`Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   171,881
Positions
    83,269      4,632      3,955     16,924     20,292        466     16,127     90,531     10,749      9,640      2,553        528     30,223     38,175
 
Changes from:       March 19, 2013                                   Total Change is:  -149,607
   -25,010    -56,311    -72,678        -42      1,060         26    -36,548    -16,139     -4,042    -10,186        765         41     -1,167     -2,327
 
Percent of Open Interest Represented by Each Category of Trader
      48.4        2.7        2.3        9.8       11.8        0.3        9.4       52.7        6.3        5.6        1.5        0.3       17.6       22.2
 
Number of Traders in Each Category                                    Total Traders:        88
         8          5          8          5          5          4         16         31         17         12          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    51,812
Positions
    31,352      8,751        378          0      1,874          0      8,440     18,490      1,807      1,630          0          1      8,204     20,511
 
Changes from:       March 19, 2013                                   Total Change is:      -810
     1,764         24         40          0       -400          0     -2,796       -688        134        102          0          1        -55         79
 
Percent of Open Interest Represented by Each Category of Trader
      60.5       16.9        0.7        0.0        3.6        0.0       16.3       35.7        3.5        3.1        0.0        0.0       15.8       39.6
 
Number of Traders in Each Category                                    Total Traders:        41
         8          5          .          0          .          0          9         14          6          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   236,806
Positions
   106,661      4,774      6,184     20,699     27,465      1,379     34,992    122,368     16,640     31,112      9,805      1,139     18,000     47,051
 
Changes from:       March 19, 2013                                   Total Change is:       965
     2,229        167       -665       -356       -783         80       -829      4,990      1,406         27       -344       -442       -486     -3,444
 
Percent of Open Interest Represented by Each Category of Trader
      45.0        2.0        2.6        8.7       11.6        0.6       14.8       51.7        7.0       13.1        4.1        0.5        7.6       19.9
 
Number of Traders in Each Category                                    Total Traders:       118
        11          6          8          7         13          7         15         45         22          9         12          7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   264,623
Positions
   104,209     16,625     11,277     20,234     12,338      1,693     41,890    112,900     21,847     36,793     18,725      6,664     20,016     62,555
 
Changes from:       March 19, 2013                                   Total Change is:     4,609
     5,597      3,963        316       -413     -1,264        -15     -1,930     -2,480        133      2,819      4,010       -548     -1,350        494
 
Percent of Open Interest Represented by Each Category of Trader
      39.4        6.3        4.3        7.6        4.7        0.6       15.8       42.7        8.3       13.9        7.1        2.5        7.6       23.6
 
Number of Traders in Each Category                                    Total Traders:       148
        11         12          7          6          9          .         29         48         28         10         23         16
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   266,689
Positions
    67,869     13,009     11,861     29,866     40,312      9,093     29,002     70,567     37,775     25,964     16,277      8,524     46,735     59,272
 
Changes from:       March 19, 2013                                   Total Change is:    15,572
    14,057      2,312        696       -768      5,906        189     -7,444       -727      4,410      1,635       -427      1,403      1,394      1,811
 
Percent of Open Interest Represented by Each Category of Trader
      25.4        4.9        4.4       11.2       15.1        3.4       10.9       26.5       14.2        9.7        6.1        3.2       17.5       22.2
 
Number of Traders in Each Category                                    Total Traders:       189
        20         14         14         17         20         15         23         48         39         29         18         26
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   219,193
Positions
    16,148     81,760      4,622      2,323     40,233      1,990    146,051     51,600      9,415        885      2,097      1,652     36,105     25,823
 
Changes from:       March 19, 2013                                   Total Change is:    46,444
      -306     36,065        223      1,436     -1,314        604     40,583      7,376      2,060     -1,463       -660        599      2,710      1,492
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       37.3        2.1        1.1       18.4        0.9       66.6       23.5        4.3        0.4        1.0        0.8       16.5       11.8
 
Number of Traders in Each Category                                    Total Traders:       102
         6         14          9          .          7          .         28         30         20          .         11          7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    57,799
Positions
    21,439     29,790     19,874      3,513          0          0      2,930          0      4,336      1,697        205      3,333        677        261
 
Changes from:       March 19, 2013                                   Total Change is:      -880
       -96       -839         -3       -760          0          0         53       -104          1          6        -10          0        -81         75
 
