Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   138,257
Positions
     2,879     96,227      1,904      9,848      7,033        241     60,333     15,025      1,194      9,870        119         41     51,947     16,473
 
Changes from:       March 29, 2011                                   Total Change is:    19,129
    -3,926     11,482        -13       -507         18        -32     16,481      5,953       -172      1,227         -1          0      6,071      1,894
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       69.6        1.4        7.1        5.1        0.2       43.6       10.9        0.9        7.1        0.1        0.0       37.6       11.9
 
Number of Traders in Each Category                                    Total Traders:        87
         4         13          .          4          4          .         38         12          .         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    59,954
Positions
     8,939     30,907      1,470        875      1,111         69     22,792     17,685          2          0          0          0     25,807      8,710
 
Changes from:       March 29, 2011                                   Total Change is:     3,224
     4,172     -2,964        712       -153         -3          0     -1,392      6,066          0          0          0          0       -115       -587
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       51.6        2.5        1.5        1.9        0.1       38.0       29.5        0.0        0.0        0.0        0.0       43.0       14.5
 
Number of Traders in Each Category                                    Total Traders:        39
         .          8          .          .          .          .         13         12          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   111,219
Positions
     3,937     46,036        755      6,066     22,966      1,292     65,160     12,265        165        608      7,408          0     33,236     20,332
 
Changes from:       March 29, 2011                                   Total Change is:     6,713
    -5,957     19,727     -5,234     -1,267        907         28     16,549    -10,366        -47     -1,733      1,838          0      4,374       -140
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       41.4        0.7        5.5       20.6        1.2       58.6       11.0        0.1        0.5        6.7        0.0       29.9       18.3
 
Number of Traders in Each Category                                    Total Traders:        98
         7         12          .          .         13          5         37         20          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   120,632
Positions
    47,947     13,142      2,937     21,189      8,748      1,287     22,298     50,412        668      2,011      2,380          0     22,295     41,058
 
Changes from:       March 29, 2011                                   Total Change is:    20,255
    40,259    -19,277      1,419     -2,771      1,053        -43    -12,485     26,352        339        401       -259          0     -6,864     10,671
 
Percent of Open Interest Represented by Each Category of Trader
      39.7       10.9        2.4       17.6        7.3        1.1       18.5       41.8        0.6        1.7        2.0        0.0       18.5       34.0
 
Number of Traders in Each Category                                    Total Traders:       102
        15          9          4          8          8          4         21         33          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   236,270
Positions
    35,013    107,368        274     29,192     19,180      3,031     78,789     39,413        758     23,198     16,919        746     65,269     48,581
 
Changes from:       March 29, 2011                                   Total Change is:    18,093
     9,203     11,072       -813      1,370       -215        131      3,916      2,369       -680        496      2,762          1      4,469      3,466
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       45.4        0.1       12.4        8.1        1.3       33.3       16.7        0.3        9.8        7.2        0.3       27.6       20.6
 
Number of Traders in Each Category                                    Total Traders:       178
        16         25          4         17         15         10         45         31          6         17         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   146,108
Positions
     4,522    115,307        283     10,076      3,396        134     93,795     11,146         45      2,938        569          0     34,315     15,228
 
Changes from:       March 29, 2011                                   Total Change is:     7,470
    -2,020      5,854        -16        149        -69          0      8,046      1,403         21        814          9          0        476        268
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       78.9        0.2        6.9        2.3        0.1       64.2        7.6        0.0        2.0        0.4        0.0       23.5       10.4
 
Number of Traders in Each Category                                    Total Traders:        79
         .         14          .          6          4          .         33         12          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    90,125
Positions
    15,585     36,089     41,312          0          0          0     28,956     10,355        480      1,511          0          0      2,281      1,889
 
Changes from:       March 29, 2011                                   Total Change is:     1,981
      -201        333        187          0          0          0        104       -114          0        256          0          0      1,635      1,575
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       40.0       45.8        0.0        0.0        0.0       32.1       11.5        0.5        1.7        0.0        0.0        2.5        2.1
 
Number of Traders in Each Category                                    Total Traders:        25
         6         10         11          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   158,825
Positions
       491    127,331        206     15,889      1,298          0    125,697     25,765         88      7,976      2,577          0      8,478      1,560
 
Changes from:       March 29, 2011                                   Total Change is:    29,464
    -3,298     21,332        206     -1,049      1,055          0     30,452      6,917       -229      3,090        225          0        292        -42
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       80.2        0.1       10.0        0.8        0.0       79.1       16.2        0.1        5.0        1.6        0.0        5.3        1.0
 
