Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   142,022
Positions
     7,236    100,974      2,608      9,194      7,004        235     58,460     13,591      1,315     10,165          0         41     52,768     16,254
 
Changes from:       April 5, 2011                                    Total Change is:     3,765
     4,357      4,747        704       -654        -29         -6     -1,873     -1,434        121        295       -119          0        821       -219
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       71.1        1.8        6.5        4.9        0.2       41.2        9.6        0.9        7.2        0.0        0.0       37.2       11.4
 
Number of Traders in Each Category                                    Total Traders:        82
         5         12          .          .          4          .         37          8          4         13          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,505
Positions
     8,442     34,742      1,180        875      1,116         69     22,782     14,807         18          0          0          0     28,139      9,573
 
Changes from:       April 5, 2011                                    Total Change is:     1,551
      -497      3,835       -290          0          5          0        -10     -2,878         16          0          0          0      2,332        863
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       56.5        1.9        1.4        1.8        0.1       37.0       24.1        0.0        0.0        0.0        0.0       45.8       15.6
 
Number of Traders in Each Category                                    Total Traders:        41
         4          8          .          .          .          .         18          8          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   120,316
Positions
     3,091     53,047        602      5,649     20,934      1,289     65,715     19,528        118      2,391      5,558          0     41,461     19,240
 
Changes from:       April 5, 2011                                    Total Change is:     9,097
      -846      7,011       -153       -417     -2,032         -3        555      7,263        -47      1,783     -1,850          0      8,225     -1,092
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       44.1        0.5        4.7       17.4        1.1       54.6       16.2        0.1        2.0        4.6        0.0       34.5       16.0
 
Number of Traders in Each Category                                    Total Traders:        99
         7         14          .          .         13          5         34         20          5          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   130,084
Positions
    63,398     10,074      2,407     21,933      8,721        914     19,862     60,709        436        900      2,483          0     20,234     44,340
 
Changes from:       April 5, 2011                                    Total Change is:     9,452
    15,451     -3,068       -530        744        -27       -373     -2,436     10,297       -232     -1,111        103          0     -2,061      3,282
 
Percent of Open Interest Represented by Each Category of Trader
      48.7        7.7        1.9       16.9        6.7        0.7       15.3       46.7        0.3        0.7        1.9        0.0       15.6       34.1
 
Number of Traders in Each Category                                    Total Traders:       100
        17          8          .          8          8          4         15         38          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   243,203
Positions
    36,889    111,585      1,519     30,107     22,734      2,353     80,120     38,808      1,419     23,505     15,223        267     67,024     49,295
 
Changes from:       April 5, 2011                                    Total Change is:     6,933
     1,876      4,217      1,245        915      3,554       -678      1,331       -605        661        307     -1,696       -479      1,755        714
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       45.9        0.6       12.4        9.3        1.0       32.9       16.0        0.6        9.7        6.3        0.1       27.6       20.3
 
Number of Traders in Each Category                                    Total Traders:       177
        20         21          5         18         17         11         46         31          9         12         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   149,033
Positions
     6,807    118,176        436     10,095      3,369        134     92,341      7,940        114      3,231        597          0     35,875     18,267
 
Changes from:       April 5, 2011                                    Total Change is:     2,925
     2,285      2,869        153         19        -27          0     -1,454     -3,206         69        293         28          0      1,560      3,039
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       79.3        0.3        6.8        2.3        0.1       62.0        5.3        0.1        2.2        0.4        0.0       24.1       12.3
 
Number of Traders in Each Category                                    Total Traders:        77
         .         14          .          6          4          .         35          7          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    83,772
Positions
    16,553     36,619     35,556          0          0          0     28,259     10,591        477      1,901          0          0      1,026        529
 
Changes from:       April 5, 2011                                    Total Change is:    -6,353
       968        530     -5,756          0          0          0       -697        236         -3        390          0          0     -1,255     -1,360
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       43.7       42.4        0.0        0.0        0.0       33.7       12.6        0.6        2.3        0.0        0.0        1.2        0.6
 
Number of Traders in Each Category                                    Total Traders:        25
         5         11         10          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   166,619
Positions
       877    133,842        203     17,011      1,443          0    130,977     25,588         80      9,214      3,347          0      8,257      2,116
 
