Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   171,728
Positions
    87,017      1,904      4,381     18,253     20,513        404     13,302     97,928      9,072     10,452      1,749        461     28,387     35,317
 
Changes from:       April 2, 2013                                    Total Change is:    -2,802
     2,350     -2,806        764      1,322        169       -148     -1,844      4,122     -3,818        610         36        -90     -1,948     -1,032
 
Percent of Open Interest Represented by Each Category of Trader
      50.7        1.1        2.6       10.6       11.9        0.2        7.7       57.0        5.3        6.1        1.0        0.3       16.5       20.6
 
Number of Traders in Each Category                                    Total Traders:        84
         8          4          8          6          5          5         12         31         14         15          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    45,140
Positions
    25,250      8,953        800          0      1,960          0      7,270     13,082      1,820        407      1,621          1      9,591     16,902
 
Changes from:       April 2, 2013                                    Total Change is:    -8,983
    -7,627        132        436          0         56          0     -1,780     -6,490       -285     -1,531      1,621          1      1,803     -4,455
 
Percent of Open Interest Represented by Each Category of Trader
      55.9       19.8        1.8        0.0        4.3        0.0       16.1       29.0        4.0        0.9        3.6        0.0       21.2       37.4
 
Number of Traders in Each Category                                    Total Traders:        38
         6          5          .          0          .          0          9         13          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   220,788
Positions
   104,492      5,304      4,103     19,564     29,134      1,177     28,300    111,995     13,401     30,699     10,705        637     18,413     44,332
 
Changes from:       April 2, 2013                                    Total Change is:   -12,463
      -363       -261     -2,457         -8        644       -223     -2,092      1,931     -4,383     -1,321        479       -716       -899     -7,477
 
Percent of Open Interest Represented by Each Category of Trader
      47.3        2.4        1.9        8.9       13.2        0.5       12.8       50.7        6.1       13.9        4.8        0.3        8.3       20.1
 
Number of Traders in Each Category                                    Total Traders:       111
        12          5          9          6         13          4         19         38         17          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   271,263
Positions
   109,197     23,542      8,843     19,991     16,623      1,596     46,344    105,114     26,345     22,882     13,538      9,694     26,372     65,969
 
Changes from:       April 2, 2013                                    Total Change is:    12,195
     5,911        577     -2,674       -393      4,387       -175      5,198        615      4,550    -13,063     -5,787      4,355      8,487      6,348
 
Percent of Open Interest Represented by Each Category of Trader
      40.3        8.7        3.3        7.4        6.1        0.6       17.1       38.7        9.7        8.4        5.0        3.6        9.7       24.3
 
Number of Traders in Each Category                                    Total Traders:       147
        10         13          8          5         13          .         33         48         27          7         18         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   263,981
Positions
    87,810     11,844     10,521     29,608     51,719      9,173     22,667     71,024     27,879     30,546     15,237      3,671     42,106     62,912
 
Changes from:       April 2, 2013                                    Total Change is:   -38,985
    -5,295        865     -3,676         89      2,894       -437    -12,247    -16,497    -12,026      2,317     -4,305     -5,025     -2,686       -778
 
Percent of Open Interest Represented by Each Category of Trader
      33.3        4.5        4.0       11.2       19.6        3.5        8.6       26.9       10.6       11.6        5.8        1.4       16.0       23.8
 
Number of Traders in Each Category                                    Total Traders:       190
        23         13         13         17         19         13         22         47         34         19         30         23
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Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   199,405
Positions
    17,653     78,771      4,316      2,382     39,381      1,213    124,762     38,056      6,385        495      2,849      1,577     40,623     26,857
 
Changes from:       April 2, 2013                                    Total Change is:   -13,879
     1,661        360       -556       -499       -383       -245    -14,269    -11,424     -2,246       -545        112        -56      2,877        558
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       39.5        2.2        1.2       19.7        0.6       62.6       19.1        3.2        0.2        1.4        0.8       20.4       13.5
 
Number of Traders in Each Category                                    Total Traders:        99
         7         11          7          .          7          .         36         22         16          .         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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    57,860
Positions
    22,111     28,809     19,048      2,772          0          0      4,528      1,496      4,288      1,379        170      3,334        400        715
 
Changes from:       April 2, 2013                                    Total Change is:        91
       875       -771       -790       -650          0          0      1,139      1,496         -2       -314        -40          0       -167        198
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       49.8       32.9        4.8        0.0        0.0        7.8        2.6        7.4        2.4        0.3        5.8        0.7        1.2
 
