Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   150,575
Positions
     9,780    101,252      6,543      9,379      6,526        306     58,228     12,050      4,311      8,569          0        383     53,076     19,204
 
Changes from:       April 12, 2011                                   Total Change is:     1,046
     1,774        546      1,455        185       -478         71        333     -1,562        458     -1,440          0        -27     -1,765        582
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       67.2        4.3        6.2        4.3        0.2       38.7        8.0        2.9        5.7        0.0        0.3       35.2       12.8
 
Number of Traders in Each Category                                    Total Traders:        85
         6         13          6          4          .          .         38         11         13         10          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    71,663
Positions
     8,647     38,978      2,501        819      1,113         93     28,202     16,937      1,018          0          0          0     30,383     11,022
 
Changes from:       April 12, 2011                                   Total Change is:     7,890
       249      4,221        481        -56         -3         24      5,423      2,379        300          0          0          0      1,469        487
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       54.4        3.5        1.1        1.6        0.1       39.4       23.6        1.4        0.0        0.0        0.0       42.4       15.4
 
Number of Traders in Each Category                                    Total Traders:        44
         4          7          5          .          .          .         21          9          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   116,862
Positions
     3,722     51,046      4,252      5,853     21,349      1,369     61,375     10,364      2,818      1,711      5,682        348     35,413     19,633
 
Changes from:       April 12, 2011                                   Total Change is:   -11,350
       132     -2,339         -4        204        415         80     -3,835     -9,099        208       -680        571        -99     -7,355     -1,083
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       43.7        3.6        5.0       18.3        1.2       52.5        8.9        2.4        1.5        4.9        0.3       30.3       16.8
 
Number of Traders in Each Category                                    Total Traders:       100
         6         15         12          .         13          5         39         16         14          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   147,192
Positions
    63,264      9,976      9,796     23,234     10,258        700     20,411     62,245      8,074        902      2,260        171     20,640     43,712
 
Changes from:       April 12, 2011                                   Total Change is:    -1,000
    -1,373        375        347      1,301      1,537       -214        123        693        381          0       -176         40     -1,605     -3,982
 
Percent of Open Interest Represented by Each Category of Trader
      43.0        6.8        6.7       15.8        7.0        0.5       13.9       42.3        5.5        0.6        1.5        0.1       14.0       29.7
 
Number of Traders in Each Category                                    Total Traders:       107
        19          8         11          8         10          4         15         38         19          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   284,984
Positions
    43,212    112,257     13,514     31,277     20,557      2,833     74,986     39,074     20,256     22,271     15,994      7,822     68,812     52,678
 
Changes from:       April 12, 2011                                   Total Change is:     6,121
     4,338      2,025      1,705      1,521     -2,275        125     -3,306      2,085      2,137       -781      2,198      2,152     -1,770     -4,030
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       39.4        4.7       11.0        7.2        1.0       26.3       13.7        7.1        7.8        5.6        2.7       24.1       18.5
 
Number of Traders in Each Category                                    Total Traders:       193
        20         20         14         19         16         10         41         42         32         12         23         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   151,885
Positions
     9,456    112,662      3,625     11,688      3,789        183     83,914      7,675      2,801      3,192        507        302     36,724     20,341
 
Changes from:       April 12, 2011                                   Total Change is:    -4,474
     2,411     -4,503         67      1,593        -88         49     -8,093       -469        654       -104          6         69     -1,119       -259
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       74.2        2.4        7.7        2.5        0.1       55.2        5.1        1.8        2.1        0.3        0.2       24.2       13.4
 
Number of Traders in Each Category                                    Total Traders:        82
         5         13          8          7          5          .         35         10         11          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    86,748
Positions
    19,017     39,059     35,877          0          0          0     27,939     11,215        477      2,575          0          0        863        120
 
Changes from:       April 12, 2011                                   Total Change is:     2,903
     2,435      2,372        316          0          0          0       -320        624          0        674          0          0       -202       -409
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       45.0       41.4        0.0        0.0        0.0       32.2       12.9        0.5        3.0        0.0        0.0        1.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        25
         5         11         12          0          0          0          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   174,299
Positions
       710    136,691        219     16,987      1,443        115    139,210     30,212        217      8,111      2,957          0      8,730      2,445
 
Changes from:       April 12, 2011                                   Total Change is:     7,680
      -167      2,849         16        -24          0        115      8,233      4,624        137     -1,103       -390          0        473        329
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       78.4        0.1        9.7        0.8        0.1       79.9       17.3        0.1        4.7        1.7        0.0        5.0        1.4
 