Changes from:       April 5, 2011                                    Total Change is:     7,794
       386      6,511         -3      1,122        145          0      5,280       -177         -8      1,238        770          0       -221        556
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       80.3        0.1       10.2        0.9        0.0       78.6       15.4        0.0        5.5        2.0        0.0        5.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       129
         5         17          .         10          .          0         63         12          .         15          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    37,396
Positions
    26,198     29,850          3      4,165          0          0      5,269        578          0        417      6,823          0      1,344        142
 
Changes from:       April 5, 2011                                    Total Change is:       -60
         0       -401          0        112          0          0       -190        346          0          7        -10          0         11          5
 
Percent of Open Interest Represented by Each Category of Trader
      70.1       79.8        0.0       11.1        0.0        0.0       14.1        1.5        0.0        1.1       18.2        0.0        3.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        20
         .          6          .          .          0          0          7          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    21,143
Positions
     1,881     10,760         18        126        454          0     14,555      8,453          0      1,001          0          0      3,562      1,458
 
Changes from:       April 5, 2011                                    Total Change is:     4,946
      -816      4,201        -12        126        307          0      5,044        733         -3        338          0          0        269       -280
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       50.9        0.1        0.6        2.1        0.0       68.8       40.0        0.0        4.7        0.0        0.0       16.8        6.9
 
Number of Traders in Each Category                                    Total Traders:        47
         .         11          .          .          .          0         16         11          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    59,261
Positions
    20,131     36,132        941      2,919      1,353        533     27,058     12,124        154        670        509          0      6,857      7,517
 
Changes from:       April 5, 2011                                    Total Change is:       454
     1,070      2,042       -122       -295         56        143     -1,076        168         76        532     -1,245          0        125       -663
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       61.0        1.6        4.9        2.3        0.9       45.7       20.5        0.3        1.1        0.9        0.0       11.6       12.7
 
Number of Traders in Each Category                                    Total Traders:        95
        17         17          .          5          4          .         35         10          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   118,521
Positions
    40,261     72,264      1,881      5,838      2,705      1,066     54,115     24,247        307      1,340      1,017          0     13,713     15,034
 
Changes from:       April 5, 2011                                    Total Change is:       908
     2,140      4,083       -244       -589        111        286     -2,151        336        152      1,064     -2,490          0        250     -1,326
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       61.0        1.6        4.9        2.3        0.9       45.7       20.5        0.3        1.1        0.9        0.0       11.6       12.7
 
Number of Traders in Each Category                                    Total Traders:        95
        17         17          .          5          4          .         35         10          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   843,173
Positions
    63,961    255,828     35,076    402,003    118,824     59,540     72,572    194,363     26,220     20,034     29,704      2,055    161,712    121,562
 
Changes from:       April 5, 2011                                    Total Change is:     4,410
    -1,040     -6,932      3,945      2,687     -1,873     -1,269     -5,272      3,514      6,553     -1,805       -572     -1,120      1,730      2,164
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       30.3        4.2       47.7       14.1        7.1        8.6       23.1        3.1        2.4        3.5        0.2       19.2       14.4
 
Number of Traders in Each Category                                    Total Traders:       546
        36         48         22        121         60         64         80        143         69         28         29          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   304,104
Positions
     8,472    157,925      6,679    140,964     34,893      8,564     18,102     31,690      2,471      6,309     14,641          5    112,538     47,236
 
Changes from:       April 5, 2011                                    Total Change is:     1,748
       283     -4,513      1,269        253     -1,500         14      1,099      5,744        993     -2,531      1,593       -828      1,196     -1,024
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       51.9        2.2       46.4       11.5        2.8        6.0       10.4        0.8        2.1        4.8        0.0       37.0       15.5
 
Number of Traders in Each Category                                    Total Traders:       126
         5         22          6         31         13         13         15         30          8          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,695,345
Positions
   333,002    545,074     86,428  1,318,935    433,398    241,138    344,214    885,228     46,881     75,677     82,365      3,202    245,868    371,631
 
Changes from:       April 5, 2011                                    Total Change is:    13,308
     9,145      3,664     -2,377      4,624     -9,414      1,130     -2,775     17,930     -1,277      1,947    -12,508        222      2,669     15,938
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       20.2        3.2       48.9       16.1        8.9       12.8       32.8        1.7        2.8        3.1        0.1        9.1       13.8
 