Number of Traders in Each Category                                    Total Traders:       123
         .         16          .          9          .          0         64         10          .         14          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    37,456
Positions
    26,198     30,251          3      4,053          0          0      5,459        232          0        410      6,833          0      1,333        137
 
Changes from:       March 29, 2011                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      69.9       80.8        0.0       10.8        0.0        0.0       14.6        0.6        0.0        1.1       18.2        0.0        3.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        20
         .          6          .          .          0          0          7          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    16,197
Positions
     2,697      6,559         30          0        147          0      9,511      7,720          3        663          0          0      3,293      1,738
 
Changes from:       March 29, 2011                                   Total Change is:     2,796
    -1,530      3,047        -10       -274     -1,068          0      3,761      1,361       -213          0          0          0      1,062       -321
 
Percent of Open Interest Represented by Each Category of Trader
      16.7       40.5        0.2        0.0        0.9        0.0       58.7       47.7        0.0        4.1        0.0        0.0       20.3       10.7
 
Number of Traders in Each Category                                    Total Traders:        37
         5          8          .          0          .          0         12         10          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,807
Positions
    19,061     34,091      1,063      3,214      1,297        390     28,133     11,956         78        138      1,754          0      6,732      8,180
 
Changes from:       March 29, 2011                                   Total Change is:        21
      -102     -3,073         36        344        262       -143      2,388        360       -190         81        317          0     -2,393      2,451
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       58.0        1.8        5.5        2.2        0.7       47.8       20.3        0.1        0.2        3.0        0.0       11.4       13.9
 
Number of Traders in Each Category                                    Total Traders:        92
        16         17          .          6          .          .         31         14          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   117,613
Positions
    38,121     68,181      2,125      6,427      2,594        780     56,266     23,911        155        276      3,507          0     13,463     16,360
 
Changes from:       March 29, 2011                                   Total Change is:        41
      -204     -6,146         72        688        524       -285      4,775        720       -380        161        634          0     -4,786      4,902
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       58.0        1.8        5.5        2.2        0.7       47.8       20.3        0.1        0.2        3.0        0.0       11.4       13.9
 
Number of Traders in Each Category                                    Total Traders:        92
        16         17          .          6          .          .         31         14          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   838,763
Positions
    65,001    262,760     31,131    399,316    120,698     60,809     77,844    190,849     19,666     21,840     30,276      3,175    159,982    119,399
 
Changes from:       March 29, 2011                                   Total Change is:    12,431
       778      6,083      2,131    -14,348     -1,404      6,152      7,087        275     -3,528      3,487     -1,119      1,465      9,207      2,376
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       31.3        3.7       47.6       14.4        7.2        9.3       22.8        2.3        2.6        3.6        0.4       19.1       14.2
 
Number of Traders in Each Category                                    Total Traders:       546
        38         48         20        121         58         66         85        137         54         31         27         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   302,356
Positions
     8,189    162,438      5,410    140,711     36,393      8,550     17,003     25,946      1,478      8,840     13,048        833    111,342     48,260
 
Changes from:       March 29, 2011                                   Total Change is:     7,166
      -433      8,306      1,333     -5,232        750      2,958        206     -5,088        278      2,563     -2,148        758      4,735         19
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       53.7        1.8       46.5       12.0        2.8        5.6        8.6        0.5        2.9        4.3        0.3       36.8       16.0
 
Number of Traders in Each Category                                    Total Traders:       123
         5         23          7         31         13         13         13         29          6          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,682,037
Positions
   323,857    541,410     88,805  1,314,311    442,812    240,008    346,989    867,298     48,158     73,730     94,873      2,980    243,199    355,693
 
Changes from:       March 29, 2011                                   Total Change is:    26,326
    14,861     -2,309     -4,813    -46,205    -11,397     16,595      6,630       -960      8,743      8,207      8,732        -52     22,360     11,787
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       20.2        3.3       49.0       16.5        8.9       12.9       32.3        1.8        2.7        3.5        0.1        9.1       13.3
 
Number of Traders in Each Category                                    Total Traders:       507
        36         44         13        101         55         58         86        131         37         27         27          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   112,251
Positions
    23,267     54,189         40     56,959     32,389      5,644     15,472     17,296          0      1,513          0          0      9,356      2,693
 
