Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   260,527
Positions
   103,108     63,365     27,545     18,136     19,718        361     46,608     91,835     13,530     20,729      1,016        852     29,660     42,306
 
Changes from:       March 5, 2013                                    Total Change is:    14,632
    12,016        197     14,403        -42       -507       -930     -3,732      5,805     -1,689        333       -351     -2,154     -3,573       -141
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       24.3       10.6        7.0        7.6        0.1       17.9       35.2        5.2        8.0        0.4        0.3       11.4       16.2
 
Number of Traders in Each Category                                    Total Traders:        99
        12          7         12          6          5          4         20         29         18         15          4          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    70,797
Positions
    33,284     17,494      2,526          0      1,896          0     15,380     17,594      7,446      1,528        611          0     10,633     23,230
 
Changes from:       March 5, 2013                                    Total Change is:    12,939
     9,502       -463      1,480          0          2          0     -2,010      1,130      5,362          0        611          0     -1,393      4,818
 
Percent of Open Interest Represented by Each Category of Trader
      47.0       24.7        3.6        0.0        2.7        0.0       21.7       24.9       10.5        2.2        0.9        0.0       15.0       32.8
 
Number of Traders in Each Category                                    Total Traders:        46
         9          7          6          0          .          0         10         14         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   318,018
Positions
   153,105     28,028     36,604     20,794     27,954      1,166     24,547     95,232     34,010      4,371     20,813     19,358     24,064     54,853
 
Changes from:       March 5, 2013                                    Total Change is:    49,371
    12,299      2,137     19,808        444     -2,199     -3,839     -8,845      7,159     12,279       -825        198     16,859      1,192     -3,031
 
Percent of Open Interest Represented by Each Category of Trader
      48.1        8.8       11.5        6.5        8.8        0.4        7.7       29.9       10.7        1.4        6.5        6.1        7.6       17.2
 
Number of Traders in Each Category                                    Total Traders:       119
        12         10         10          7         14          6         19         41         25          7          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   329,740
Positions
   137,647     15,317     23,698     20,642     13,395      1,717     34,348    141,643     45,347     33,594     14,997      8,056     24,690     65,569
 
Changes from:       March 5, 2013                                    Total Change is:    22,367
    26,863        589     -7,730       -288      2,788       -209      4,144     27,448      2,857        857       -349     -5,525      1,397      2,497
 
Percent of Open Interest Represented by Each Category of Trader
      41.7        4.6        7.2        6.3        4.1        0.5       10.4       43.0       13.8       10.2        4.5        2.4        7.5       19.9
 
Number of Traders in Each Category                                    Total Traders:       146
        11         12         11          6          8          .         27         52         32          5         22         12
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Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   252,511
Positions
    47,046     23,956     16,302     37,184     31,084      4,607     44,002     66,338     28,693     18,087     13,963      8,192     48,398     59,375
 
Changes from:       March 5, 2013                                    Total Change is:   -35,535
    -5,239    -10,327     -2,419     -1,242        398     -2,936     -4,443     -4,427    -13,279     -1,427      1,366     -2,794     -1,757     -1,118
 
Percent of Open Interest Represented by Each Category of Trader
      18.6        9.5        6.5       14.7       12.3        1.8       17.4       26.3       11.4        7.2        5.5        3.2       19.2       23.5
 
Number of Traders in Each Category                                    Total Traders:       170
        18         16         15         19         16         13         17         43         33         20         21         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   195,654
Positions
    34,201     27,379     30,943        656     43,197      1,478     86,103     48,135      8,404      3,488      5,514      1,576     28,806     29,029
 
Changes from:       March 5, 2013                                    Total Change is:    18,213
   -18,042      1,979     22,259         86       -239        133     16,521     -1,725     -3,748     -2,986         89        336      3,654       -871
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       14.0       15.8        0.3       22.1        0.8       44.0       24.6        4.3        1.8        2.8        0.8       14.7       14.8
 
Number of Traders in Each Category                                    Total Traders:       104
        16          8         10          .          8          .         25         28         22          5         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    63,167
Positions
    21,330     32,840     21,691      3,606          0          0      4,805          0      4,644      3,094        210      3,333        664        449
 
Changes from:       March 5, 2013                                    Total Change is:    -6,066
    -6,294     -7,140        833         32          0          0     -1,021          0        284        -94         15          0        194        -58
 
