Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   181,658
Positions
    93,993      3,538      4,411     18,024     20,181        701     15,819    103,853     10,144     10,120      1,910        564     27,883     36,356
 
Changes from:       April 9, 2013                                    Total Change is:     9,930
     6,976      1,635         29       -229       -331        297      2,517      5,925      1,073       -332        161        102       -504      1,039
 
Percent of Open Interest Represented by Each Category of Trader
      51.7        1.9        2.4        9.9       11.1        0.4        8.7       57.2        5.6        5.6        1.1        0.3       15.3       20.0
 
Number of Traders in Each Category                                    Total Traders:        90
         9          6          9          6          5          5         15         33         16         14          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    56,599
Positions
    23,140     22,728        903          0      1,939          0     15,634     14,050      2,224        406      2,499          2     14,290     12,254
 
Changes from:       April 9, 2013                                    Total Change is:    11,460
    -2,110     13,775        103          0        -21          0      8,364        968        404         -1        878          1      4,699     -4,648
 
Percent of Open Interest Represented by Each Category of Trader
      40.9       40.2        1.6        0.0        3.4        0.0       27.6       24.8        3.9        0.7        4.4        0.0       25.2       21.7
 
Number of Traders in Each Category                                    Total Traders:        38
         4          8          .          0          .          0          9         10          6          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   216,975
Positions
   100,967      6,882      4,184     18,764     30,415      1,234     34,442    107,183     13,363     25,734      9,923        557     17,731     43,235
 
Changes from:       April 9, 2013                                    Total Change is:    -3,813
    -3,526      1,578         81       -800      1,281         57      6,141     -4,813        -37     -4,965       -782        -81       -682     -1,096
 
Percent of Open Interest Represented by Each Category of Trader
      46.5        3.2        1.9        8.6       14.0        0.6       15.9       49.4        6.2       11.9        4.6        0.3        8.2       19.9
 
Number of Traders in Each Category                                    Total Traders:       110
        11          7          9          6         15          4         21         33         18          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   264,842
Positions
   118,926     19,181      9,976     20,911     13,899      1,854     38,562    105,347     28,600     16,189      9,952     10,420     19,403     65,613
 
Changes from:       April 9, 2013                                    Total Change is:    -6,422
     9,729     -4,361      1,133        920     -2,724        258     -7,782        233      2,255     -6,693     -3,587        726     -6,969       -356
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        7.2        3.8        7.9        5.2        0.7       14.6       39.8       10.8        6.1        3.8        3.9        7.3       24.8
 
Number of Traders in Each Category                                    Total Traders:       148
        11         13          8          6         14          .         25         52         29          7         20         16
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Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   264,248
Positions
    65,274     13,880     12,475     29,242     52,699      9,508     37,914     59,911     31,875     30,166     18,140      4,271     43,522     61,488
 
Changes from:       April 9, 2013                                    Total Change is:       267
   -22,536      2,036      1,954       -366        980        335     15,247    -11,113      3,996       -380      2,903        600      1,416     -1,424
 
Percent of Open Interest Represented by Each Category of Trader
      24.7        5.3        4.7       11.1       19.9        3.6       14.3       22.7       12.1       11.4        6.9        1.6       16.5       23.3
 
Number of Traders in Each Category                                    Total Traders:       198
        22         13         14         16         20         14         24         51         41         22         30         25
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Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   184,437
Positions
    24,656     57,741      5,057      2,696     40,122      1,422    106,304     42,201      7,775      1,067      3,189      1,717     33,743     25,213
 
Changes from:       April 9, 2013                                    Total Change is:   -14,968
     7,003    -21,030        741        315        741        209    -18,458      4,145      1,390        572        340        140     -6,879     -1,645
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       31.3        2.7        1.5       21.8        0.8       57.6       22.9        4.2        0.6        1.7        0.9       18.3       13.7
 
Number of Traders in Each Category                                    Total Traders:       113
        10         14          7          .          8          .         32         29         18          5         12         10
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Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    57,331
Positions
    22,042     28,608     19,079      2,333          0          0      4,524      1,285      4,288      1,380          0      3,334        351        737
 
Changes from:       April 9, 2013                                    Total Change is:      -529
       -69       -201         31       -439          0          0         -4       -211          0          1       -170          0        -49         22
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       49.9       33.3        4.1        0.0        0.0        7.9        2.2        7.5        2.4        0.0        5.8        0.6        1.3
 
Number of Traders in Each Category                                    Total Traders:        28
         6         12         11          .          0          0          5          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   179,830
Positions
     2,863    115,600         33      8,804        862          1    142,123     55,503      1,523     11,834      3,589        242     12,408      2,478
 