Number of Traders in Each Category                                    Total Traders:        31
         7         12         11          .          0          0          5          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   172,920
Positions
     3,126    109,978         18      8,635        962          0    134,316     54,928      1,186     13,093      3,266        277     12,269      2,305
 
Changes from:       April 2, 2013                                    Total Change is:   -10,157
       644      5,525         11       -831         30          0     -9,496    -15,383       -155        177       -283        141       -647        -41
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       63.6        0.0        5.0        0.6        0.0       77.7       31.8        0.7        7.6        1.9        0.2        7.1        1.3
 
Number of Traders in Each Category                                    Total Traders:       151
         6         15          .         11          .          0         74         14          7         21          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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    38,140
Positions
    14,539     23,089        274        963      1,438          0      5,031      1,916        725     15,639     10,142          0        969        556
 
Changes from:       April 2, 2013                                    Total Change is:     1,329
     1,228       -735          0          8        229          0       -299        -54        -25        286      1,755          0        131        159
 
Percent of Open Interest Represented by Each Category of Trader
      38.1       60.5        0.7        2.5        3.8        0.0       13.2        5.0        1.9       41.0       26.6        0.0        2.5        1.5
 
Number of Traders in Each Category                                    Total Traders:        36
         6          6          .          .          .          0         10          5          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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    42,549
Positions
     2,745     26,199        170        486        272          0     33,161     11,472        110      1,030      1,019          0      4,847      3,307
 
Changes from:       April 2, 2013                                    Total Change is:     3,320
      -769      4,973        -51       -211         47          0      4,173     -2,495          0        207         27          0        -29        819
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       61.6        0.4        1.1        0.6        0.0       77.9       27.0        0.3        2.4        2.4        0.0       11.4        7.8
 
Number of Traders in Each Category                                    Total Traders:        70
         5         10          .          .          .          0         27         16          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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    58,237
Positions
     8,724     29,651        304      4,158        104        549     30,748     12,528      1,007      2,857      2,845        956      8,936     10,294
 
Changes from:       April 2, 2013                                    Total Change is:    -1,077
       -31     -1,225         14     -1,075        -33         43       -637        350         33         25        152         56        495       -466
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       50.9        0.5        7.1        0.2        0.9       52.8       21.5        1.7        4.9        4.9        1.6       15.3       17.7
 
Number of Traders in Each Category                                    Total Traders:       112
        16         20          .          6          .          .         31         14          9          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   116,475
Positions
    17,447     59,302        607      8,315        208      1,097     61,496     25,056      2,013      5,714      5,690      1,913     17,872     20,588
 
Changes from:       April 2, 2013                                    Total Change is:    -2,153
       -62     -2,451         28     -2,150        -66         86     -1,273        700         66         49        304        112        990       -932
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       50.9        0.5        7.1        0.2        0.9       52.8       21.5        1.7        4.9        4.9        1.6       15.3       17.7
 
Number of Traders in Each Category                                    Total Traders:       112
        16         20          .          6          .          .         31         14          9          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   960,930
Positions
    37,317    220,002     37,644    349,214    138,095     61,673    128,113    185,427    150,811     45,300     34,445     25,074    125,784    107,758
 
Changes from:       April 2, 2013                                    Total Change is:    18,010
     2,107     14,273     -2,037      1,782      9,158     -1,121      8,265    -10,803      4,691     -2,500     -1,912      2,983      3,840      2,779
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       22.9        3.9       36.3       14.4        6.4       13.3       19.3       15.7        4.7        3.6        2.6       13.1       11.2
 
Number of Traders in Each Category                                    Total Traders:       621
        28         47         32        122         55         66         95        132        108         63         79         65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   231,604
Positions
    11,841     61,940      3,556     63,538     28,533     10,916     13,488      9,989     47,587     13,142      9,541      8,817     58,718     50,724
 
Changes from:       April 2, 2013                                    Total Change is:     8,051
     1,210      4,555          4        941       -323       -135        934     -5,487      3,287        157      1,343        178      1,475      4,629
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       26.7        1.5       27.4       12.3        4.7        5.8        4.3       20.5        5.7        4.1        3.8       25.4       21.9
 
Number of Traders in Each Category                                    Total Traders:       110
         6         11          .         19          9         11         22         20         40         11         12         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,646,629
Positions
   200,733    863,667     97,088  1,458,124    577,553    224,042    609,014    913,084    480,224    169,413    133,142     72,661    335,329    285,167
 
Changes from:       April 2, 2013                                    Total Change is:    49,794
   -14,233     29,873      8,511      7,124     50,321     -7,853     30,117    -33,116     13,557     -6,150     -9,142      6,897     11,824     -9,253
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       23.7        2.7       40.0       15.8        6.1       16.7       25.0       13.2        4.6        3.7        2.0        9.2        7.8
 
