`Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   321,487
Positions
   108,280     60,943     76,633     16,966     19,232        440     52,675    106,671     14,791     19,826      1,788        487     31,390     40,502
 
Changes from:       March 12, 2013                                   Total Change is:    60,960
     5,172     -2,422     49,089     -1,170       -486         79      6,067     14,835      1,262       -903        773       -365      1,730     -1,804
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       19.0       23.8        5.3        6.0        0.1       16.4       33.2        4.6        6.2        0.6        0.2        9.8       12.6
 
Number of Traders in Each Category                                    Total Traders:        99
        12          9         12          5          4          .         16         35         18         14          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    52,622
Positions
    29,588      8,727        338          0      2,274          0     11,236     19,178      1,673      1,528          0          0      8,259     20,432
 
Changes from:       March 12, 2013                                   Total Change is:   -18,175
    -3,696     -8,767     -2,188          0        378          0     -4,144      1,584     -5,773          0       -611          0     -2,374     -2,798
 
Percent of Open Interest Represented by Each Category of Trader
      56.2       16.6        0.6        0.0        4.3        0.0       21.4       36.4        3.2        2.9        0.0        0.0       15.7       38.8
 
Number of Traders in Each Category                                    Total Traders:        42
         8          4          .          0          4          0         10         15          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   235,840
Positions
   104,432      4,608      6,850     21,054     28,249      1,298     35,821    117,377     15,234     31,085     10,149      1,581     18,486     50,494
 
Changes from:       March 12, 2013                                   Total Change is:   -82,178
   -48,673    -23,421    -29,754        260        295        133     11,274     22,145    -18,776     26,714    -10,664    -17,777     -5,579     -4,358
 
Percent of Open Interest Represented by Each Category of Trader
      44.3        2.0        2.9        8.9       12.0        0.6       15.2       49.8        6.5       13.2        4.3        0.7        7.8       21.4
 
Number of Traders in Each Category                                    Total Traders:       117
        10          6          6          8         14          7         12         45         17         10         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   260,014
Positions
    98,612     12,661     10,961     20,647     13,602      1,708     43,819    115,379     21,714     33,975     14,715      7,212     21,366     62,061
 
Changes from:       March 12, 2013                                   Total Change is:   -69,725
   -39,035     -2,656    -12,738          5        207         -9      9,472    -26,264    -23,633        380       -282       -843     -3,324     -3,508
 
Percent of Open Interest Represented by Each Category of Trader
      37.9        4.9        4.2        7.9        5.2        0.7       16.9       44.4        8.4       13.1        5.7        2.8        8.2       23.9
 
Number of Traders in Each Category                                    Total Traders:       135
        10         10          6          6          9          .         26         43         23          9         22         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   251,117
Positions
    53,812     10,697     11,165     30,633     34,406      8,905     36,446     71,294     33,365     24,330     16,704      7,120     45,341     57,462
 
Changes from:       March 12, 2013                                   Total Change is:    -1,393
     6,766    -13,259     -5,137     -6,550      3,322      4,298     -7,556      4,956      4,672      6,243      2,740     -1,072     -3,056     -1,914
 
Percent of Open Interest Represented by Each Category of Trader
      21.4        4.3        4.4       12.2       13.7        3.5       14.5       28.4       13.3        9.7        6.7        2.8       18.1       22.9
 
Number of Traders in Each Category                                    Total Traders:       182
        18         13         13         17         22         15         21         46         35         28         17         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   172,749
Positions
    16,454     45,695      4,399        887     41,547      1,387    105,469     44,224      7,355      2,348      2,757      1,053     33,396     24,332
 
Changes from:       March 12, 2013                                   Total Change is:   -22,905
   -17,747     18,316    -26,543        232     -1,650        -91     19,365     -3,911     -1,049     -1,140     -2,757       -522      4,589     -4,697
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       26.5        2.5        0.5       24.1        0.8       61.1       25.6        4.3        1.4        1.6        0.6       19.3       14.1
 
Number of Traders in Each Category                                    Total Traders:        89
         6         10          6          .          7          .         23         28         19          4         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    58,678
Positions
    21,535     30,628     19,877      4,273          0          0      2,877        104      4,335      1,690        215      3,333        758        186
 