Number of Traders in Each Category                                    Total Traders:       130
         5         17          .         10          .          .         59         20          .         13          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    37,402
Positions
    26,198     29,753          3      4,097          0          0      5,281        608          0        432      6,848          0      1,391        190
 
Changes from:       April 12, 2011                                   Total Change is:         6
         0        -97          0        -68          0          0         12         30          0         15         25          0         47         48
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       79.5        0.0       11.0        0.0        0.0       14.1        1.6        0.0        1.2       18.3        0.0        3.7        0.5
 
Number of Traders in Each Category                                    Total Traders:        20
         .          6          .          .          0          0          7          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    25,789
Positions
     1,612     14,791         18        697        309          0     18,063      9,017        213        998        234          0      4,188      1,207
 
Changes from:       April 12, 2011                                   Total Change is:     4,646
      -269      4,031          0        571       -145          0      3,508        564        213         -3        234          0        626       -251
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       57.4        0.1        2.7        1.2        0.0       70.0       35.0        0.8        3.9        0.9        0.0       16.2        4.7
 
Number of Traders in Each Category                                    Total Traders:        50
         .         13          .          .          .          0         17         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    54,502
Positions
    19,739     30,404      1,040      3,070      2,003        655     20,627     10,535        999        595        355        498      7,280      8,014
 
Changes from:       April 12, 2011                                   Total Change is:    -6,309
      -436     -5,745         53        151        650        122     -6,332     -1,440       -168         49       -154         -4        258        377
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       55.8        1.9        5.6        3.7        1.2       37.8       19.3        1.8        1.1        0.7        0.9       13.4       14.7
 
Number of Traders in Each Category                                    Total Traders:       100
        18         17          7          5          5          .         35         14          7          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   109,004
Positions
    39,478     60,808      2,079      6,139      4,005      1,309     41,254     21,070      1,998      1,189        710        997     14,561     16,028
 
Changes from:       April 12, 2011                                   Total Change is:   -12,618
      -872    -11,490        105        301      1,300        243    -12,664     -2,879       -337         97       -307         -8        516        755
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       55.8        1.9        5.6        3.7        1.2       37.8       19.3        1.8        1.1        0.7        0.9       13.4       14.7
 
Number of Traders in Each Category                                    Total Traders:       100
        18         17          7          5          5          .         35         14          7          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   965,147
Positions
    59,374    259,470     52,377    407,170    120,404     62,253     69,938    184,078    104,140     20,489     29,451     14,727    174,678    138,246
 
Changes from:       April 12, 2011                                   Total Change is:   -13,088
    -4,066      3,844      4,794      6,552      2,957     -2,548       -430     -8,452    -15,676        145        254     -5,203      3,345      6,943
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       26.9        5.4       42.2       12.5        6.5        7.2       19.1       10.8        2.1        3.1        1.5       18.1       14.3
 
Number of Traders in Each Category                                    Total Traders:       560
        36         53         36        120         60         67         81        145        100         34         30         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   391,100
Positions
     9,290    165,681     17,861    139,203     34,536     13,925     22,752     37,220     48,933      5,447     12,296      8,431    125,259     52,217
 
Changes from:       April 12, 2011                                   Total Change is:    -4,094
       413      7,432      2,698       -427        476        774      1,907      2,687    -11,935     -1,130     -2,185     -3,496      7,103       -543
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       42.4        4.6       35.6        8.8        3.6        5.8        9.5       12.5        1.4        3.1        2.2       32.0       13.4
 
Number of Traders in Each Category                                    Total Traders:       136
         5         23          9         31         13         16         15         36         44          5          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 2,870,239
Positions
   299,596    518,119    123,410  1,353,350    442,854    228,128    358,570    856,927    153,399     85,182     95,748     21,508    247,095    430,146
 
Changes from:       April 12, 2011                                   Total Change is:   -44,973
   -32,697    -28,239     20,783     34,665     12,178    -16,382     22,832    -21,176    -53,228      8,788     14,608    -10,947    -18,787     37,431
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       18.1        4.3       47.2       15.4        7.9       12.5       29.9        5.3        3.0        3.3        0.7        8.6       15.0
 