Number of Traders in Each Category                                    Total Traders:       507
        35         45         13        102         56         56         86        131         47         25         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   113,175
Positions
    22,630     52,473         40     52,961     32,058      9,512     17,327     16,484         61      1,218          0          0      9,426      2,547
 
Changes from:       April 5, 2011                                    Total Change is:       924
      -637     -1,716          0     -3,998       -331      3,868      1,855       -812         61       -295          0          0         70       -146
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       46.4        0.0       46.8       28.3        8.4       15.3       14.6        0.1        1.1        0.0        0.0        8.3        2.3
 
Number of Traders in Each Category                                    Total Traders:        98
         8         10          .         31         14         12         21         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    84,480
Positions
    13,381     40,914      4,383     15,801      8,870      2,724     25,868     11,436     10,478      2,851      2,030         10      8,983      3,635
 
Changes from:       April 5, 2011                                    Total Change is:    -5,662
     1,703     -3,841     -1,410     -1,167        521         19     -4,122       -620       -500        456        326        -59       -582        -99
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       48.4        5.2       18.7       10.5        3.2       30.6       13.5       12.4        3.4        2.4        0.0       10.6        4.3
 
Number of Traders in Each Category                                    Total Traders:       244
        20         34          9         33         19         15         63         48         19         15         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    17,258
Positions
     2,551     14,989          0      1,859          0          0      9,375        265          0          0        878          0      3,473      1,126
 
Changes from:       April 5, 2011                                    Total Change is:      -684
       201       -642         -1          0          0          0       -613       -451          0          0        492          0       -271        -82
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       86.9        0.0       10.8        0.0        0.0       54.3        1.5        0.0        0.0        5.1        0.0       20.1        6.5
 
Number of Traders in Each Category                                    Total Traders:        27
         7         10          0          .          0          0          5          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   336,108
Positions
    70,834    146,308      5,232     73,709     48,348      9,620    129,327    102,717      5,530     14,256      5,759         50     27,550     12,544
 
Changes from:       April 5, 2011                                    Total Change is:   -24,889
       290    -23,217        177     -5,835      2,607         97    -21,261     -4,558      1,215      2,281       -828       -296     -1,557        -86
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       43.5        1.6       21.9       14.4        2.9       38.5       30.6        1.6        4.2        1.7        0.0        8.2        3.7
 
Number of Traders in Each Category                                    Total Traders:       240
        19         32          5         32         19         14         61         51         15         15         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   371,512
Positions
   136,509     31,302     10,385    100,253    135,597     31,831     65,842    124,318      4,065      2,015     17,373         32     20,580     16,609
 
Changes from:       April 5, 2011                                    Total Change is:     3,567
     8,947     -4,114     -1,719    -11,060      1,439     10,801     -6,295     -3,151       -184        130        411         32      2,915         52
 
Percent of Open Interest Represented by Each Category of Trader
      36.7        8.4        2.8       27.0       36.5        8.6       17.7       33.5        1.1        0.5        4.7        0.0        5.5        4.5
 
Number of Traders in Each Category                                    Total Traders:       269
        19         18          .         47         52         27         53         60         14          6         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    54,553
Positions
     9,348      4,269      6,115      6,407     11,841      2,010     22,318      7,415        539        476      5,236          0      7,340     17,128
 
Changes from:       April 5, 2011                                    Total Change is:    -2,630
       469       -352        -30     -1,663       -622        385     -1,812       -909          0         10         20          0         11     -1,122
 
Percent of Open Interest Represented by Each Category of Trader
      17.1        7.8       11.2       11.7       21.7        3.7       40.9       13.6        1.0        0.9        9.6        0.0       13.5       31.4
 
Number of Traders in Each Category                                    Total Traders:        71
        11         10          .          9          4          4         15         14          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    61,402
Positions
    27,741     17,019      7,980      7,021      5,202      1,045      8,512     17,264        110      1,310      3,141        343      7,340      9,298
 
Changes from:       April 5, 2011                                    Total Change is:    -2,817
     2,956     -3,072        -46       -523         30     -3,784     -1,806        356       -644        363        998       -275        942      3,620
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       27.7       13.0       11.4        8.5        1.7       13.9       28.1        0.2        2.1        5.1        0.6       12.0       15.1
 
Number of Traders in Each Category                                    Total Traders:        76
        17         15          4          8          .          .         14         12          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    32,887
Positions
       325      7,554      1,403     19,071     10,786      4,025      3,060      6,845          3        419          0          0      4,581      2,271
 