Number of Traders in Each Category                                    Total Traders:       582
        28         45         30        114         50         60         92        126         99         56         71         54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   113,126
Positions
     3,766     52,404         71     56,108     48,191      2,021     36,855      4,629        475        846      2,221          0     12,984      3,113
 
Changes from:       April 2, 2013                                    Total Change is:    -6,807
       -99     -6,663          1     -1,761      1,149        -85     -2,556       -430       -526     -2,359         -2          0        578       -251
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       46.3        0.1       49.6       42.6        1.8       32.6        4.1        0.4        0.7        2.0        0.0       11.5        2.8
 
Number of Traders in Each Category                                    Total Traders:        98
         5         15          .         34         14         10         19          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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    72,478
Positions
     1,802     48,058        945     30,340      5,629      1,343     27,814      8,641      1,692      2,572      1,221        689      5,281      4,260
 
Changes from:       April 2, 2013                                    Total Change is:    -4,919
       227     -6,058        321     -1,246         58        222     -5,057     -1,024      1,167        -57         81       -102       -395        415
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       66.3        1.3       41.9        7.8        1.9       38.4       11.9        2.3        3.5        1.7        1.0        7.3        5.9
 
Number of Traders in Each Category                                    Total Traders:       216
        13         26          4         29         18         11         64         33         17         21         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   362,391
Positions
     9,011    240,290      4,726    151,698     28,147      6,714    139,069     43,206      8,460     12,862      6,104      3,445     26,405     21,299
 
Changes from:       April 2, 2013                                    Total Change is:   -24,596
     1,135    -30,292      1,607     -6,231        289      1,109    -25,284     -5,119      5,837       -286        405       -508     -1,975      2,075
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       66.3        1.3       41.9        7.8        1.9       38.4       11.9        2.3        3.5        1.7        1.0        7.3        5.9
 
Number of Traders in Each Category                                    Total Traders:       216
        13         26          4         29         18         11         64         33         17         21         11          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   373,279
Positions
    76,445     48,405      8,115    140,090    153,134     20,767     92,221    110,443      8,498      5,069      9,366        695     21,380     13,857
 
Changes from:       April 2, 2013                                    Total Change is:   -10,065
     3,564     -4,568     -1,962      1,377        675        742     -3,078      3,795     -1,250        -75       -119        -99     -9,284     -7,278
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       13.0        2.2       37.5       41.0        5.6       24.7       29.6        2.3        1.4        2.5        0.2        5.7        3.7
 
Number of Traders in Each Category                                    Total Traders:       258
        24         13          4         59         36         25         58         42         15         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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    76,030
Positions
     7,563     27,238        102     25,493          0         36     19,653     18,804         40     12,500      4,550          0     10,643     25,260
 
Changes from:       April 2, 2013                                    Total Change is:     8,866
       216       -540        -56      1,489          0        -93      6,377      5,221         40        435         39          0        458      4,255
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       35.8        0.1       33.5        0.0        0.0       25.8       24.7        0.1       16.4        6.0        0.0       14.0       33.2
 
Number of Traders in Each Category                                    Total Traders:        76
         5         11          .         15          0          .         19         11          .         11          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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    83,947
Positions
    25,149     14,872      1,881     14,790      6,437         79     27,805     11,400        562      2,998      1,099          0     10,683     47,617
 
Changes from:       April 2, 2013                                    Total Change is:     6,445
    -3,284      3,317        623      5,810      1,025     -1,375      3,300      5,070        519        467     -1,983          0        385       -751
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       17.7        2.2       17.6        7.7        0.1       33.1       13.6        0.7        3.6        1.3        0.0       12.7       56.7
 
Number of Traders in Each Category                                    Total Traders:        91
        20         13          .         10          .          .         19         14          5          9          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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    84,027
Positions
    14,984     37,699      2,442     29,084     21,378      4,312     25,995     14,784        820        212          0          0      6,178      2,592
 
Changes from:       April 2, 2013                                    Total Change is:    -2,397
     2,779     -2,099     -2,611        209      1,286        -33     -2,447        705       -201          0          0          0        -93        556
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       44.9        2.9       34.6       25.4        5.1       30.9       17.6        1.0        0.3        0.0        0.0        7.4        3.1
 
Number of Traders in Each Category                                    Total Traders:        78
         5          7          .         25         21         10         13          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   198,596
Positions
     6,676     98,019      3,776    106,432     22,260      8,917     45,616     52,689      1,387     10,578      6,287        502     14,712      4,759
 