Changes from:       March 12, 2013                                   Total Change is:    -4,489
       205     -2,212     -1,814        667          0          0     -1,928        104       -309     -1,404          5          0         94       -263
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       52.2       33.9        7.3        0.0        0.0        4.9        0.2        7.4        2.9        0.4        5.7        1.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        28
         6         11         11          .          0          0          5          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   156,440
Positions
     3,957     72,187         20     11,750        653          0    117,668     77,134        289     11,065      3,921         26     11,666      2,211
 
Changes from:       March 12, 2013                                   Total Change is:   -36,426
    -6,972    -23,480       -569      1,241        150          0     13,441     10,954    -24,017    -19,536      1,101       -158        144       -408
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       46.1        0.0        7.5        0.4        0.0       75.2       49.3        0.2        7.1        2.5        0.0        7.5        1.4
 
Number of Traders in Each Category                                    Total Traders:       142
         7         10          .         11          .          0         74         14          4         16          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    39,835
Positions
    11,468     27,278        290      3,192        603        308      7,789      1,584        834     14,631      8,387        172      1,151        379
 
Changes from:       March 12, 2013                                   Total Change is:     3,891
     2,976      3,073         16     -1,090        503          0         68        350        -60      1,955          0          0         26          9
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       68.5        0.7        8.0        1.5        0.8       19.6        4.0        2.1       36.7       21.1        0.4        2.9        1.0
 
Number of Traders in Each Category                                    Total Traders:        36
         5          6          .          .          .          .         13          5          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    28,933
Positions
     3,290     13,860          0        722        108          0     21,132     11,742        112        509        586          0      3,168      2,525
 
Changes from:       March 12, 2013                                   Total Change is:    -3,880
      -316     -3,104     -1,015        -22          0        -24       -776      4,112     -1,097         34     -2,526          0       -664       -226
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       47.9        0.0        2.5        0.4        0.0       73.0       40.6        0.4        1.8        2.0        0.0       10.9        8.7
 
Number of Traders in Each Category                                    Total Traders:        52
         6          4          0          .          .          0         13         19          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    56,027
Positions
     6,844     32,156        207      5,279        208        471     29,726     10,122      1,013      3,068      2,241        836      8,582      8,773
 
Changes from:       March 12, 2013                                   Total Change is:   -50,372
    -6,768         90    -36,476     -1,629        195         10      1,475     -3,854     -2,920        554        161     -1,029     -3,588     -6,549
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       57.4        0.4        9.4        0.4        0.8       53.1       18.1        1.8        5.5        4.0        1.5       15.3       15.7
 
Number of Traders in Each Category                                    Total Traders:       108
        15         17          .          5          .          .         35         11         11         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   112,054
Positions
    13,689     64,312        415     10,557        415        942     59,452     20,244      2,027      6,136      4,482      1,672     17,165     17,545
 
Changes from:       March 12, 2013                                   Total Change is:   -57,921
   -19,733     -7,015    -33,908       -258        389         20         67     -9,882       -750      1,107        323       -483     -3,983     -6,615
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       57.4        0.4        9.4        0.4        0.8       53.1       18.1        1.8        5.5        4.0        1.5       15.3       15.7
 
Number of Traders in Each Category                                    Total Traders:       108
        15         17          .          5          .          .         35         11         11         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   896,437
Positions
    37,709    206,662     33,261    335,327    130,946     60,809    113,960    178,618    138,555     44,134     34,183     22,704    109,977     90,699
 
Changes from:       March 12, 2013                                   Total Change is:  -346,449
   -15,016     10,910   -164,059     15,749      2,070    -14,151    -22,078    -31,980    -76,303     -4,608     -2,596    -15,770    -50,214    -54,572
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       23.1        3.7       37.4       14.6        6.8       12.7       19.9       15.5        4.9        3.8        2.5       12.3       10.1
 
Number of Traders in Each Category                                    Total Traders:       581
        31         41         28        120         53         64         84        127         98         63         62         53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   214,608
Positions
    10,750     59,619      4,195     63,437     27,820     11,468     10,496     14,819     41,514      9,502      9,600      9,054     54,191     36,519
 
Changes from:       March 12, 2013                                   Total Change is:  -131,935
   -46,844    -14,514    -26,139     -1,645       -627     -1,562     -8,596    -18,534    -24,975     -2,665     -2,297     -5,069    -14,440    -38,218
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       27.8        2.0       29.6       13.0        5.3        4.9        6.9       19.3        4.4        4.5        4.2       25.3       17.0
 
