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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    90,621
Positions
     9,661     32,101      1,348      6,843         50        246     54,348     51,901      1,795      9,558      1,654         36      6,786      1,490
 
Changes from:       March 26, 2013                                   Total Change is:     7,091
       263        276         49        831        -50        -35      1,846      6,146        364      3,270         71          0        502        269
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       35.4        1.5        7.6        0.1        0.3       60.0       57.3        2.0       10.5        1.8        0.0        7.5        1.6
 
Number of Traders in Each Category                                    Total Traders:       133
         5          5          .         13          .          .         54         13          8         33          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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   419,124
Positions
   109,497     38,912     40,980     68,783     15,261     13,732     60,682    172,207     37,749      6,712     15,125     54,593     26,396     30,565
 
Changes from:       March 26, 2013                                   Total Change is:     9,377
     3,953     -2,397      5,352      1,598        181       -682       -827      8,273     -1,893        845       -758      1,023          8        278
 
Percent of Open Interest Represented by Each Category of Trader
      26.1        9.3        9.8       16.4        3.6        3.3       14.5       41.1        9.0        1.6        3.6       13.0        6.3        7.3
 
Number of Traders in Each Category                                    Total Traders:       174
        20         12         21          8          6         11         35         44         43         16         17         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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     9,115
Positions
       159      3,113          0      2,303        345        280      4,537      4,463        908        315          0          0        613          6
 
Changes from:       March 26, 2013                                   Total Change is:     2,426
        -9       -437          0       -299       -111         47      2,672      2,925          0          0          0          0         15          2
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       34.2        0.0       25.3        3.8        3.1       49.8       49.0       10.0        3.5        0.0        0.0        6.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          6          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated April 5, 2013