Changes from:       April 9, 2013                                    Total Change is:     6,910
      -263      5,622         15        169       -100          1      7,807        575        337     -1,259        323        -35        138        172
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       64.3        0.0        4.9        0.5        0.0       79.0       30.9        0.8        6.6        2.0        0.1        6.9        1.4
 
Number of Traders in Each Category                                    Total Traders:       151
         6         13          .         11          .          .         75         16          8         18          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    38,974
Positions
    15,119     24,054        274      1,757      1,458          0      4,811      1,989        598     15,467     10,142          0        948        459
 
Changes from:       April 9, 2013                                    Total Change is:       834
       580        965          0        794         20          0       -220         73       -127       -172          0          0        -21        -97
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       61.7        0.7        4.5        3.7        0.0       12.3        5.1        1.5       39.7       26.0        0.0        2.4        1.2
 
Number of Traders in Each Category                                    Total Traders:        37
         6          7          .          .          .          0         10          5          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    46,640
Positions
     2,438     31,843        186        323        258          0     37,919     10,300        115      1,156      1,158          0      4,503      2,780
 
Changes from:       April 9, 2013                                    Total Change is:     4,091
      -307      5,644         16       -163        -14          0      4,758     -1,172          5        126        139          0       -344       -527
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       68.3        0.4        0.7        0.6        0.0       81.3       22.1        0.2        2.5        2.5        0.0        9.7        6.0
 
Number of Traders in Each Category                                    Total Traders:        66
         .         12          4          .          .          0         24         14          .          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    60,413
Positions
     8,934     34,164        338      3,800         95        625     32,629     11,232      1,282      2,901      1,721      1,011      8,893      9,945
 
Changes from:       April 9, 2013                                    Total Change is:     2,176
       210      4,513         35       -358        -10         77      1,881     -1,296        276         44     -1,125         55        -43       -349
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       56.6        0.6        6.3        0.2        1.0       54.0       18.6        2.1        4.8        2.8        1.7       14.7       16.5
 
Number of Traders in Each Category                                    Total Traders:       112
        15         20          .          6          .          .         35         15          9          9         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   120,827
Positions
    17,867     68,328        676      7,599        189      1,250     65,258     22,465      2,565      5,803      3,441      2,023     17,786     19,890
 
Changes from:       April 9, 2013                                    Total Change is:     4,352
       420      9,026         69       -716        -19        153      3,762     -2,591        551         88     -2,249        110        -86       -698
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       56.6        0.6        6.3        0.2        1.0       54.0       18.6        2.1        4.8        2.8        1.7       14.7       16.5
 
Number of Traders in Each Category                                    Total Traders:       112
        15         20          .          6          .          .         35         15          9          9         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   979,840
Positions
    35,278    223,380     41,611    348,980    130,533     61,184    120,201    182,885    177,351     46,257     38,280     29,614    119,364     95,003
 
Changes from:       April 9, 2013                                    Total Change is:    18,910
    -2,039      3,378      3,966       -233     -7,562       -490     -7,911     -2,542     26,541        956      3,835      4,540     -6,420    -12,755
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       22.8        4.2       35.6       13.3        6.2       12.3       18.7       18.1        4.7        3.9        3.0       12.2        9.7
 
Number of Traders in Each Category                                    Total Traders:       615
        26         48         32        126         50         67         96        127        109         62         80         67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   241,798
Positions
    14,475     64,651      4,315     61,576     29,514     10,722     11,206     13,929     57,196     12,753     11,002      9,859     59,696     40,610
 
Changes from:       April 9, 2013                                    Total Change is:    10,194
     2,633      2,711        760     -1,962        981       -194     -2,282      3,940      9,609       -389      1,460      1,042        978    -10,114
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       26.7        1.8       25.5       12.2        4.4        4.6        5.8       23.7        5.3        4.5        4.1       24.7       16.8
 
Number of Traders in Each Category                                    Total Traders:       114
         6         11          5         19          9         11         21         24         41         10         14         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 3,690,208
Positions
   181,199    870,827    109,293  1,468,304    536,378    221,027    591,269    891,072    554,482    175,483    144,355     90,811    298,340    271,962
 
Changes from:       April 9, 2013                                    Total Change is:    43,579
   -19,535      7,160     12,205     10,180    -41,175     -3,015    -17,745    -22,012     74,258      6,070     11,213     18,150    -36,989    -13,205
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       23.6        3.0       39.8       14.5        6.0       16.0       24.1       15.0        4.8        3.9        2.5        8.1        7.4
 
