Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   149,529
Positions
     8,006    100,706      5,088      9,194      7,004        235     57,895     13,612      3,853     10,009          0        410     54,841     18,622
 
Changes from:       April 5, 2011                                    Total Change is:    -2,637
       -61      5,324        370       -654        -29         -6        203     -2,421     -3,404        139         -1        -93        870     -2,376
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       67.3        3.4        6.1        4.7        0.2       38.7        9.1        2.6        6.7        0.0        0.3       36.7       12.5
 
Number of Traders in Each Category                                    Total Traders:        83
         6         11          6          .          4          .         35         11         12         13          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    63,772
Positions
     8,398     34,758      2,020        875      1,116         69     22,780     14,558        717          0          0          0     28,914     10,535
 
Changes from:       April 5, 2011                                    Total Change is:       607
      -609      4,026       -793          0          5          0        118     -2,958       -674          0          0          0      2,566      1,001
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       54.5        3.2        1.4        1.7        0.1       35.7       22.8        1.1        0.0        0.0        0.0       45.3       16.5
 
Number of Traders in Each Category                                    Total Traders:        41
         4          8          6          .          .          .         18          8          5          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   128,211
Positions
     3,590     53,385      4,256      5,649     20,934      1,289     65,210     19,463      2,610      2,391      5,110        448     42,768     20,716
 
Changes from:       April 5, 2011                                    Total Change is:     6,161
    -1,226      6,838       -748       -417     -2,032         -3        120      7,945     -2,208      1,783     -2,697        287      8,573     -1,221
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       41.6        3.3        4.4       16.3        1.0       50.9       15.2        2.0        1.9        4.0        0.3       33.4       16.2
 
Number of Traders in Each Category                                    Total Traders:       100
         6         16         10          .         13          5         34         20         13          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   148,192
Positions
    64,637      9,601      9,449     21,933      8,721        914     20,288     61,552      7,694        901      2,436        131     22,245     47,694
 
Changes from:       April 5, 2011                                    Total Change is:    -5,130
    13,336     -3,226     -3,281        744        -27       -373     -3,156     11,643     -7,042     -1,231     -5,450       -235     -3,894      2,860
 
Percent of Open Interest Represented by Each Category of Trader
      43.6        6.5        6.4       14.8        5.9        0.6       13.7       41.5        5.2        0.6        1.6        0.1       15.0       32.2
 
Number of Traders in Each Category                                    Total Traders:       105
        19          7         11          8          8          4         21         35         18          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   278,862
Positions
    38,874    110,232     11,809     29,756     22,832      2,708     78,292     36,989     18,119     23,052     13,796      5,670     70,583     56,708
 
Changes from:       April 5, 2011                                    Total Change is:    -5,645
     2,543      7,385     -4,324      1,051      3,451       -822      3,483        -82     -7,149      1,264     -1,505     -2,769      1,078        169
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       39.5        4.2       10.7        8.2        1.0       28.1       13.3        6.5        8.3        4.9        2.0       25.3       20.3
 
Number of Traders in Each Category                                    Total Traders:       189
        21         20         15         18         18         13         45         40         33         10         17         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   156,359
Positions
     7,045    117,165      3,558     10,095      3,877        134     92,007      8,145      2,147      3,297        502        232     37,843     20,599
 
Changes from:       April 5, 2011                                    Total Change is:      -178
     2,384      2,779       -605         19       -251          0     -2,351     -2,710     -1,794        303         -1        -30      1,897      2,435
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       74.9        2.3        6.5        2.5        0.1       58.8        5.2        1.4        2.1        0.3        0.1       24.2       13.2
 
Number of Traders in Each Category                                    Total Traders:        79
         4         13          7          6          5          .         33         10         10          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    83,845
Positions
    16,582     36,687     35,561          0          0          0     28,259     10,591        477      1,901          0          0      1,065        529
 
Changes from:       April 5, 2011                                    Total Change is:    -6,321
       997        598     -5,792          0          0          0       -697        236         -3        390          0          0     -1,216     -1,360
 
Percent of Open Interest Represented by Each Category of Trader
      19.8       43.8       42.4        0.0        0.0        0.0       33.7       12.6        0.6        2.3        0.0        0.0        1.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        25
         5         11         11          0          0          0          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   166,619
Positions
       877    133,842        203     17,011      1,443          0    130,977     25,588         80      9,214      3,347          0      8,257      2,116
 
Changes from:       April 5, 2011                                    Total Change is:     7,794
       386      6,511         -3      1,122        145          0      5,280       -177         -8      1,238        770          0       -221        556
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       80.3        0.1       10.2        0.9        0.0       78.6       15.4        0.0        5.5        2.0        0.0        5.0        1.3
 
Number of Traders in Each Category                                    Total Traders:       129
         5         17          .         10          .          0         63         12          .         15          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    37,396
Positions
    26,198     29,850          3      4,165          0          0      5,269        578          0        417      6,823          0      1,344        142
 