Percent of Open Interest Represented by Each Category of Trader
      37.1       51.5       34.4        6.1        0.0        0.0        5.1        0.0        7.5        2.9        0.4        5.8        1.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        28
         6         11         11          .          0          0          6          0          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   172,985
Positions
     3,981     93,250         12     10,094        503          0    133,951     72,519        949     11,629      3,471        132     12,238      2,149
 
Changes from:       March 19, 2013                                   Total Change is:    16,545
        24     21,063         -8     -1,656       -150          0     16,283     -4,615        661        564       -450        106        571        -62
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       53.9        0.0        5.8        0.3        0.0       77.4       41.9        0.5        6.7        2.0        0.1        7.1        1.2
 
Number of Traders in Each Category                                    Total Traders:       151
         7         14          .         11          .          0         79         14          6         17          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    39,555
Positions
    11,939     26,887        274      2,694        952         52      7,800      1,837        732     14,966      8,387         37      1,061        397
 
Changes from:       March 19, 2013                                   Total Change is:      -280
       471       -391        -16       -498        349       -256         11        253       -102        335          0       -135        -90         18
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       68.0        0.7        6.8        2.4        0.1       19.7        4.6        1.9       37.8       21.2        0.1        2.7        1.0
 
Number of Traders in Each Category                                    Total Traders:        36
         5          6          .          .          .          .         12          5          .          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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    34,922
Positions
     2,885     19,408        213        752        108          0     25,258     12,062        110        781        723          0      4,923      2,298
 
Changes from:       March 19, 2013                                   Total Change is:     5,989
      -405      5,548        213         30          0          0      4,126        320         -2        272        137          0      1,755       -227
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       55.6        0.6        2.2        0.3        0.0       72.3       34.5        0.3        2.2        2.1        0.0       14.1        6.6
 
Number of Traders in Each Category                                    Total Traders:        64
         5          9          .          .          .          0         21         18          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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    58,374
Positions
     8,926     32,919        228      4,879        275        342     29,951     11,288      1,134      2,883      2,540        867      9,164      8,781
 
Changes from:       March 19, 2013                                   Total Change is:     2,347
     2,082        763         21       -400         67       -129        225      1,166        120       -185        300         31        582          8
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       56.4        0.4        8.4        0.5        0.6       51.3       19.3        1.9        4.9        4.4        1.5       15.7       15.0
 
Number of Traders in Each Category                                    Total Traders:       108
        16         17          .          4          .          .         36         13         10          9         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   116,748
Positions
    17,852     65,838        457      9,758        549        684     59,902     22,576      2,267      5,766      5,081      1,734     18,328     17,562
 
Changes from:       March 19, 2013                                   Total Change is:     4,694
     4,163      1,526         42       -799        134       -258        450      2,331        240       -370        599         62      1,163         17
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       56.4        0.4        8.4        0.5        0.6       51.3       19.3        1.9        4.9        4.4        1.5       15.7       15.0
 
Number of Traders in Each Category                                    Total Traders:       108
        16         17          .          4          .          .         36         13         10          9         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   928,190
Positions
    41,341    207,868     38,338    344,011    129,239     60,810    117,268    188,883    143,318     44,485     35,798     23,132    115,488    100,804
 
Changes from:       March 19, 2013                                   Total Change is:    31,753
     3,632      1,205      5,077      8,684     -1,707          1      3,308     10,266      4,763        350      1,615        429      5,510     10,105
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       22.4        4.1       37.1       13.9        6.6       12.6       20.3       15.4        4.8        3.9        2.5       12.4       10.9
 
Number of Traders in Each Category                                    Total Traders:       605
        34         42         36        125         50         64         91        133        109         61         69         58
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   222,933
Positions
    14,771     55,492      4,255     61,832     28,898     11,911     11,251     14,083     44,384      9,427      8,752      9,341     55,761     45,818
 
Changes from:       March 19, 2013                                   Total Change is:     8,325
     4,020     -4,127         59     -1,605      1,078        444        755       -736      2,871        -75       -848        287      1,570      9,299
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       24.9        1.9       27.7       13.0        5.3        5.0        6.3       19.9        4.2        3.9        4.2       25.0       20.6
 
Number of Traders in Each Category                                    Total Traders:       108
         7         11          5         19          9         12         18         24         38         10         10         12
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Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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 3,526,282
Positions
   216,683    845,709     86,586  1,438,415    529,225    216,973    571,036    914,956    453,713    175,405    135,350     68,837    298,636    274,934
 