Number of Traders in Each Category                                    Total Traders:       512
        36         49         29        101         56         57         87        129         84         29         25         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   116,769
Positions
    18,315     49,351      4,990     59,296     36,299      5,487     16,848     17,093        709      1,218          0          0      9,906      2,841
 
Changes from:       April 12, 2011                                   Total Change is:     3,587
    -4,315     -3,122      4,950      6,335      4,241     -4,025       -479        604        647          0          0          0        474        292
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       42.3        4.3       50.8       31.1        4.7       14.4       14.6        0.6        1.0        0.0        0.0        8.5        2.4
 
Number of Traders in Each Category                                    Total Traders:        96
         9         11          .         32         13         10         17         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    78,758
Positions
    15,693     37,640      3,930     14,718      9,693      2,691     21,532     10,648      7,166      3,500      1,776        473      9,054      4,740
 
Changes from:       April 12, 2011                                   Total Change is:    -7,676
     2,294     -3,240       -577     -1,083        823        -33     -4,294       -773     -4,603        915       -106        -88       -207        920
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       47.8        5.0       18.7       12.3        3.4       27.3       13.5        9.1        4.4        2.3        0.6       11.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       239
        23         35         11         31         20         13         55         48         28         15         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    14,384
Positions
     2,091     11,699        254      1,859          0          0      6,262        252          0          0      1,124          0      3,918      1,055
 
Changes from:       April 12, 2011                                   Total Change is:    -3,218
      -460     -3,290        254          0          0          0     -3,236        -13        -23          0         55       -101        348       -101
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       81.3        1.8       12.9        0.0        0.0       43.5        1.8        0.0        0.0        7.8        0.0       27.2        7.3
 
Number of Traders in Each Category                                    Total Traders:        28
         6         11          .          .          0          0          6          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   321,871
Positions
    79,195    140,891      7,196     68,295     52,464      9,455    104,386     80,015      7,797     18,762      4,521      1,104     25,681     18,428
 
Changes from:       April 12, 2011                                   Total Change is:   -22,286
     8,275     -5,245      1,342     -5,414      4,116       -165    -24,730    -23,236     -3,464      4,467       -913        175     -2,772      5,104
 
Percent of Open Interest Represented by Each Category of Trader
      24.6       43.8        2.2       21.2       16.3        2.9       32.4       24.9        2.4        5.8        1.4        0.3        8.0        5.7
 
Number of Traders in Each Category                                    Total Traders:       235
        21         34          7         30         20         13         53         51         23         16         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   382,357
Positions
   154,826     33,352     10,324    112,184    138,913     31,341     45,663    131,479      3,343      2,398     16,535         74     22,203     16,996
 
Changes from:       April 12, 2011                                   Total Change is:     9,144
    18,317      2,050        -61     11,931      3,316       -490    -20,301      6,695     -1,609         77       -826        -43      1,322        112
 
Percent of Open Interest Represented by Each Category of Trader
      40.5        8.7        2.7       29.3       36.3        8.2       11.9       34.4        0.9        0.6        4.3        0.0        5.8        4.4
 
Number of Traders in Each Category                                    Total Traders:       266
        20         19          .         51         50         29         42         63         19          7         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    55,815
Positions
    12,023      3,900      6,115      6,835     11,370      1,840     21,300      9,149        539        436      5,457          0      6,727     17,445
 
Changes from:       April 12, 2011                                   Total Change is:     1,262
     2,675       -369          0        428       -471       -170     -1,018      1,734          0        -40        221          0       -613        317
 
Percent of Open Interest Represented by Each Category of Trader
      21.5        7.0       11.0       12.2       20.4        3.3       38.2       16.4        1.0        0.8        9.8        0.0       12.1       31.3
 
Number of Traders in Each Category                                    Total Traders:        68
        12          8          .         10          .          .         13         15          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    61,071
Positions
    26,369     21,773      8,007      7,782      4,162        569      9,429     16,154        114      1,180      4,316        393      7,228      5,583
 
Changes from:       April 12, 2011                                   Total Change is:      -331
    -1,372      4,754         27        761     -1,040       -476        917     -1,110          4       -130      1,175         50       -112     -3,715
 
Percent of Open Interest Represented by Each Category of Trader
      43.2       35.7       13.1       12.7        6.8        0.9       15.4       26.5        0.2        1.9        7.1        0.6       11.8        9.1
 
Number of Traders in Each Category                                    Total Traders:        74
        18         15          5          9          .          .         13         10          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    32,808
Positions
       256      7,062      1,403     19,611     12,163      4,122      2,626      6,172          3        419          0          0      4,368      1,883
 