Percent of Open Interest Represented by Each Category of Trader
      33.8       52.0       34.3        5.7        0.0        0.0        7.6        0.0        7.4        4.9        0.3        5.3        1.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        29
         6         13         13          .          0          0          5          0          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   192,867
Positions
    10,929     95,667        588     10,509        503          0    104,227     66,180     24,306     30,601      2,820        184     11,522      2,619
 
Changes from:       March 5, 2013                                    Total Change is:    31,845
    -5,138     -4,985        -46       -403       -210          0     15,357     17,904     19,362        537         72         61      2,115       -313
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       49.6        0.3        5.4        0.3        0.0       54.0       34.3       12.6       15.9        1.5        0.1        6.0        1.4
 
Number of Traders in Each Category                                    Total Traders:       153
         9         14          5         10          .          0         75         16         15         17          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    35,944
Positions
     8,492     24,205        274      4,282        100        308      7,721      1,234        894     12,676      8,387        172      1,125        370
 
Changes from:       March 5, 2013                                    Total Change is:       840
        34        661          0        712          3          0       -119       -399        415       -449          0        172         75        -12
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       67.3        0.8       11.9        0.3        0.9       21.5        3.4        2.5       35.3       23.3        0.5        3.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        33
         .          6          .          .          .          .         13          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    32,813
Positions
     3,606     16,964      1,015        744        108         24     21,908      7,630      1,209        475      3,112          0      3,832      2,751
 
Changes from:       March 5, 2013                                    Total Change is:     1,265
      -371       -454        986         79          0         24       -153       -183        868          9        -23          0       -177         47
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       51.7        3.1        2.3        0.3        0.1       66.8       23.3        3.7        1.4        9.5        0.0       11.7        8.4
 
Number of Traders in Each Category                                    Total Traders:        62
         6         10          .          4          .          .         16         17          7          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is   106,399
Positions
    13,613     32,066     36,684      6,908         13        461     28,251     13,976      3,933      2,514      2,080      1,865     12,170     15,322
 
Changes from:       March 5, 2013                                    Total Change is:    34,644
    -2,676     -5,699     33,972        766       -350          0     -2,500     -1,294      2,544        -77       -523      1,008      1,607      4,986
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       30.1       34.5        6.5        0.0        0.4       26.6       13.1        3.7        2.4        2.0        1.8       11.4       14.4
 
Number of Traders in Each Category                                    Total Traders:       114
        21         17         20          7          .          .         33         18         15         10          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    21,412
Positions
    12,461     11,962      3,963      1,500          0          0      1,087      1,441         17          4          4        783      1,596      3,241
 
Changes from:       March 5, 2013                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      58.2       55.9       18.5        7.0        0.0        0.0        5.1        6.7        0.1        0.0        0.0        3.7        7.5       15.1
 
Number of Traders in Each Category                                    Total Traders:        20
         7          6          5          .          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   169,974
Positions
    33,422     71,326     34,322     10,815         26        922     59,384     30,126      2,777      5,029      4,159      2,155     21,148     24,161
 
Changes from:       March 5, 2013                                    Total Change is:    26,465
       846     -4,203     28,898     -1,469       -700          0     -2,119       -415         -2       -154     -1,045        442         22      3,489
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       42.0       20.2        6.4        0.0        0.5       34.9       17.7        1.6        3.0        2.4        1.3       12.4       14.2
 
Number of Traders in Each Category                                    Total Traders:       112
        22         16         15          6          .          .         33         18         14          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,242,886
Positions
    52,725    195,752    197,320    319,579    128,876     74,959    136,037    210,597    214,858     48,743     36,779     38,473    160,191    145,271
 
Changes from:       March 5, 2013                                    Total Change is:   160,456
    -8,296      9,838     83,979     10,492     -1,439      4,895      5,694      7,753     43,881      6,139     -1,714      6,005      7,667      7,256
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       15.7       15.9       25.7       10.4        6.0       10.9       16.9       17.3        3.9        3.0        3.1       12.9       11.7
 
Number of Traders in Each Category                                    Total Traders:       603
        38         43         54        119         53         76         96        131        128         67         56         61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   346,543
Positions
    57,594     74,133     30,334     65,082     28,447     13,030     19,092     33,353     66,489     12,167     11,897     14,124     68,630     74,736
 