Number of Traders in Each Category                                    Total Traders:       105
         6         11          5         19          9         12         16         24         34         11          9         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,409,146
Positions
   200,711    801,135     79,414  1,389,360    545,537    216,796    566,377    868,054    436,148    173,160    122,914     68,246    278,934    270,903
 
Changes from:       March 12, 2013                                   Total Change is:-1,072,572
   -98,224   -130,241   -432,238     83,038      9,550    -59,011   -131,955   -131,774   -192,092    -47,059    -38,837    -16,159   -178,872    -81,770
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       23.5        2.3       40.8       16.0        6.4       16.6       25.5       12.8        5.1        3.6        2.0        8.2        7.9
 
Number of Traders in Each Category                                    Total Traders:       538
        28         40         27        110         49         57         85        116         90         55         55         44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   114,627
Positions
     3,099     54,944          0     58,664     48,272      1,624     37,581      4,595        293        589      2,239          0     12,777      2,660
 
Changes from:       March 12, 2013                                   Total Change is:   -23,896
      -884     -1,416    -16,178       -763      1,034       -426     -3,126     -3,396     -2,411       -271          0          0        163     -1,103
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       47.9        0.0       51.2       42.1        1.4       32.8        4.0        0.3        0.5        2.0        0.0       11.1        2.3
 
Number of Traders in Each Category                                    Total Traders:        97
         5         15          0         37         15         11         16          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    69,599
Positions
     1,510     48,002        539     31,744      6,957        585     25,167      7,577        787      2,935      1,365        830      5,502      2,956
 
Changes from:       March 12, 2013                                   Total Change is:   -24,023
    -1,260      6,819    -16,818      2,248        593     -1,101     -4,174     -7,455     -1,172        119     -1,927       -491     -1,374     -2,471
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       69.0        0.8       45.6       10.0        0.8       36.2       10.9        1.1        4.2        2.0        1.2        7.9        4.2
 
Number of Traders in Each Category                                    Total Traders:       212
        15         22          4         28         19          9         63         31         15         25          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   347,996
Positions
     7,550    240,012      2,697    158,718     34,787      2,925    125,836     37,885      3,937     14,674      6,825      4,149     27,509     14,779
 
Changes from:       March 12, 2013                                   Total Change is:  -120,116
    -6,300     34,094    -84,092     11,241      2,967     -5,503    -20,872    -37,273     -5,861        593     -9,637     -2,455     -6,868    -12,356
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       69.0        0.8       45.6       10.0        0.8       36.2       10.9        1.1        4.2        2.0        1.2        7.9        4.2
 
Number of Traders in Each Category                                    Total Traders:       212
        15         22          4         28         19          9         63         31         15         25          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   376,571
Positions
    65,437     63,686      7,903    148,428    153,744     19,057     94,610    100,028      9,192      5,139      9,071        845     25,961     13,045
 
Changes from:       March 12, 2013                                   Total Change is:   -48,546
      -733     -3,927    -25,160       -937     -3,683        139    -14,590      2,303     -5,567       -149     -5,080       -535     -1,015     -7,037
 
Percent of Open Interest Represented by Each Category of Trader
      17.4       16.9        2.1       39.4       40.8        5.1       25.1       26.6        2.4        1.4        2.4        0.2        6.9        3.5
 
Number of Traders in Each Category                                    Total Traders:       251
        18         15          .         55         37         24         58         43         16         10         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    63,673
Positions
     7,315     26,931        160     22,297          0        129     12,396     12,755          0     11,948      4,492          0      9,428     19,206
 
Changes from:       March 12, 2013                                   Total Change is:    -3,792
      -852       -895         46        215          0        107     -2,306     -1,970       -201      1,084        245          0     -1,885     -1,124
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       42.3        0.3       35.0        0.0        0.2       19.5       20.0        0.0       18.8        7.1        0.0       14.8       30.2
 
Number of Traders in Each Category                                    Total Traders:        66
         5         11          .         14          0          .         14          9          0         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    69,920
Positions
    23,022     11,537      1,301      7,895      5,277      1,535     25,068      5,759          2      2,963      1,205          0      8,134     43,304
 
Changes from:       March 12, 2013                                   Total Change is:    -4,962
    -3,988      2,563      1,018        994        -77         81     -1,595       -656          0     -1,347        418          0       -125     -8,309
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       16.5        1.9       11.3        7.5        2.2       35.9        8.2        0.0        4.2        1.7        0.0       11.6       61.9
 