Changes from:       March 29, 2011                                   Total Change is:     1,994
       215      2,580         40        851       -798        -49        544        170          0        -29          0          0        422         51
 
Percent of Open Interest Represented by Each Category of Trader
      20.7       48.3        0.0       50.7       28.9        5.0       13.8       15.4        0.0        1.3        0.0        0.0        8.3        2.4
 
Number of Traders in Each Category                                    Total Traders:       100
         7         11          .         32         15         12         18         15          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    90,141
Positions
    11,678     44,756      5,792     16,968      8,348      2,705     29,990     12,056     10,978      2,395      1,703         69      9,565      3,734
 
Changes from:       March 29, 2011                                   Total Change is:    15,998
    -3,078      9,632      2,660      2,068       -653       -271      6,892        250      6,497        528     -1,110         69        632     -1,078
 
Percent of Open Interest Represented by Each Category of Trader
      13.0       49.7        6.4       18.8        9.3        3.0       33.3       13.4       12.2        2.7        1.9        0.1       10.6        4.1
 
Number of Traders in Each Category                                    Total Traders:       237
        19         33          9         35         21         15         62         44         18         12         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    17,942
Positions
     2,350     15,631          1      1,859          0          0      9,988        716          0          0        386          0      3,744      1,208
 
Changes from:       March 29, 2011                                   Total Change is:     6,747
       454      7,277          1          0          0          0      6,385        716          0          0       -738          0        -93       -509
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       87.1        0.0       10.4        0.0        0.0       55.7        4.0        0.0        0.0        2.2        0.0       20.9        6.7
 
Number of Traders in Each Category                                    Total Traders:        27
         6         11          .          .          0          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   360,997
Positions
    70,544    169,525      5,055     79,544     45,741      9,523    150,588    107,275      4,315     11,975      6,587        346     29,107     12,630
 
Changes from:       March 29, 2011                                   Total Change is:    46,255
    -6,961     22,477      2,597     10,339     -3,263     -1,353     35,097     30,232        -75      2,642     -1,859        346      3,623     -2,847
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       47.0        1.4       22.0       12.7        2.6       41.7       29.7        1.2        3.3        1.8        0.1        8.1        3.5
 
Number of Traders in Each Category                                    Total Traders:       234
        20         30          4         34         21         14         60         46         13         12         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   367,945
Positions
   127,562     35,416     12,104    111,313    134,158     21,030     72,137    127,469      4,249      1,885     16,962          0     17,665     16,557
 
Changes from:       March 29, 2011                                   Total Change is:       -44
     6,708      1,005     -3,785          7     -2,412      1,209     -3,426      2,025        654         40        807          0     -1,451        453
 
Percent of Open Interest Represented by Each Category of Trader
      34.7        9.6        3.3       30.3       36.5        5.7       19.6       34.6        1.2        0.5        4.6        0.0        4.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       260
        18         17          .         50         49         26         46         64         15          5         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    57,183
Positions
     8,879      4,621      6,145      8,070     12,463      1,625     24,130      8,324        539        466      5,216          0      7,329     18,250
 
Changes from:       March 29, 2011                                   Total Change is:       458
       537     -1,683       -108     -2,051     -1,402        128      1,965      3,879          0        250       -518          0       -263        162
 
Percent of Open Interest Represented by Each Category of Trader
      15.5        8.1       10.7       14.1       21.8        2.8       42.2       14.6        0.9        0.8        9.1        0.0       12.8       31.9
 
Number of Traders in Each Category                                    Total Traders:        70
         9         11          .         12          4          4         14         12          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    64,219
Positions
    24,785     20,091      8,026      7,544      5,172      4,829     10,318     16,908        754        947      2,143        618      6,398      5,678
 
Changes from:       March 29, 2011                                   Total Change is:    -2,659
     2,721     -1,406        187       -772     -3,827      3,790      1,005     -2,038       -785         57        810        618     -9,480         -8
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       31.3       12.5       11.7        8.1        7.5       16.1       26.3        1.2        1.5        3.3        1.0       10.0        8.8
 
Number of Traders in Each Category                                    Total Traders:        77
        17         15          4          8          .          4         15         11          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    31,640
Positions
       256      7,233      1,241     18,941     11,057      3,981      2,378      6,258         19        419          0          0      4,405      1,851
 