Changes from:       March 5, 2013                                    Total Change is:    38,570
    -5,629      3,787     13,161      5,987       -343      3,218      3,878        416     15,401        140        457      2,407          6         64
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       21.4        8.8       18.8        8.2        3.8        5.5        9.6       19.2        3.5        3.4        4.1       19.8       21.6
 
Number of Traders in Each Category                                    Total Traders:       118
        13         12          9         19          9         13         21         22         40         12         10         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,481,719
Positions
   298,936    931,375    511,651  1,306,322    535,987    275,807    698,332    999,828    628,240    220,219    161,751     84,405    457,805    352,674
 
Changes from:       March 5, 2013                                    Total Change is:   609,432
    -9,558     34,031    350,315     17,973    -10,029     12,934     23,856     51,462    127,625     31,213     -9,635     16,769     38,306     35,961
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       20.8       11.4       29.1       12.0        6.2       15.6       22.3       14.0        4.9        3.6        1.9       10.2        7.9
 
Number of Traders in Each Category                                    Total Traders:       561
        37         42         52        108         49         69         92        124        118         56         52         51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   138,523
Positions
     3,983     56,360     16,178     59,427     47,238      2,050     40,707      7,991      2,704        860      2,239          0     12,614      3,763
 
Changes from:       March 5, 2013                                    Total Change is:    20,480
       -10      4,415     16,111      4,222     -2,260       -575     -1,637       -601      2,168       -126        -10          0        327      1,233
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       40.7       11.7       42.9       34.1        1.5       29.4        5.8        2.0        0.6        1.6        0.0        9.1        2.7
 
Number of Traders in Each Category                                    Total Traders:       100
         6         15          8         33         16         12         17          8          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    93,623
Positions
     2,770     41,184     17,358     29,495      6,364      1,686     29,342     15,032      1,960      2,816      3,292      1,321      6,875      5,427
 
Changes from:       March 5, 2013                                    Total Change is:    20,779
       241      2,245     15,313      1,126       -228        926      1,799        143        753         60        515        163        398        949
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       44.0       18.5       31.5        6.8        1.8       31.3       16.1        2.1        3.0        3.5        1.4        7.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       213
        16         25         22         28         18         11         64         32         17         21          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   468,113
Positions
    13,850    205,918     86,789    147,477     31,820      8,428    146,708     75,158      9,798     14,081     16,462      6,604     34,377     27,135
 
Changes from:       March 5, 2013                                    Total Change is:   103,897
     1,205     11,226     76,564      5,629     -1,142      4,632      8,994        716      3,763        300      2,576        817      1,992      4,744
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       44.0       18.5       31.5        6.8        1.8       31.3       16.1        2.1        3.0        3.5        1.4        7.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       213
        16         25         22         28         18         11         64         32         17         21          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   425,117
Positions
    66,170     67,613     33,063    149,365    157,427     18,918    109,199     97,725     14,759      5,288     14,151      1,380     26,976     20,082
 
Changes from:       March 5, 2013                                    Total Change is:    44,038
    -3,987      4,706     24,211      9,989     -3,682     -1,261      8,993      6,774      6,747       -960      1,087        482       -176      4,973
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       15.9        7.8       35.1       37.0        4.5       25.7       23.0        3.5        1.2        3.3        0.3        6.3        4.7
 
Number of Traders in Each Category                                    Total Traders:       262
        20         15         18         54         37         24         60         46         25         11         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    67,465
Positions
     8,167     27,826        114     22,082          0         22     14,702     14,725        201     10,864      4,247          0     11,313     20,330
 
Changes from:       March 5, 2013                                    Total Change is:   -23,527
       -57     12,545    -10,856        349          0       -336     -3,944     -3,863     -5,823        983      3,906     -4,254        411    -14,846
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       41.2        0.2       32.7        0.0        0.0       21.8       21.8        0.3       16.1        6.3        0.0       16.8       30.1
 
Number of Traders in Each Category                                    Total Traders:        68
         7          9          .         14          0          .         15         11          .         10          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    74,882
Positions
    27,010      8,974        283      6,901      5,354      1,454     26,663      6,415          2      4,310        787          0      8,259     51,613
 
Changes from:       March 5, 2013                                    Total Change is:   -20,925
    11,417    -12,830     -8,681     -1,870        625      1,008       -721     -3,044     -3,572      1,171     -2,800          0    -19,677      8,369
 
Percent of Open Interest Represented by Each Category of Trader
      36.1       12.0        0.4        9.2        7.1        1.9       35.6        8.6        0.0        5.8        1.1        0.0       11.0       68.9
 