Changes from:       April 2, 2013                                    Total Change is:     1,435
       105     -3,185      1,815     -1,810      3,185        565        141     -2,388        972       -574        547       -142        363         66
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       49.4        1.9       53.6       11.2        4.5       23.0       26.5        0.7        5.3        3.2        0.3        7.4        2.4
 
Number of Traders in Each Category                                    Total Traders:       146
        12         17          6         42         19         21         27         10          8         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   773,244
Positions
     4,046    118,587     32,755    281,870    188,454     79,893    110,709     63,150     73,626     17,110     37,859      8,506    164,731    170,415
 
Changes from:       April 2, 2013                                    Total Change is:    57,349
     2,293     18,801      5,807      1,720     -8,258      6,266        642      4,995     20,972      1,739        731      2,952     14,959      5,083
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       15.3        4.2       36.5       24.4       10.3       14.3        8.2        9.5        2.2        4.9        1.1       21.3       22.0
 
Number of Traders in Each Category                                    Total Traders:       175
         .         23         18         32         31         33         31         35         42          6         14         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   384,182
Positions
     3,559    106,069        789    253,624     45,742     30,612      8,364    123,502      3,326      6,892     12,183          0     77,016     61,958
 
Changes from:       April 2, 2013                                    Total Change is:    13,064
        13      9,767       -116      9,148     -3,303      1,107      1,887      9,013       -342          0     -2,114          0      1,367       -948
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       27.6        0.2       66.0       11.9        8.0        2.2       32.1        0.9        1.8        3.2        0.0       20.0       16.1
 
Number of Traders in Each Category                                    Total Traders:        70
         .         12          .         31          8         17          .         11          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 1,006,168
Positions
    51,048    150,836     21,270    172,571    225,665     74,727    304,787    251,288    117,085     97,396     56,325     25,969    141,316     83,003
 
Changes from:       April 2, 2013                                    Total Change is:    18,597
   -13,056     12,201      6,606     -3,263    -19,950      2,966     24,195    -31,648     18,338    -19,225     10,301        913      1,124     18,871
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       15.0        2.1       17.2       22.4        7.4       30.3       25.0       11.6        9.7        5.6        2.6       14.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       198
        11         19         11         30         28         28         46         28         32         18         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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    51,727
Positions
    16,371     23,055      7,642          0        449        668     21,663     14,372      2,948        200        123        227      2,008      2,243
 
Changes from:       April 2, 2013                                    Total Change is:     9,509
     1,995      4,772      3,580          0          0        668      3,075        539       -314        200         31         23        282        210
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       44.6       14.8        0.0        0.9        1.3       41.9       27.8        5.7        0.4        0.2        0.4        3.9        4.3
 
Number of Traders in Each Category                                    Total Traders:        44
         7         11         11          0          .          .          9         13         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 2,768,249
Positions
    96,867    319,003    229,710    520,172    799,281    272,861    835,892    237,909    348,473     40,036    116,857     74,738    349,500    369,417
 
Changes from:       April 2, 2013                                    Total Change is:   119,993
     2,009     23,511     44,853     34,139    -57,574     15,657    -36,243        459     59,669    -29,471     16,573     19,825      9,554     -2,981
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       11.5        8.3       18.8       28.9        9.9       30.2        8.6       12.6        1.4        4.2        2.7       12.6       13.3
 
Number of Traders in Each Category                                    Total Traders:       341
        20         50         52         25         71         58         72         57         84         12         34         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 2,058,854
Positions
   127,591    218,426    141,092    707,878    489,176    115,662    403,697    486,001    194,776     69,446    124,023     29,793    268,919    259,905
 
Changes from:       April 2, 2013                                    Total Change is:    33,114
   -26,545     75,375     -3,384     24,057      7,488      2,114       -698    -44,162     32,219     -3,483    -48,075      3,426      5,408      8,113
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       10.6        6.9       34.4       23.8        5.6       19.6       23.6        9.5        3.4        6.0        1.4       13.1       12.6
 
Number of Traders in Each Category                                    Total Traders:       234
        12         35         24         28         41         36         53         39         42          9         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   340,021
Positions
   121,424    107,887     96,683          0      2,515      3,187     38,125     27,387     44,950        128      7,186     12,339     23,185     37,888
 
Changes from:       April 2, 2013                                    Total Change is:     8,276
     6,231      3,319      1,623          0          0        127     -3,514        642        446          1        101        384      2,979      1,634
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       31.7       28.4        0.0        0.7        0.9       11.2        8.1       13.2        0.0        2.1        3.6        6.8       11.1
 