Number of Traders in Each Category                                    Total Traders:        81
        18         11          4          8          .          .         24          7          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    85,452
Positions
    10,813     40,342      4,802     34,102     17,010      4,145     25,656     15,991        581        212          0          0      5,141      2,581
 
Changes from:       March 12, 2013                                   Total Change is:   -22,255
    -1,341     -9,080    -11,985        687        117       -145     -2,188      5,919     -6,545        212          0          0       -950       -536
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       47.2        5.6       39.9       19.9        4.9       30.0       18.7        0.7        0.2        0.0        0.0        6.0        3.0
 
Number of Traders in Each Category                                    Total Traders:        69
         4          6          .         24         18         11         10          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   191,044
Positions
     7,175     97,551      2,418    105,176     17,112      9,064     40,594     56,437        400     10,203      3,625        552     15,462      3,885
 
Changes from:       March 12, 2013                                   Total Change is:   -38,489
    -3,943      6,354    -27,540      8,887        494       -880       -892     -1,502     -3,002        303     -1,219       -569    -10,853    -10,625
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       51.1        1.3       55.1        9.0        4.7       21.2       29.5        0.2        5.3        1.9        0.3        8.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       142
        11         20          .         44         15         20         24          9          5         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   725,301
Positions
     5,161     80,813     36,587    263,629    189,967     73,806    118,832     64,080     64,792     15,846     25,540      6,115    140,534    183,600
 
Changes from:       March 12, 2013                                   Total Change is:   -35,375
    -8,205     24,125     -3,902       -632     -4,258         96      1,688    -34,302     -7,805     -9,851      1,070        778     -7,541    -11,178
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       11.1        5.0       36.3       26.2       10.2       16.4        8.8        8.9        2.2        3.5        0.8       19.4       25.3
 
Number of Traders in Each Category                                    Total Traders:       169
         6         19         17         38         29         40         22         41         38          6          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   382,187
Positions
     3,545    110,656        424    247,408     47,239     34,049      5,497    112,592      5,232     12,234     14,460          0     73,797     57,535
 
Changes from:       March 12, 2013                                   Total Change is:    -5,957
         0      3,709     -4,921        584     -3,508      2,273       -266      3,618        697     -1,679      1,967          0     -2,645     -9,792
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       29.0        0.1       64.7       12.4        8.9        1.4       29.5        1.4        3.2        3.8        0.0       19.3       15.1
 
Number of Traders in Each Category                                    Total Traders:        68
         .         11          4         29          9         17          .         12          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,009,545
Positions
    48,808    133,656     12,518    195,118    223,196     59,268    314,789    323,836    102,403    121,823     47,930     27,265    127,553     79,473
 
Changes from:       March 12, 2013                                   Total Change is:   -74,561
   -40,284      8,685    -12,408     -7,365     27,040     -3,305     -4,402    -92,543        485     -5,741     -1,378      2,441     -3,981     -3,578
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       13.2        1.2       19.3       22.1        5.9       31.2       32.1       10.1       12.1        4.7        2.7       12.6        7.9
 
Number of Traders in Each Category                                    Total Traders:       208
        15         22          9         31         26         29         49         27         31         21         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    52,619
Positions
    15,250     22,313      8,268          0        335        115     23,268     15,791      3,596         51          0        299      1,772      1,902
 
Changes from:       March 12, 2013                                   Total Change is:       445
     1,786       -538        586          0          0          0     -2,842       -493        604        -19          0        -45        375        331
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       42.4       15.7        0.0        0.6        0.2       44.2       30.0        6.8        0.1        0.0        0.6        3.4        3.6
 
Number of Traders in Each Category                                    Total Traders:        43
        10          8         10          0          .          .          8         14         11          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,653,524
Positions
    92,314    234,401    207,221    550,089    862,638    236,806    790,398    263,189    328,783     66,158     94,749     57,781    323,973    367,955
 
Changes from:       March 12, 2013                                   Total Change is:    50,963
   -33,307     46,105      3,361     45,244    -53,965     22,264    -10,624     22,584    -22,019     10,424      2,327      7,539     28,082     22,769
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        8.8        7.8       20.7       32.5        8.9       29.8        9.9       12.4        2.5        3.6        2.2       12.2       13.9
 
Number of Traders in Each Category                                    Total Traders:       307
        20         43         48         26         66         60         57         59         77         12         24         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,918,575
Positions
   328,527    143,838    140,087    524,541    496,902    111,720    311,663    483,574    167,942     81,117     99,545     24,395    228,582    250,570
 