Number of Traders in Each Category                                    Total Traders:        69
        18          7          .          6          .          .         22          6          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is   107,707
Positions
    12,154     49,422     16,787     33,415     16,893      4,290     27,844     10,072      7,126          0          0          0      6,091      3,117
 
Changes from:       March 5, 2013                                    Total Change is:    17,655
    -1,186       -634     14,549     -2,835     -2,395        332       -166     -1,121      5,965       -222          0          0      1,218        959
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       45.9       15.6       31.0       15.7        4.0       25.9        9.4        6.6        0.0        0.0        0.0        5.7        2.9
 
Number of Traders in Each Category                                    Total Traders:        70
         4          7          4         23         18         11         12          6          7          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   229,533
Positions
    11,118     91,197     29,958     96,289     16,618      9,944     41,486     57,939      3,402      9,900      4,844      1,121     26,315     14,510
 
Changes from:       March 5, 2013                                    Total Change is:    35,677
    -5,576        506     25,377      7,942       -104        962     -1,456       -330       -478        831        101        367      7,708      9,276
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       39.7       13.1       41.9        7.2        4.3       18.1       25.2        1.5        4.3        2.1        0.5       11.5        6.3
 
Number of Traders in Each Category                                    Total Traders:       145
        14         21         10         42         14         20         23         11          7         14          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   760,676
Positions
    13,366     56,688     40,488    264,261    194,225     73,710    117,144     98,382     72,597     25,697     24,470      5,337    148,076    194,779
 
Changes from:       March 5, 2013                                    Total Change is:    29,383
     6,870    -10,699     -4,192     -9,694     -6,143      7,694      5,809     12,954      8,091     11,617     -2,768        805      2,382     23,640
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        7.5        5.3       34.7       25.5        9.7       15.4       12.9        9.5        3.4        3.2        0.7       19.5       25.6
 
Number of Traders in Each Category                                    Total Traders:       165
         5         16         18         36         34         43         24         33         36          9          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   388,144
Positions
     3,545    106,947      5,345    246,824     50,747     31,776      5,763    108,973      4,535     13,913     12,493          0     76,443     67,327
 
Changes from:       March 5, 2013                                    Total Change is:   -19,605
         5     -6,867    -10,067      2,878      3,946     -2,452        229     13,316    -14,627      3,365      2,185          0      1,064     -5,039
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       27.6        1.4       63.6       13.1        8.2        1.5       28.1        1.2        3.6        3.2        0.0       19.7       17.3
 
Number of Traders in Each Category                                    Total Traders:        65
         .          9          5         29          9         16          .         11          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,084,106
Positions
    89,093    124,970     24,926    202,483    196,156     62,573    319,191    416,378    101,919    127,564     49,308     24,824    131,534     83,051
 
Changes from:       March 5, 2013                                    Total Change is:   -62,887
   -11,915    -25,157    -29,658      2,360     15,648      3,815      4,563    -18,199    -20,940      7,180      8,930     -4,759    -13,532      7,433
 
Percent of Open Interest Represented by Each Category of Trader
       8.2       11.5        2.3       18.7       18.1        5.8       29.4       38.4        9.4       11.8        4.5        2.3       12.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       206
        11         24         13         32         24         29         43         35         31         20         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    52,174
Positions
    13,464     22,851      7,682          0        335        115     26,110     16,284      2,992         70          0        344      1,397      1,571
 
Changes from:       March 5, 2013                                    Total Change is:     1,138
    -1,366      3,293         97       -115        285        115      2,310     -2,647        -83         35          0        125         20        -47
 
Percent of Open Interest Represented by Each Category of Trader
      25.8       43.8       14.7        0.0        0.6        0.2       50.0       31.2        5.7        0.1        0.0        0.7        2.7        3.0
 
Number of Traders in Each Category                                    Total Traders:        43
         9          9         10          0          .          .          8         14         11          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,602,561
Positions
   125,621    188,297    203,860    504,845    916,603    214,543    801,022    240,605    350,802     55,735     92,422     50,243    295,891    345,186
 
Changes from:       March 5, 2013                                    Total Change is:    23,538
    33,420    -62,131    -16,515     25,575     77,617      5,729     -6,749     26,225     -2,807     16,345     19,876      7,579    -39,039    -32,036
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        7.2        7.8       19.4       35.2        8.2       30.8        9.2       13.5        2.1        3.6        1.9       11.4       13.3
 