Changes from:       March 19, 2013                                   Total Change is:   117,136
    15,971     44,574      7,173     49,055    -16,311        176      4,659     46,902     17,565      2,245     12,436        591     19,702      4,031
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       24.0        2.5       40.8       15.0        6.2       16.2       25.9       12.9        5.0        3.8        2.0        8.5        7.8
 
Number of Traders in Each Category                                    Total Traders:       563
        32         41         33        117         45         58         90        123         99         52         63         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   117,756
Positions
     3,857     57,618          1     57,893     47,609      1,639     39,240      5,157        986      1,589      2,235          0     12,552      2,512
 
Changes from:       March 19, 2013                                   Total Change is:     3,130
       758      2,674          1       -771       -663         15      1,659        562        693      1,000         -4          0       -225       -148
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       48.9        0.0       49.2       40.4        1.4       33.3        4.4        0.8        1.3        1.9        0.0       10.7        2.1
 
Number of Traders in Each Category                                    Total Traders:       101
         5         16          .         35         15         11         18          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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    71,515
Positions
     1,600     49,173        649     30,035      6,832        857     28,975      7,811        528      2,380      1,179        814      5,676      3,672
 
Changes from:       March 19, 2013                                   Total Change is:     1,916
        90      1,171        109     -1,708       -126        272      3,808        234       -259       -555       -186        -16        174        716
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       68.8        0.9       42.0        9.6        1.2       40.5       10.9        0.7        3.3        1.6        1.1        7.9        5.1
 
Number of Traders in Each Category                                    Total Traders:       212
        13         23          4         27         19         11         66         29         12         25          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   357,576
Positions
     8,001    245,866      3,244    150,177     34,159      4,286    144,877     39,055      2,642     11,899      5,895      4,071     28,379     18,358
 
Changes from:       March 19, 2013                                   Total Change is:     9,579
       451      5,854        547     -8,541       -628      1,361     19,041      1,171     -1,295     -2,775       -930        -79        870      3,578
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       68.8        0.9       42.0        9.6        1.2       40.5       10.9        0.7        3.3        1.6        1.1        7.9        5.1
 
Number of Traders in Each Category                                    Total Traders:       212
        13         23          4         27         19         11         66         29         12         25          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   380,424
Positions
    66,495     63,404      9,499    145,203    153,316     19,198     96,162     99,574      9,975      5,263     10,566        911     27,719     13,982
 
Changes from:       March 19, 2013                                   Total Change is:     3,853
     1,058       -282      1,596     -3,225       -428        141      1,552       -455        783        124      1,495         66      1,758        938
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       16.7        2.5       38.2       40.3        5.0       25.3       26.2        2.6        1.4        2.8        0.2        7.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       254
        17         18          .         53         37         23         56         45         18         11         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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    67,841
Positions
     7,053     27,752        127     24,204          0        129     14,020     14,210          0     12,485      4,508          0      9,823     21,115
 
Changes from:       March 19, 2013                                   Total Change is:     4,168
      -262        821        -33      1,907          0          0      1,624      1,455          0        537         16          0        395      1,909
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       40.9        0.2       35.7        0.0        0.2       20.7       20.9        0.0       18.4        6.6        0.0       14.5       31.1
 
Number of Traders in Each Category                                    Total Traders:        69
         4         12          .         14          0          .         15         11          0         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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    70,516
Positions
    24,299     12,182      1,328      8,394      5,618      1,538     24,495      3,841         34      2,890      2,717          0      7,538     43,258
 
Changes from:       March 19, 2013                                   Total Change is:       596
     1,277        645         27        499        341          3       -573     -1,918         32        -73      1,512          0       -596        -46
 
Percent of Open Interest Represented by Each Category of Trader
      34.5       17.3        1.9       11.9        8.0        2.2       34.7        5.4        0.0        4.1        3.9        0.0       10.7       61.3
 
Number of Traders in Each Category                                    Total Traders:        79
        17         12          4         10          .          .         23          .          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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    89,869
Positions
    12,860     41,421      4,802     33,746     16,647      4,337     26,962     18,636        663        212          0          0      6,287      3,363
 
Changes from:       March 19, 2013                                   Total Change is:     4,417
     2,047      1,079          0       -356       -363        192      1,306      2,645         82          0          0          0      1,146        782
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       46.1        5.3       37.6       18.5        4.8       30.0       20.7        0.7        0.2        0.0        0.0        7.0        3.7
 