Changes from:       March 29, 2011                                   Total Change is:      -201
       -69        518         41       -749       -128       -289        740       -323          8          0          0          0        117        -28
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       22.9        3.9       59.9       34.9       12.6        7.5       19.8        0.1        1.3        0.0        0.0       13.9        5.9
 
Number of Traders in Each Category                                    Total Traders:        48
         .          4          .         19         12          7          .          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    38,042
Positions
     5,926     16,063        972     13,083      4,238        875      8,380     11,884        577      1,534        270         34      6,661      3,129
 
Changes from:       March 29, 2011                                   Total Change is:     2,506
       186      1,848        -44       -119     -1,310        147      1,397      1,665       -211        276       -415          0        874        826
 
Percent of Open Interest Represented by Each Category of Trader
      15.6       42.2        2.6       34.4       11.1        2.3       22.0       31.2        1.5        4.0        0.7        0.1       17.5        8.2
 
Number of Traders in Each Category                                    Total Traders:        62
         5          8          .         16          7          5         12          9          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   593,161
Positions
    23,556     52,485      5,200    283,892    154,180     59,367     67,063     99,814      5,972     19,205     53,676          0    128,906    162,467
 
Changes from:       March 29, 2011                                   Total Change is:     2,251
     8,098    -25,675      1,845      3,719       -796      1,143    -10,136     21,141      1,030      2,022        256          0     -5,470      3,307
 
Percent of Open Interest Represented by Each Category of Trader
       4.0        8.8        0.9       47.9       26.0       10.0       11.3       16.8        1.0        3.2        9.0        0.0       21.7       27.4
 
Number of Traders in Each Category                                    Total Traders:       156
        10         15          4         45         22         30         22         31          9          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   325,982
Positions
         0    134,439        617    236,370      4,829     19,385      2,935    126,099          0      1,700          0          0     64,975     40,613
 
Changes from:       March 29, 2011                                   Total Change is:     6,827
      -200      9,902        117      4,407     -1,698        556        395        839          0          0          0          0      1,552     -2,889
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.2        0.2       72.5        1.5        5.9        0.9       38.7        0.0        0.5        0.0        0.0       19.9       12.5
 
Number of Traders in Each Category                                    Total Traders:        64
         0         12          .         32          .         15          .         16          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   971,656
Positions
   113,621     78,427      9,977    267,619    417,446     87,128    264,872    116,756     14,926    112,427     82,085      5,710     95,376    159,201
 
Changes from:       March 29, 2011                                   Total Change is:    77,860
    32,250     -5,410     -3,100     -6,804     11,722        763     59,980     34,889     -2,934      3,704     25,764        937     -6,936     15,229
 
Percent of Open Interest Represented by Each Category of Trader
      11.7        8.1        1.0       27.5       43.0        9.0       27.3       12.0        1.5       11.6        8.4        0.6        9.8       16.4
 
Number of Traders in Each Category                                    Total Traders:       241
        21         30          9         34         54         35         34         38         21          7         23          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,605,373
Positions
   215,838    135,511     23,742    528,823    531,283    186,413    279,769    246,887     30,091     65,633     55,061     11,140    263,924    385,245
 
Changes from:       March 29, 2011                                   Total Change is:    36,831
    75,188     -4,682     -7,181     -6,586      1,693    -17,771    -40,784     43,836      3,655     28,108     -6,624      1,500        702     22,405
 
Percent of Open Interest Represented by Each Category of Trader
      13.4        8.4        1.5       32.9       33.1       11.6       17.4       15.4        1.9        4.1        3.4        0.7       16.4       24.0
 
Number of Traders in Each Category                                    Total Traders:       264
        31         31         15         30         53         45         39         56         30         10         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,302,380
Positions
   121,242    111,284     25,460    310,918    501,339    141,555    428,924    119,025     25,588     60,899     73,525      3,391    184,403    301,213
 
Changes from:       March 29, 2011                                   Total Change is:    46,271
    36,999    -14,667      1,541     11,279      4,018     13,403      3,080      5,803     -8,086      2,690     10,200        741    -15,376     33,318
 
Percent of Open Interest Represented by Each Category of Trader
       9.3        8.5        2.0       23.9       38.5       10.9       32.9        9.1        2.0        4.7        5.6        0.3       14.2       23.1
 
Number of Traders in Each Category                                    Total Traders:       188
        22         17         10         25         40         39         27         35         17          7         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   638,687
Positions
   174,141    218,999    219,836     12,146      2,991      9,118    104,043     64,713     65,323     12,690      4,600      5,890     35,500     47,217
 