Changes from:       April 12, 2011                                   Total Change is:       -79
       -69       -492          0        540      1,377         97       -434       -673          0          0          0          0       -213       -388
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       21.5        4.3       59.8       37.1       12.6        8.0       18.8        0.0        1.3        0.0        0.0       13.3        5.7
 
Number of Traders in Each Category                                    Total Traders:        49
         .          4          .         20         12          7          .          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    41,816
Positions
     7,484     17,005        992     14,947      4,558      1,216      9,407     13,990        522      1,371        531         34      5,843      2,968
 
Changes from:       April 12, 2011                                   Total Change is:     1,344
       619        120          0      1,640        -34        306       -350        511        -14          0        261          0       -857        194
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       40.7        2.4       35.7       10.9        2.9       22.5       33.5        1.2        3.3        1.3        0.1       14.0        7.1
 
Number of Traders in Each Category                                    Total Traders:        69
         7          8          .         18          6          4         13         11          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   632,978
Positions
     3,909     49,618     28,320    283,742    143,383     70,273     45,452     78,719     42,138     15,064     49,517      3,443    140,638    167,568
 
Changes from:       April 12, 2011                                   Total Change is:     2,745
   -14,332      7,995     -3,076      8,379     -1,097      8,125     30,362     -2,614     -1,597     -4,011      5,112     -1,430    -19,675     -8,674
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        7.8        4.5       44.8       22.7       11.1        7.2       12.4        6.7        2.4        7.8        0.5       22.2       26.5
 
Number of Traders in Each Category                                    Total Traders:       157
         .         18         12         44         23         38         25         31         32          .         11          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   325,362
Positions
         0    135,804      1,301    241,714      4,734     14,551      3,750    127,079      1,111      1,700          0          0     61,235     40,783
 
Changes from:       April 12, 2011                                   Total Change is:    -1,938
         0      1,201       -371      9,844       -565     -3,507     -2,027        850        427          0          0          0     -6,305         26
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.7        0.4       74.3        1.5        4.5        1.2       39.1        0.3        0.5        0.0        0.0       18.8       12.5
 
Number of Traders in Each Category                                    Total Traders:        64
         0         12          .         32          .         15          .         16          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 1,101,399
Positions
    86,132     83,818     24,871    210,759    429,956     91,256    349,882     95,842     51,118    177,242    150,104     10,474     99,665    163,960
 
Changes from:       April 12, 2011                                   Total Change is:    -1,955
     1,065       -514     -6,124    -51,706       -536      4,747     36,844    -17,000    -10,844     12,245     30,453       -863     12,682     -1,274
 
Percent of Open Interest Represented by Each Category of Trader
       7.8        7.6        2.3       19.1       39.0        8.3       31.8        8.7        4.6       16.1       13.6        1.0        9.0       14.9
 
Number of Traders in Each Category                                    Total Traders:       272
        22         32         24         37         58         38         49         36         35         11         27         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 1,999,926
Positions
   192,438    149,998    174,939    496,900    545,684    241,348    330,386    212,900    196,260     60,114     51,779     45,587    261,954    381,430
 
Changes from:       April 12, 2011                                   Total Change is:   -22,956
    11,269      5,403     -8,759    -11,946     30,117        963     11,977    -18,891      3,114     -3,550       -366      5,579    -31,605    -40,117
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        7.5        8.7       24.8       27.3       12.1       16.5       10.6        9.8        3.0        2.6        2.3       13.1       19.1
 
Number of Traders in Each Category                                    Total Traders:       287
        29         39         59         29         60         59         46         59         76         10         15         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 1,485,625
Positions
   133,828    131,174     64,921    221,843    558,829    151,240    491,990     80,813    123,721     90,888     76,869     10,163    197,030    287,893
 
Changes from:       April 12, 2011                                   Total Change is:    31,246
    24,074     19,098      5,320    -55,575     28,723     10,086     23,887    -19,057     11,470     17,778     -8,857     -2,306     -3,489    -13,230
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        8.8        4.4       14.9       37.6       10.2       33.1        5.4        8.3        6.1        5.2        0.7       13.3       19.4
 
Number of Traders in Each Category                                    Total Traders:       212
        21         21         26         26         45         41         42         33         42          8         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   998,691
Positions
   206,011    223,525    295,069     12,328      2,103     11,727     89,022     68,474    305,390      8,278      5,189     30,772     40,094     56,443
 