Changes from:       March 12, 2013                                   Total Change is:    18,265
     4,513      6,615     -2,526     -4,778      6,204      2,475     20,890      5,979     -9,165     -5,027      8,416      3,981      7,902     -3,714
 
Percent of Open Interest Represented by Each Category of Trader
      17.1        7.5        7.3       27.3       25.9        5.8       16.2       25.2        8.8        4.2        5.2        1.3       11.9       13.1
 
Number of Traders in Each Category                                    Total Traders:       208
        15         26         19         30         38         36         38         41         44          8         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   353,149
Positions
   116,883    118,618    102,820      1,274      2,991      3,310     46,254     25,129     46,935        535      7,770     10,743     24,394     34,833
 
Changes from:       March 12, 2013                                   Total Change is:    20,971
    -2,652     12,667     10,431          0          0          0     10,815     -1,915       -285          8          0        253      2,400       -180
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       33.6       29.1        0.4        0.8        0.9       13.1        7.1       13.3        0.2        2.2        3.0        6.9        9.9
 
Number of Traders in Each Category                                    Total Traders:        71
        17         20         27          .          .          .         16          8         19          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,508,035
Positions
 1,675,360  2,513,943  2,302,585    957,216    753,197    227,343  1,220,421    389,763  3,490,875    174,277    169,600    481,919    978,040  1,178,809
 
Changes from:       March 12, 2013                                   Total Change is:-1,401,232
    61,460   -270,787   -507,277     48,883     95,874     -1,451   -181,094      8,352   -634,520    -97,770    -29,131    -53,277    -36,186     -9,015
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       21.8       20.0        8.3        6.5        2.0       10.6        3.4       30.3        1.5        1.5        4.2        8.5       10.2
 
Number of Traders in Each Category                                    Total Traders:       252
        29         44         72         12         10         19         56         50         89         17         18         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,647
Positions
     7,053      2,103          0         38        802          1      1,356      4,748         17        140        866          0         42        110
 
Changes from:       March 12, 2013                                   Total Change is:    -2,614
      -703       -489          0         -2          0          0       -769       -976     -1,127        -20          0          0          7        -22
 
Percent of Open Interest Represented by Each Category of Trader
      81.6       24.3        0.0        0.4        9.3        0.0       15.7       54.9        0.2        1.6       10.0        0.0        0.5        1.3
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    14,071
Positions
     9,227      1,202          0        526      3,608         36      4,255      6,862          0          0      2,323          0         27         40
 
Changes from:       March 12, 2013                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      65.6        8.5        0.0        3.7       25.6        0.3       30.2       48.8        0.0        0.0       16.5        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        23
         5          .          0          .          .          .          .          4          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    86,157
Positions
     9,340     32,071      1,305      5,729        119        272     54,554     49,283      1,006      6,838        825         53      7,060      1,223
 
Changes from:       March 12, 2013                                   Total Change is:     5,857
       605     16,016        -28       -483        119          0      8,898     -8,667       -798     -1,352        226       -210       -774       -800
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       37.2        1.5        6.6        0.1        0.3       63.3       57.2        1.2        7.9        1.0        0.1        8.2        1.4
 
Number of Traders in Each Category                                    Total Traders:       126
         5          .          .         12          .          .         56         12          8         29          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   463,432
Positions
   124,046     57,793     46,819     59,368     16,005     12,758     63,145    164,029     54,448      6,430     11,925     64,902     31,516     34,753
 
Changes from:       March 12, 2013                                   Total Change is:    28,682
     1,938      6,548      7,032     -1,202       -140     -3,116     -4,250    -12,522      9,453        141      1,104        386     18,300     19,937
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       12.5       10.1       12.8        3.5        2.8       13.6       35.4       11.7        1.4        2.6       14.0        6.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       182
        22         11         23          8          9          8         34         51         51         18         21         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    12,615
Positions
       145      7,945          0      2,802        416        260      7,840      3,082        908        369          0          0        291          4
 
Changes from:       March 12, 2013                                   Total Change is:        86
      -356      4,835          0       -185        -60         95        721     -4,267       -374         54       -122        -18        149         -3
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       63.0        0.0       22.2        3.3        2.1       62.1       24.4        7.2        2.9        0.0        0.0        2.3        0.0
 
Number of Traders in Each Category                                    Total Traders:        23
         .          4          0          4          .          .          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated March 22, 2013