Changes from:       March 29, 2011                                   Total Change is:   -34,105
      -876    -18,932    -27,466       -962        551     -1,027      1,480     14,669     -3,122     -4,174     -1,568     -1,432      3,474      4,222
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       34.3       34.4        1.9        0.5        1.4       16.3       10.1       10.2        2.0        0.7        0.9        5.6        7.4
 
Number of Traders in Each Category                                    Total Traders:       132
        24         37         45          5          .          5         23         20         30          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,254,557
Positions
 1,182,761  3,279,309  1,915,637  2,771,640    531,106    216,732    957,100    736,235  1,141,897     58,427    282,615    178,327    832,036    972,699
 
Changes from:       March 29, 2011                                   Total Change is:   460,856
   -37,320     33,644    226,573     53,359     28,310     10,201     11,094     -8,114    122,874     21,737    -16,858     38,342     13,996     25,884
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       35.4       20.7       29.9        5.7        2.3       10.3        8.0       12.3        0.6        3.1        1.9        9.0       10.5
 
Number of Traders in Each Category                                    Total Traders:       275
        30         62         89         12         15         20         51         60         83          7         16         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    11,225
Positions
     4,143      5,623          0      1,462        747         35        650      3,880          7      4,800        674          0        128        259
 
Changes from:       March 29, 2011                                   Total Change is:      -697
    -1,124       -829          0          8        -80          0        377        195         -4          0         22          0         46         -1
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       50.1        0.0       13.0        6.7        0.3        5.8       34.6        0.1       42.8        6.0        0.0        1.1        2.3
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          5          .          .         10          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    28,465
Positions
    24,752     14,438          0      1,983      2,236         59      1,346      6,084          0         40      5,416          0        285        232
 
Changes from:       March 29, 2011                                   Total Change is:       -15
      -198       -489          0        -27        570          0         85       -139          0          0        -50          0        125         93
 
Percent of Open Interest Represented by Each Category of Trader
      87.0       50.7        0.0        7.0        7.9        0.2        4.7       21.4        0.0        0.1       19.0        0.0        1.0        0.8
 
Number of Traders in Each Category                                    Total Traders:        28
         .          5          0          .          5          .          4          7          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    50,309
Positions
    24,687      5,168          0         73        765        693     15,831     35,901        812      1,986      1,147        250      5,977      5,573
 
Changes from:       March 29, 2011                                   Total Change is:    -2,606
        20      2,710          0          0         73        -50     -2,632     -5,277         95       -175       -147          0        136        -10
 
Percent of Open Interest Represented by Each Category of Trader
      49.1       10.3        0.0        0.1        1.5        1.4       31.5       71.4        1.6        3.9        2.3        0.5       11.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       116
         5          7          0          .          4          .         19         48          7         24          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   181,288
Positions
    58,234     59,259     39,009      9,692      1,947      2,284     16,356     30,657     24,599      2,400      1,247      8,281     20,433     14,005
 
Changes from:       March 29, 2011                                   Total Change is:    -2,771
    -6,578     -7,664        606      1,294        401       -116      2,559      6,849       -822        524       -769        130       -368     -1,386
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       32.7       21.5        5.3        1.1        1.3        9.0       16.9       13.6        1.3        0.7        4.6       11.3        7.7
 
Number of Traders in Each Category                                    Total Traders:       109
        18          6         19         11          4          4         21         24         24          9          6         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,886
Positions
     2,131      5,123          0      2,577          0          0      2,410      2,149         37        150         77          0      1,581      1,500
 
Changes from:       March 29, 2011                                   Total Change is:      -793
        -8       -205          0         45          0          0       -836        936          0          0     -1,500          0          6        -24
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       57.7        0.0       29.0        0.0        0.0       27.1       24.2        0.4        1.7        0.9        0.0       17.8       16.9
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          4          0          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of April 5, 2011                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,417
Positions
       413     12,815          1      7,844          0          1      3,149        127          3          0        127         12      1,994        331
 
Changes from:       March 29, 2011                                   Total Change is:        45
        -1         48          1        -91          0          0        934         -5          0          0         23          0       -798        -22
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       95.5        0.0       58.5        0.0        0.0       23.5        0.9        0.0        0.0        0.9        0.1       14.9        2.5
 
Number of Traders in Each Category                                    Total Traders:        22
         .          .          .          9          0          .          8          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
 

Updated April 8, 2011