Number of Traders in Each Category                                    Total Traders:        73
         4          7          .         24         18         11         12          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   194,620
Positions
     8,193     97,669      2,410    108,044     16,511      9,014     41,083     58,913        394     10,197      4,737        644     14,641      4,328
 
Changes from:       March 19, 2013                                   Total Change is:     3,576
     1,018        118         -8      2,868       -601        -50        489      2,476         -6         -6      1,112         92       -821        443
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       50.2        1.2       55.5        8.5        4.6       21.1       30.3        0.2        5.2        2.4        0.3        7.5        2.2
 
Number of Traders in Each Category                                    Total Traders:       143
        13         20          5         45         15         22         24          7          4         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   697,842
Positions
     3,764     93,825     22,442    273,109    202,035     70,702    119,503     50,148     48,206     15,128     30,903      5,168    139,820    174,413
 
Changes from:       March 19, 2013                                   Total Change is:   -27,459
    -1,397     13,012    -14,145      9,480     12,068     -3,104        671    -13,933    -16,586       -717      5,363       -947       -714     -9,187
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       13.4        3.2       39.1       29.0       10.1       17.1        7.2        6.9        2.2        4.4        0.7       20.0       25.0
 
Number of Traders in Each Category                                    Total Traders:       166
         4         20         17         34         29         35         36         25         35          7         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   378,242
Positions
     3,546     99,367        566    243,433     45,084     31,395      5,522    119,082      5,403     14,624     14,450          0     73,753     62,894
 
Changes from:       March 19, 2013                                   Total Change is:    -3,945
         1    -11,289        142     -3,975     -2,155     -2,654         25      6,491        171      2,390        -10          0        -45      5,360
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       26.3        0.1       64.4       11.9        8.3        1.5       31.5        1.4        3.9        3.8        0.0       19.5       16.6
 
Number of Traders in Each Category                                    Total Traders:        68
         .         11          5         28          9         16          .         13          8          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,011,207
Positions
    54,212    141,411     11,721    171,366    257,736     73,463    306,542    281,498     91,198    146,683     52,651     23,641    132,381     77,888
 
Changes from:       March 19, 2013                                   Total Change is:     1,662
     5,404      7,756       -797    -23,752     34,539     14,195     -8,247    -42,337    -11,206     24,860      4,720     -3,624      4,828     -1,585
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       14.0        1.2       16.9       25.5        7.3       30.3       27.8        9.0       14.5        5.2        2.3       13.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       205
        10         23         10         30         29         29         43         32         31         20         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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    53,878
Positions
    14,936     22,529      9,176          0        334        115     23,732     15,696      4,089         35          0        304      1,491      1,635
 
Changes from:       March 19, 2013                                   Total Change is:     1,259
      -314        216        908          0         -1          0        464        -95        493        -16          0          5       -281       -267
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       41.8       17.0        0.0        0.6        0.2       44.0       29.1        7.6        0.1        0.0        0.6        2.8        3.0
 
Number of Traders in Each Category                                    Total Traders:        45
         8         10         12          0          .          .          9         15         12          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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 2,554,984
Positions
   109,104    271,832    168,163    536,628    864,019    235,457    800,315    232,385    274,356     76,932     89,009     46,338    307,691    373,423
 
Changes from:       March 19, 2013                                   Total Change is:   -98,540
    16,790     37,431    -39,058    -13,460      1,381     -1,349      9,916    -30,804    -54,427     10,774     -5,739    -11,444    -16,282      5,469
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       10.6        6.6       21.0       33.8        9.2       31.3        9.1       10.7        3.0        3.5        1.8       12.0       14.6
 
Number of Traders in Each Category                                    Total Traders:       301
        16         46         45         24         67         55         62         51         75         11         24         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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 1,968,029
Positions
   275,927    165,999    129,780    625,465    518,413    115,650    332,474    485,544    149,856     79,939    121,505     23,432    235,506    257,850
 
Changes from:       March 19, 2013                                   Total Change is:    49,454
   -52,600     22,161    -10,307    100,923     21,511      3,931     20,811      1,970    -18,086     -1,178     21,959       -964      6,924      7,280
 
Percent of Open Interest Represented by Each Category of Trader
      14.0        8.4        6.6       31.8       26.3        5.9       16.9       24.7        7.6        4.1        6.2        1.2       12.0       13.1
 