Changes from:       April 5, 2011                                    Total Change is:     1,247
        69        321        162        130       -271         44        682        587        -16          0          0          0        176        420
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       23.0        4.3       58.0       32.8       12.2        9.3       20.8        0.0        1.3        0.0        0.0       13.9        6.9
 
Number of Traders in Each Category                                    Total Traders:        47
         .          4          .         19         11          7          .          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    40,472
Positions
     6,865     16,885        992     13,307      4,592        910      9,757     13,479        536      1,371        270         34      6,700      2,774
 
Changes from:       April 5, 2011                                    Total Change is:     2,430
       939        822         20        224        354         35      1,377      1,595        -41       -163          0          0         39       -355
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       41.7        2.5       32.9       11.3        2.2       24.1       33.3        1.3        3.4        0.7        0.1       16.6        6.9
 
Number of Traders in Each Category                                    Total Traders:        68
         7          8          .         16          8          6         14         10          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   562,684
Positions
    21,913     43,920      9,581    270,926    145,666     58,130     20,045     81,747     14,758     19,268     45,927          0    148,063    162,955
 
Changes from:       April 5, 2011                                    Total Change is:   -30,477
    -1,643     -8,565      4,381    -12,966     -8,514     -1,237    -47,018    -18,067      8,786         63     -7,749          0     19,157        488
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        7.8        1.7       48.1       25.9       10.3        3.6       14.5        2.6        3.4        8.2        0.0       26.3       29.0
 
Number of Traders in Each Category                                    Total Traders:       143
         9         13          9         42         23         30         19         25         13          4          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   324,524
Positions
         8    133,558        837    231,870      5,299     18,058      5,777    126,808          0      1,700          0          0     66,274     39,964
 
Changes from:       April 5, 2011                                    Total Change is:    -1,458
         8       -881        220     -4,500        470     -1,327      2,842        709          0          0          0          0      1,299       -649
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.2        0.3       71.4        1.6        5.6        1.8       39.1        0.0        0.5        0.0        0.0       20.4       12.3
 
Number of Traders in Each Category                                    Total Traders:        64
         .         11          .         31          .         15          .         16          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,035,323
Positions
    86,377     85,573     13,502    262,927    429,634     85,979    314,003    116,003     17,382    164,694    120,115      5,610     84,849    161,525
 
Changes from:       April 5, 2011                                    Total Change is:    63,667
   -27,244      7,146      3,525     -4,692     12,188     -1,149     49,131       -753      2,456     52,267     38,030       -100    -10,527      2,324
 
Percent of Open Interest Represented by Each Category of Trader
       8.3        8.3        1.3       25.4       41.5        8.3       30.3       11.2        1.7       15.9       11.6        0.5        8.2       15.6
 
Number of Traders in Each Category                                    Total Traders:       257
        21         35          9         34         57         36         35         43         21          7         25          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,654,200
Positions
   197,476    153,748     35,895    504,284    517,525    205,701    325,348    243,440     31,626     68,930     57,912     12,387    272,553    395,966
 
Changes from:       April 5, 2011                                    Total Change is:    48,827
   -18,362     18,237     12,153    -24,539    -13,758     19,288     45,579     -3,447      1,535      3,297      2,851      1,247      8,629     10,721
 
Percent of Open Interest Represented by Each Category of Trader
      11.9        9.3        2.2       30.5       31.3       12.4       19.7       14.7        1.9        4.2        3.5        0.7       16.5       23.9
 
Number of Traders in Each Category                                    Total Traders:       271
        24         39         16         28         58         43         48         48         33         12         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,325,636
Positions
   112,465    114,174     30,726    276,754    526,719    132,762    478,143    112,993     30,935     72,907     85,886      4,298    186,646    287,143
 
Changes from:       April 5, 2011                                    Total Change is:    23,256
    -8,777      2,890      5,266    -34,164     25,380     -8,793     49,219     -6,032      5,347     12,008     12,361        907      2,243    -14,070
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        8.6        2.3       20.9       39.7       10.0       36.1        8.5        2.3        5.5        6.5        0.3       14.1       21.7
 
Number of Traders in Each Category                                    Total Traders:       198
        19         17          9         25         42         41         31         39         19          7         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   652,385
Positions
   187,371    223,509    221,280     11,307      2,103      9,702     95,099     61,881     69,936     12,834      4,715      5,937     38,919     53,322
 