Number of Traders in Each Category                                    Total Traders:       576
        27         46         30        118         45         61         93        121        101         55         71         56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   112,384
Positions
     3,692     49,381         71     57,888     48,535      1,925     33,718      5,762      1,488        841      2,215          0     12,761      3,007
 
Changes from:       April 9, 2013                                    Total Change is:      -742
       -74     -3,023          0      1,780        344        -96     -3,137      1,133      1,012         -5         -6          0       -222       -107
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       43.9        0.1       51.5       43.2        1.7       30.0        5.1        1.3        0.7        2.0        0.0       11.4        2.7
 
Number of Traders in Each Category                                    Total Traders:       102
         5         15          .         38         14         10         19          7          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    76,193
Positions
     2,883     51,845      1,003     32,114      5,594      1,062     28,744      8,812      1,314      2,818      1,342        541      5,714      4,679
 
Changes from:       April 9, 2013                                    Total Change is:     3,715
     1,080      3,787         58      1,774        -35       -281        931        171       -378        245        122       -148        433        419
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       68.0        1.3       42.1        7.3        1.4       37.7       11.6        1.7        3.7        1.8        0.7        7.5        6.1
 
Number of Traders in Each Category                                    Total Traders:       221
        17         23          4         31         18         12         68         29         14         22         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   380,967
Positions
    14,413    259,225      5,015    160,570     27,971      5,311    143,722     44,062      6,572     14,088      6,712      2,705     28,571     23,394
 
Changes from:       April 9, 2013                                    Total Change is:    18,576
     5,402     18,935        290      8,872       -176     -1,403      4,653        856     -1,888      1,225        608       -740      2,166      2,095
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       68.0        1.3       42.1        7.3        1.4       37.7       11.6        1.7        3.7        1.8        0.7        7.5        6.1
 
Number of Traders in Each Category                                    Total Traders:       221
        17         23          4         31         18         12         68         29         14         22         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   365,430
Positions
    85,967     36,640      4,242    130,219    152,901     20,825     85,521    115,101      9,774      7,167      8,442        698     21,017     16,807
 
Changes from:       April 9, 2013                                    Total Change is:    -7,849
     9,522    -11,765     -3,873     -9,871       -233         58     -6,700      4,659      1,276      2,098       -924          4       -363      2,950
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       10.0        1.2       35.6       41.8        5.7       23.4       31.5        2.7        2.0        2.3        0.2        5.8        4.6
 
Number of Traders in Each Category                                    Total Traders:       265
        23         11          4         59         37         24         57         47         17         14         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    76,492
Positions
     8,235     31,084         14     25,571          0         36     17,491     16,580         18     12,767      4,670          0     12,360     24,090
 
Changes from:       April 9, 2013                                    Total Change is:       462
       672      3,846        -88         78          0          0     -2,162     -2,224        -22        267        120          0      1,717     -1,170
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       40.6        0.0       33.4        0.0        0.0       22.9       21.7        0.0       16.7        6.1        0.0       16.2       31.5
 
Number of Traders in Each Category                                    Total Traders:        69
         6         10          .         15          0          .         16          9          .         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    89,800
Positions
    31,970     19,332      1,633     14,672      6,657          0     25,749     12,653        394      3,074      4,530         50     12,258     44,551
 
Changes from:       April 9, 2013                                    Total Change is:     5,853
     6,821      4,460       -248       -118        220        -79     -2,056      1,253       -168         76      3,431         50      1,575     -3,066
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       21.5        1.8       16.3        7.4        0.0       28.7       14.1        0.4        3.4        5.0        0.1       13.7       49.6
 
Number of Traders in Each Category                                    Total Traders:        90
        22         15          4          9          .          0         17         14          .          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    84,588
Positions
    15,733     38,130      2,208     29,595     22,285      4,268     24,853     13,298      2,009        212          0          0      5,710      2,390
 
Changes from:       April 9, 2013                                    Total Change is:       561
       749        431       -234        511        907        -44     -1,142     -1,486      1,189          0          0          0       -468       -202
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       45.1        2.6       35.0       26.3        5.0       29.4       15.7        2.4        0.3        0.0        0.0        6.8        2.8
 
Number of Traders in Each Category                                    Total Traders:        76
         5          7          .         27         19         10         12          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   202,956
Positions
     6,308    100,824      2,616    110,384     25,063      7,270     45,638     52,107      1,349     11,193      6,020        472     17,726      7,235
 