Number of Traders in Each Category                                    Total Traders:       217
        15         28         19         29         40         35         44         39         39          8         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   377,185
Positions
   112,880    129,246    113,736          0      2,991      3,310     59,666     24,628     49,609      4,519      8,284     11,857     21,608     33,524
 
Changes from:       March 19, 2013                                   Total Change is:    24,036
    -4,003     10,628     10,916     -1,274          0          0     13,412       -501      2,673      3,983        514      1,114     -2,787     -1,309
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       34.3       30.2        0.0        0.8        0.9       15.8        6.5       13.2        1.2        2.2        3.1        5.7        8.9
 
Number of Traders in Each Category                                    Total Traders:        77
        17         21         28          0          .          .         19          9         20          4          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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 is11,792,653
Positions
 1,859,621  2,563,801  2,392,134    940,808    834,792    263,437  1,022,442    374,620  3,636,754    216,022    182,212    456,481  1,004,953  1,088,422
 
Changes from:       March 19, 2013                                   Total Change is:   284,618
   184,262     49,858     89,549    -16,407     81,595     36,094   -197,979    -15,144    145,879     41,745     12,612    -25,438     26,913    -90,388
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       21.7       20.3        8.0        7.1        2.2        8.7        3.2       30.8        1.8        1.5        3.9        8.5        9.2
 
Number of Traders in Each Category                                    Total Traders:       245
        32         43         74         15         10         20         54         45         89         13         18         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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     8,614
Positions
     7,058      2,085          0         38        782          1      1,325      4,698         21        140        866          0         31        161
 
Changes from:       March 19, 2013                                   Total Change is:       -33
         5        -18          0          0        -20          0        -31        -50          4          0          0          0        -11         51
 
Percent of Open Interest Represented by Each Category of Trader
      81.9       24.2        0.0        0.4        9.1        0.0       15.4       54.5        0.2        1.6       10.1        0.0        0.4        1.9
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          .          .          .          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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    16,453
Positions
    11,046      1,202          0        589      4,230         86      4,684      9,051          0          0      1,853          0         48         31
 
Changes from:       March 19, 2013                                   Total Change is:     2,382
     1,819          0          0         63        622         50        429      2,189          0          0       -470          0         21         -9
 
Percent of Open Interest Represented by Each Category of Trader
      67.1        7.3        0.0        3.6       25.7        0.5       28.5       55.0        0.0        0.0       11.3        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        24
         4          .          0          .          .          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     3,100
Positions
     2,661      1,145          0          0        975         39        324        621          0          0        300          0         76         20
 
Changes from:       March 19, 2013                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      85.8       36.9        0.0        0.0       31.5        1.3       10.5       20.0        0.0        0.0        9.7        0.0        2.5        0.6
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          0          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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    83,531
Positions
     9,398     31,825      1,300      6,012        100        281     52,502     45,755      1,431      6,288      1,583         35      6,283      1,221
 
Changes from:       March 19, 2013                                   Total Change is:    -2,627
        58       -245         -6        283        -19          9     -2,052     -3,528        425       -549        758        -18       -777         -3
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       38.1        1.6        7.2        0.1        0.3       62.9       54.8        1.7        7.5        1.9        0.0        7.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       125
         5          4          .         12          .          .         54         12          7         29          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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   409,747
Positions
   105,544     41,309     35,628     67,185     15,080     14,414     61,509    163,934     39,642      5,867     15,883     53,570     26,388     30,287
 
Changes from:       March 19, 2013                                   Total Change is:   -53,685
   -18,502    -16,484    -11,191      7,817       -925      1,656     -1,636        -95    -14,806       -563      3,958    -11,332     -5,128     -4,466
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       10.1        8.7       16.4        3.7        3.5       15.0       40.0        9.7        1.4        3.9       13.1        6.4        7.4
 
Number of Traders in Each Category                                    Total Traders:       172
        17         12         19          8          7         11         36         43         44         17         19         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 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     6,689
Positions
       168      3,550          0      2,602        456        233      1,865      1,538        908        315          0          0        598          4
 
Changes from:       March 19, 2013                                   Total Change is:    -5,926
        23     -4,395          0       -200         40        -27     -5,975     -1,544          0        -54          0          0        307          0
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       53.1        0.0       38.9        6.8        3.5       27.9       23.0       13.6        4.7        0.0        0.0        8.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          5          .          .          .          5          .          .          0          0
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Updated March 29, 2013