Changes from:       April 12, 2011                                   Total Change is:    14,853
     4,371      2,896     15,680     -3,098          0      2,025      8,391      4,719      2,740         70         27        730    -16,056    -13,963
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       22.4       29.5        1.2        0.2        1.2        8.9        6.9       30.6        0.8        0.5        3.1        4.0        5.7
 
Number of Traders in Each Category                                    Total Traders:       144
        27         37         51          6          .          6         28         26         42          .          5          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 is14,724,176
Positions
 1,173,516  3,827,801  3,017,678  3,036,597    549,818    290,331  1,158,298    607,164  4,256,816     66,600    289,552    753,486    970,853  1,131,529
 
Changes from:       April 12, 2011                                   Total Change is:    63,095
   -56,501    335,361   -192,278    148,054    -65,286     10,185    182,896     53,403    -96,544      6,084    -19,589     55,068      6,130    -17,225
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       26.0       20.5       20.6        3.7        2.0        7.9        4.1       28.9        0.5        2.0        5.1        6.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       302
        30         71        100          9         19         24         66         68        107         12         18         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    11,067
Positions
     3,846      5,240          0      1,590        748         25        543      4,023         47      4,909        740          0        107        244
 
Changes from:       April 12, 2011                                   Total Change is:      -162
      -502        -75          0        152          0          2         61        -57         21        109        -16          0         -5        -37
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       47.3        0.0       14.4        6.8        0.2        4.9       36.4        0.4       44.4        6.7        0.0        1.0        2.2
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          .          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    29,131
Positions
    24,713     13,893          0      1,983      2,359         59      1,596      5,314        554         40      5,464          0        186      1,488
 
Changes from:       April 12, 2011                                   Total Change is:       522
      -273       -347          0          0        370         -5        181       -995        554          0         48          0         65        897
 
Percent of Open Interest Represented by Each Category of Trader
      84.8       47.7        0.0        6.8        8.1        0.2        5.5       18.2        1.9        0.1       18.8        0.0        0.6        5.1
 
Number of Traders in Each Category                                    Total Traders:        30
         .          4          0          .          5          .          5          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    51,170
Positions
    24,335      6,541         70         83        861        615     14,002     34,213      1,345      1,790      2,597        400      8,529      4,528
 
Changes from:       April 12, 2011                                   Total Change is:       299
      -194        925         -8          0       -144         13     -2,118        245        162       -527         -0         23      2,948       -917
 
Percent of Open Interest Represented by Each Category of Trader
      47.6       12.8        0.1        0.2        1.7        1.2       27.4       66.9        2.6        3.5        5.1        0.8       16.7        8.8
 
Number of Traders in Each Category                                    Total Traders:       126
         8          8          .          .          5          .         16         50          7         22         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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   214,924
Positions
    73,097     69,334     46,296     11,300      2,305      3,079     19,197     37,889     26,087      2,299      2,942     11,087     22,481     15,905
 
Changes from:       April 12, 2011                                   Total Change is:    25,937
    15,412     13,926      5,107        489        -63        342      2,420      4,446      1,614        607      1,146        878       -933     -1,460
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       32.3       21.5        5.3        1.1        1.4        8.9       17.6       12.1        1.1        1.4        5.2       10.5        7.4
 
Number of Traders in Each Category                                    Total Traders:       121
        18          8         21         12          4          5         27         24         29          8          7         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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     8,543
Positions
       492      4,740          0      2,560        337          0      2,595      2,432         37        730         77          0      2,129        920
 
Changes from:       April 12, 2011                                   Total Change is:       119
         0       -219          0        -37        337          0        154          1          0          0          0          0          2          0
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       55.5        0.0       30.0        3.9        0.0       30.4       28.5        0.4        8.5        0.9        0.0       24.9       10.8
 
Number of Traders in Each Category                                    Total Traders:        22
         .          4          0          4          .          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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    12,040
Positions
       414     11,008          0      8,064          0          1      1,442        323          0          0        127         12      2,107        569
 
Changes from:       April 12, 2011                                   Total Change is:    -1,800
      -225     -1,761        -20        227          0          0     -1,674        194       -111          0          0          0          3       -102
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       91.4        0.0       67.0        0.0        0.0       12.0        2.7        0.0        0.0        1.1        0.1       17.5        4.7
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0         10          0          .          4          .          0          0          .          .
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Updated April 22, 2011