Changes from:       April 9, 2013                                    Total Change is:     4,360
      -368      2,805     -1,160      3,952      2,803     -1,647         22       -582        -38        615       -267        -30      3,014      2,476
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       49.7        1.3       54.4       12.3        3.6       22.5       25.7        0.7        5.5        3.0        0.2        8.7        3.6
 
Number of Traders in Each Category                                    Total Traders:       142
        10         19          5         42         20         21         24         10          7         13          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   819,618
Positions
     8,189    127,712     41,284    292,348    182,125     82,761    120,423     78,123     83,179     15,719     40,887      8,958    166,756    174,589
 
Changes from:       April 9, 2013                                    Total Change is:    46,374
     4,143      9,125      8,529     10,478     -6,329      2,868      9,715     14,974      9,553     -1,390      3,028        452      2,025      4,174
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       15.6        5.0       35.7       22.2       10.1       14.7        9.5       10.1        1.9        5.0        1.1       20.3       21.3
 
Number of Traders in Each Category                                    Total Traders:       192
         7         27         22         35         31         35         35         34         45          7         16         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   386,287
Positions
     4,727    109,531        962    250,977     49,887     32,056      8,803    122,172      3,165      6,892     12,246          0     78,704     56,267
 
Changes from:       April 9, 2013                                    Total Change is:     2,105
     1,168      3,462        173     -2,647      4,145      1,444        439     -1,330       -161          0         63          0      1,688     -5,692
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       28.4        0.2       65.0       12.9        8.3        2.3       31.6        0.8        1.8        3.2        0.0       20.4       14.6
 
Number of Traders in Each Category                                    Total Traders:        71
         .         12          4         31          8         16          .         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   994,202
Positions
    43,214    129,164     28,089    191,715    208,799     55,347    292,905    278,019    120,830     96,046     57,032     26,116    139,940     90,806
 
Changes from:       April 9, 2013                                    Total Change is:   -11,965
    -7,834    -21,672      6,819     19,144    -16,866    -19,380    -11,882     26,731      3,746     -1,350        707        147     -1,376      7,803
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       13.0        2.8       19.3       21.0        5.6       29.5       28.0       12.2        9.7        5.7        2.6       14.1        9.1
 
Number of Traders in Each Category                                    Total Traders:       198
        10         24         14         33         25         26         42         28         35         19         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    53,478
Positions
    17,183     25,624      8,458          0        400        717     22,993     14,447      2,746        204          0        717        460        369
 
Changes from:       April 9, 2013                                    Total Change is:     1,751
       812      2,569        816          0        -49         49      1,330         75       -202          4       -123        490     -1,548     -1,874
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       47.9       15.8        0.0        0.7        1.3       43.0       27.0        5.1        0.4        0.0        1.3        0.9        0.7
 
Number of Traders in Each Category                                    Total Traders:        44
         8         11         10          0          .          .          9         12          8          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 2,789,281
Positions
   101,546    314,023    231,100    513,934    782,687    286,233    830,535    233,197    369,417     47,308    112,639     76,245    332,964    383,740
 
Changes from:       April 9, 2013                                    Total Change is:    21,032
     4,679     -4,980      1,390     -6,239    -16,594     13,372     -5,357     -4,712     20,944      7,272     -4,218      1,507    -16,537     14,323
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       11.3        8.3       18.4       28.1       10.3       29.8        8.4       13.2        1.7        4.0        2.7       11.9       13.8
 
Number of Traders in Each Category                                    Total Traders:       346
        21         49         55         27         71         59         69         65         83         12         32         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 2,112,936
Positions
   182,068    236,156    147,743    653,475    467,573    135,775    430,061    506,966    201,418     61,727    119,054     30,793    269,876    267,459
 
Changes from:       April 9, 2013                                    Total Change is:    54,082
    54,477     17,730      6,650    -54,403    -21,604     20,113     26,365     20,965      6,642     -7,719     -4,969      1,000        957      7,554
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       11.2        7.0       30.9       22.1        6.4       20.4       24.0        9.5        2.9        5.6        1.5       12.8       12.7
 
Number of Traders in Each Category                                    Total Traders:       227
        10         35         22         27         38         35         54         37         42          9         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   350,206
Positions
   124,460    107,868    104,389          0      3,241      3,187     35,451     27,230     46,538        198      6,825     11,274     24,708     39,655
 
Changes from:       April 9, 2013                                    Total Change is:    10,185
     3,037        -19      7,706          0        726          0     -2,673       -157      1,587         70       -361     -1,065      1,523      1,768
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       30.8       29.8        0.0        0.9        0.9       10.1        7.8       13.3        0.1        1.9        3.2        7.1       11.3
 