Number of Traders in Each Category                                    Total Traders:       308
        18         46         47         23         71         62         59         56         77          9         26         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,900,310
Positions
   324,014    137,223    142,613    529,319    490,698    109,245    290,774    477,595    177,107     86,143     91,129     20,414    220,680    254,284
 
Changes from:       March 5, 2013                                    Total Change is:   -98,076
    -3,304    -34,650    -14,239     27,182     15,322     -7,778    -64,064    -53,209     -6,059      4,187     -7,026       -500    -33,502     10,062
 
Percent of Open Interest Represented by Each Category of Trader
      17.1        7.2        7.5       27.9       25.8        5.7       15.3       25.1        9.3        4.5        4.8        1.1       11.6       13.4
 
Number of Traders in Each Category                                    Total Traders:       206
        13         26         21         31         38         35         40         37         41          9         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   332,178
Positions
   119,535    105,951     92,389      1,274      2,991      3,310     35,439     27,043     47,220        527      7,770     10,490     21,994     35,014
 
Changes from:       March 5, 2013                                    Total Change is:     2,506
     2,119      9,163      1,385          0          0          0      1,800     -5,423          1        139          0       -132     -2,806     -2,488
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       31.9       27.8        0.4        0.9        1.0       10.7        8.1       14.2        0.2        2.3        3.2        6.6       10.5
 
Number of Traders in Each Category                                    Total Traders:        72
        16         22         26          .          .          .         13         11         18          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,909,267
Positions
 1,613,900  2,784,730  2,809,862    908,333    657,323    228,795  1,401,515    381,411  4,125,395    272,047    198,731    535,196  1,014,225  1,187,825
 
Changes from:       March 5, 2013                                    Total Change is:   155,617
    42,637    -61,464     66,492     28,066     70,018      2,626    -56,797      5,742    116,577     28,777     12,138    -54,361    -18,400     -2,151
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       21.6       21.8        7.0        5.1        1.8       10.9        3.0       32.0        2.1        1.5        4.1        7.9        9.2
 
Number of Traders in Each Category                                    Total Traders:       267
        34         43         74          9         15         18         68         49         94         17         19         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,261
Positions
     7,756      2,592          0         40        802          1      2,125      5,724      1,144        160        866          0         35        132
 
Changes from:       March 5, 2013                                    Total Change is:    -1,411
      -215        -51          0         -2         -5          0     -2,284     -2,504      1,132        -25          0          0        -17         17
 
Percent of Open Interest Represented by Each Category of Trader
      68.9       23.0        0.0        0.4        7.1        0.0       18.9       50.8       10.2        1.4        7.7        0.0        0.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        24
         .          5          0          .          .          .          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    80,300
Positions
     8,735     16,055      1,334      6,212          0        272     45,656     57,950      1,804      8,190        599        264      7,834      2,023
 
Changes from:       March 5, 2013                                    Total Change is:       872
       412      1,194       -575      1,301        -55         13     -2,467        -46       -114      1,439        -26        219        644        261
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       20.0        1.7        7.7        0.0        0.3       56.9       72.2        2.2       10.2        0.7        0.3        9.8        2.5
 
Number of Traders in Each Category                                    Total Traders:       139
         5          .          4         13          0          .         58         15         14         36          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   434,750
Positions
   122,108     51,245     39,787     60,570     16,145     15,874     67,395    176,551     44,995      6,289     10,821     64,516     13,216     14,816
 
Changes from:       March 5, 2013                                    Total Change is:    20,873
    -2,834      5,622      4,852      8,085      2,059      2,865      9,252      1,399      5,386       -329      5,422      6,787    -13,191    -13,519
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       11.8        9.2       13.9        3.7        3.7       15.5       40.6       10.3        1.4        2.5       14.8        3.0        3.4
 
Number of Traders in Each Category                                    Total Traders:       180
        20         11         24          8         10         12         32         51         50         21         18         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    12,529
Positions
       501      3,110          0      2,987        476        165      7,119      7,349      1,282        315        122         18        142          7
 
Changes from:       March 5, 2013                                    Total Change is:      -364
       142       -249          0        -80        -49       -133       -317        -92         23          0        122         18        -17         -4
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       24.8        0.0       23.8        3.8        1.3       56.8       58.7       10.2        2.5        1.0        0.1        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          5          .          .          5          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated March 15, 2013