Changes from:       April 5, 2011                                    Total Change is:    13,698
    13,230      4,510      1,444       -839       -888        584     -8,944     -2,832      4,613        144        115         47      3,419      6,105
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       34.3       33.9        1.7        0.3        1.5       14.6        9.5       10.7        2.0        0.7        0.9        6.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       128
        23         35         40          5          .          5         22         21         30          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,389,824
Positions
 1,286,976  3,466,344  1,812,914  2,854,945    588,814    196,607  1,023,201    735,294  1,096,429     63,611    275,486    166,834    888,307  1,051,102
 
Changes from:       April 5, 2011                                    Total Change is:   135,267
   104,215    187,035   -102,723     83,305     57,708    -20,125     66,101       -941    -45,468      5,184     -7,129    -11,493     56,271     78,403
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       36.9       19.3       30.4        6.3        2.1       10.9        7.8       11.7        0.7        2.9        1.8        9.5       11.2
 
Number of Traders in Each Category                                    Total Traders:       273
        32         62         92         12         11         16         56         56         86          8         17         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    11,229
Positions
     4,348      5,315          0      1,438        748         23        482      4,080         26      4,800        756          0        112        281
 
Changes from:       April 5, 2011                                    Total Change is:         4
       205       -308          0        -24          1        -12       -168        200         19          0         82          0        -16         22
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       47.3        0.0       12.8        6.7        0.2        4.3       36.3        0.2       42.7        6.7        0.0        1.0        2.5
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          .         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,609
Positions
    24,986     14,240          0      1,983      1,989         64      1,415      6,309          0         40      5,416          0        121        591
 
Changes from:       April 5, 2011                                    Total Change is:       144
       234       -198          0          0       -247          5         69        225          0          0          0          0       -164        359
 
Percent of Open Interest Represented by Each Category of Trader
      87.3       49.8        0.0        6.9        7.0        0.2        4.9       22.1        0.0        0.1       18.9        0.0        0.4        2.1
 
Number of Traders in Each Category                                    Total Traders:        28
         .          4          0          .          5          .          .          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    49,843
Positions
    24,522      5,545          0         83      1,005        602     15,745     33,744        768      2,317      2,550        292      5,514      5,337
 
Changes from:       April 5, 2011                                    Total Change is:      -466
      -165        377          0         10        240        -91        -86     -2,157        -44        331      1,403         42       -463       -236
 
Percent of Open Interest Represented by Each Category of Trader
      49.2       11.1        0.0        0.2        2.0        1.2       31.6       67.7        1.5        4.6        5.1        0.6       11.1       10.7
 
Number of Traders in Each Category                                    Total Traders:       128
         7          9          0          .          5          .         16         55          6         24         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   188,985
Positions
    57,685     55,408     41,189     10,811      2,368      2,737     16,777     33,443     24,472      1,692      1,796     10,209     23,413     17,363
 
Changes from:       April 5, 2011                                    Total Change is:     7,697
      -549     -3,851      2,180      1,119        421        453        421      2,786       -127       -708        549      1,928      2,980      3,358
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       29.3       21.8        5.7        1.3        1.4        8.9       17.7       12.9        0.9        1.0        5.4       12.4        9.2
 
Number of Traders in Each Category                                    Total Traders:       113
        19          7         22         11          4          4         23         25         29          6          7         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,424
Positions
       492      4,959          0      2,597          0          0      2,441      2,431         37        730         77          0      2,127        920
 
Changes from:       April 5, 2011                                    Total Change is:      -462
    -1,639       -164          0         20          0          0         31        282          0        580          0          0        546       -580
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       58.9        0.0       30.8        0.0        0.0       29.0       28.9        0.4        8.7        0.9        0.0       25.2       10.9
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          4          0          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,840
Positions
       639     12,769         20      7,837          0          1      3,116        129        111          0        127         12      2,104        671
 
Changes from:       April 5, 2011                                    Total Change is:       423
       226        -46         19         -7          0          0        -33          2        108          0          0          0        110        340
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       92.3        0.1       56.6        0.0        0.0       22.5        0.9        0.8        0.0        0.9        0.1       15.2        4.8
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .          9          0          .          8          .          .          0          .          .
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Updated April 15, 2011