Number of Traders in Each Category                                    Total Traders:        67
        18         19         26          0          .          .         10         11         16          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 is12,316,835
Positions
 1,356,145  2,850,592  2,544,482  1,003,881    693,746    270,511  1,676,575    455,080  3,622,582    201,010    180,927    646,691    994,958  1,052,223
 
Changes from:       April 9, 2013                                    Total Change is:       294
  -178,462    -21,666     61,174     23,879     -8,555        810    211,682     37,247    -88,648    -17,251     19,617       -464    -12,424        780
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       23.1       20.7        8.2        5.6        2.2       13.6        3.7       29.4        1.6        1.5        5.3        8.1        8.5
 
Number of Traders in Each Category                                    Total Traders:       269
        25         55         79         12         16         23         54         57         91         14         21         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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     8,436
Positions
     7,764      2,308          0         50        748          0        367      3,494         37        128      1,716          0         90        133
 
Changes from:       April 9, 2013                                    Total Change is:      -189
       -36        289          0          1          0          0       -175       -484         11        -16          0          0         26         -5
 
Percent of Open Interest Represented by Each Category of Trader
      92.0       27.4        0.0        0.6        8.9        0.0        4.4       41.4        0.4        1.5       20.3        0.0        1.1        1.6
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          0          .          .          0          .          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    17,956
Positions
    12,336      1,949         50        907      4,229         81      4,305      9,687          0        250      1,823          0         27        137
 
Changes from:       April 9, 2013                                    Total Change is:      -642
    -1,507        330         50        225       -933         38        302        -69          0        250          0          0          0        -58
 
Percent of Open Interest Represented by Each Category of Trader
      68.7       10.9        0.3        5.1       23.6        0.5       24.0       53.9        0.0        1.4       10.2        0.0        0.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        26
         .          5          .          .          .          .          .          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    13,052
Positions
    10,879      2,133          0      1,174      3,005          0        465      5,821        501          0      1,204          0         33        388
 
Changes from:       April 9, 2013                                    Total Change is:       163
      -591         26          0          0          0          0        465       -302        289          0          0          0          0        150
 
Percent of Open Interest Represented by Each Category of Trader
      83.4       16.3        0.0        9.0       23.0        0.0        3.6       44.6        3.8        0.0        9.2        0.0        0.3        3.0
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          0          .          .          0          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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     3,470
Positions
     2,791      1,068          0         32        847         36        455      1,134          0          0        318          0        156         67
 
Changes from:       April 9, 2013                                    Total Change is:       168
        51         29          0          2        -12          0         88        145          0          0          0          0         27          6
 
Percent of Open Interest Represented by Each Category of Trader
      80.4       30.8        0.0        0.9       24.4        1.0       13.1       32.7        0.0        0.0        9.2        0.0        4.5        1.9
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          .          4          .          4          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    78,181
Positions
     9,303     29,701      1,202      6,158        203        204     43,183     40,026        920      9,304      4,224         38      7,870      1,664
 
Changes from:       April 9, 2013                                    Total Change is:    -9,715
      -311     -1,463          3       -601         20          7     -9,892    -10,553       -290        874      2,524          3        492         34
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       38.0        1.5        7.9        0.3        0.3       55.2       51.2        1.2       11.9        5.4        0.0       10.1        2.1
 
Number of Traders in Each Category                                    Total Traders:       133
         7          .          .         10          .          .         51         15         10         40          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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   455,094
Positions
   123,796     43,765     60,162     58,132     17,321     14,971     51,484    161,788     39,489      5,684     12,121     71,671     29,705     33,806
 
Changes from:       April 9, 2013                                    Total Change is:    16,379
     8,553      1,901     12,188    -13,074        421      1,544     -4,824    -11,165        -22        264     -1,199      9,509      2,241      3,202
 
Percent of Open Interest Represented by Each Category of Trader
      27.2        9.6       13.2       12.8        3.8        3.3       11.3       35.6        8.7        1.2        2.7       15.7        6.5        7.4
 
Number of Traders in Each Category                                    Total Traders:       178
        23         13         26          7         11         12         32         51         53         17         15         22
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Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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    10,335
Positions
       206      3,088          0      2,173        260        287      5,997      5,771        908        602          0          0        162         21
 
Changes from:       April 9, 2013                                    Total Change is:       822
        61         -6          0        -30        -47         86        772        788          0        -58          0          0         -9          1
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       29.9        0.0       21.0        2.5        2.8       58.0       55.8        8.8        5.8        0.0        0.0        1.6        0.2
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          0          6          .          .          5          4          .          .          0          0
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Updated April 19, 2013