Number of Traders in Each Category                                    Total Traders:        65
        16         19         26          0          .          .         11         11         17          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 is12,316,541
Positions
 1,534,607  2,872,258  2,483,308    980,002    702,302    269,701  1,464,893    417,833  3,711,231    218,261    161,310    647,155  1,007,382  1,051,443
 
Changes from:       April 2, 2013                                    Total Change is:   446,135
  -260,102    232,575    130,792     44,536    -76,031      8,166    343,103      3,836     37,954    -14,660    -17,342    168,395    -12,049    -42,210
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       23.3       20.2        8.0        5.7        2.2       11.9        3.4       30.1        1.8        1.3        5.3        8.2        8.5
 
Number of Traders in Each Category                                    Total Traders:       260
        23         56         78         11         16         22         52         55         93         14         19         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,625
Positions
     7,800      2,019          0         49        748          0        542      3,978         26        144      1,716          0         64        138
 
Changes from:       April 2, 2013                                    Total Change is:      -742
       684         26          0          9        -34          0     -1,448       -720          5          4          0          0          4        -19
 
Percent of Open Interest Represented by Each Category of Trader
      90.4       23.4        0.0        0.6        8.7        0.0        6.3       46.1        0.3        1.7       19.9        0.0        0.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          .          .          0          4          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    18,598
Positions
    13,843      1,619          0        682      5,162         43      4,003      9,756          0          0      1,823          0         27        195
 
Changes from:       April 2, 2013                                    Total Change is:       936
     1,427        267          0        142         -7         21       -517        646          0       -106        -30        -21        -10         60
 
Percent of Open Interest Represented by Each Category of Trader
      74.4        8.7        0.0        3.7       27.8        0.2       21.5       52.5        0.0        0.0        9.8        0.0        0.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        27
         .          6          0          .          4          .          .          6          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    12,889
Positions
    11,470      2,107          0      1,174      3,005          0          0      6,123        212          0      1,204          0         33        238
 
Changes from:       April 2, 2013                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      89.0       16.3        0.0        9.1       23.3        0.0        0.0       47.5        1.6        0.0        9.3        0.0        0.3        1.8
 
Number of Traders in Each Category                                    Total Traders:        20
         .          5          0          .          .          0          0          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2013                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     3,302
Positions
     2,740      1,039          0         30        859         36        367        989          0          0        318          0        129         61
 
Changes from:       April 2, 2013                                    Total Change is:       202
        79       -106          0         30       -116         -3         43        368          0          0         18          0         53         41
 
Percent of Open Interest Represented by Each Category of Trader
      83.0       31.5        0.0        0.9       26.0        1.1       11.1       30.0        0.0        0.0        9.6        0.0        3.9        1.8
 
Number of Traders in Each Category                                    Total Traders:        21
         4          .          0          .          4          .          .          5          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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    87,897
Positions
     9,614     31,164      1,198      6,759        183        197     53,075     50,579      1,210      8,430      1,700         34      7,379      1,630
 
Changes from:       April 2, 2013                                    Total Change is:    -2,725
       -47       -937       -150        -84        133        -49     -1,273     -1,322       -585     -1,128         46         -2        593        141
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       35.5        1.4        7.7        0.2        0.2       60.4       57.5        1.4        9.6        1.9        0.0        8.4        1.9
 
Number of Traders in Each Category                                    Total Traders:       126
         5          .          .         11          .          .         52         12          7         34          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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   438,715
Positions
   115,243     41,864     47,974     71,206     16,900     13,427     56,308    172,953     39,511      5,420     13,320     62,162     27,464     30,604
 
Changes from:       April 2, 2013                                    Total Change is:    19,591
     5,746      2,952      6,994      2,423      1,639       -305     -4,374        746      1,762     -1,292     -1,805      7,569      1,068         39
 
Percent of Open Interest Represented by Each Category of Trader
      26.3        9.5       10.9       16.2        3.9        3.1       12.8       39.4        9.0        1.2        3.0       14.2        6.3        7.0
 
Number of Traders in Each Category                                    Total Traders:       176
        16         18         24          7          8         13         33         48         47         16         15         25
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Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2013                   
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     9,513
Positions
       145      3,094          0      2,203        307        201      5,225      4,983        908        660          0          0        171         20
 
Changes from:       April 2, 2013                                    Total Change is:       398
       -14        -19          0       -100        -38        -79        688        520          0        345          0          0       -442         14
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       32.5        0.0       23.2        3.2        2.1       54.9       52.4        9.5        6.9        0.0        0.0        1.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          0          5          .          .          5          4          .          .          0          0
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Updated April 12, 2013