Changes from:       April 5, 2011                                    Total Change is:       -60
         0       -401          0        112          0          0       -190        346          0          7        -10          0         11          5
 
Percent of Open Interest Represented by Each Category of Trader
      70.1       79.8        0.0       11.1        0.0        0.0       14.1        1.5        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 - Options and Futures Combined Positions as of April 12, 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    21,143
Positions
     1,881     10,760         18        126        454          0     14,555      8,453          0      1,001          0          0      3,562      1,458
 
Changes from:       April 5, 2011                                    Total Change is:     4,946
      -816      4,201        -12        126        307          0      5,044        733         -3        338          0          0        269       -280
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       50.9        0.1        0.6        2.1        0.0       68.8       40.0        0.0        4.7        0.0        0.0       16.8        6.9
 
Number of Traders in Each Category                                    Total Traders:        47
         .         11          .          .          .          0         16         11          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    60,811
Positions
    20,175     36,149        987      2,919      1,353        533     26,959     11,975      1,167        546        509        502      7,022      7,637
 
Changes from:       April 5, 2011                                    Total Change is:       478
     1,086      2,067       -144       -295         56        143     -1,063        270         63        536     -1,301        -10        161       -666
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       59.4        1.6        4.8        2.2        0.9       44.3       19.7        1.9        0.9        0.8        0.8       11.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        95
        17         17          5          5          4          .         34         11          6          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   121,621
Positions
    40,350     72,298      1,974      5,838      2,705      1,066     53,918     23,949      2,335      1,092      1,017      1,005     14,045     15,273
 
Changes from:       April 5, 2011                                    Total Change is:       956
     2,173      4,134       -287       -589        111        286     -2,126        540        125      1,072     -2,602        -19        321     -1,331
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       59.4        1.6        4.8        2.2        0.9       44.3       19.7        1.9        0.9        0.8        0.8       11.5       12.6
 
Number of Traders in Each Category                                    Total Traders:        95
        17         17          5          5          4          .         34         11          6          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   978,236
Positions
    63,440    255,626     47,583    400,618    117,447     64,801     70,369    192,530    119,817     20,344     29,197     19,931    171,332    131,303
 
Changes from:       April 5, 2011                                    Total Change is:     9,886
    -1,026     -4,952      3,747      3,522       -892     -1,124     -5,657      4,682     10,420     -1,076     -1,899     -1,142      2,222      1,046
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       26.1        4.9       41.0       12.0        6.6        7.2       19.7       12.2        2.1        3.0        2.0       17.5       13.4
 
Number of Traders in Each Category                                    Total Traders:       581
        37         48         41        121         60         71         88        155        110         36         35         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   395,193
Positions
     8,877    158,250     15,163    139,629     34,060     13,151     20,845     34,533     60,868      6,577     14,481     11,928    118,156     52,760
 
Changes from:       April 5, 2011                                    Total Change is:     5,768
    -1,623     -4,671      2,761      1,140     -1,113        728      1,807      7,238      2,524     -2,138        294       -261        831     -1,731
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       40.0        3.8       35.3        8.6        3.3        5.3        8.7       15.4        1.7        3.7        3.0       29.9       13.4
 
Number of Traders in Each Category                                    Total Traders:       143
         5         22          9         31         13         15         23         32         46          7         10         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 2,915,212
Positions
   332,293    546,358    102,626  1,318,686    430,676    244,510    335,739    878,103    206,627     76,394     81,140     32,455    265,882    392,715
 
Changes from:       April 5, 2011                                    Total Change is:    20,585
     9,121      4,724     -1,199      4,301     -6,503     -1,655     -5,075     19,465      7,235      3,129    -13,141     -2,229      6,957     13,888
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       18.7        3.5       45.2       14.8        8.4       11.5       30.1        7.1        2.6        2.8        1.1        9.1       13.5
 
Number of Traders in Each Category                                    Total Traders:       526
        37         44         37        102         56         62         89        139         95         31         28         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   113,182
Positions
    22,630     52,473         40     52,961     32,058      9,512     17,327     16,488         62      1,218          0          0      9,432      2,549
 
Changes from:       April 5, 2011                                    Total Change is:       927
      -637     -1,716          0     -3,998       -331      3,868      1,855       -809         61       -295          0          0         73       -145
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       46.4        0.0       46.8       28.3        8.4       15.3       14.6        0.1        1.1        0.0        0.0        8.3        2.3
 
Number of Traders in Each Category                                    Total Traders:        98
         8         10          .         31         14         12         21         13          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    86,434
Positions
    13,399     40,880      4,507     15,801      8,870      2,724     25,827     11,421     11,769      2,585      1,882        561      9,261      3,820
 
Changes from:       April 5, 2011                                    Total Change is:    -5,183
     1,714     -3,826     -1,417     -1,167        521         19     -4,466     -1,007        115        184        216        312       -477       -116
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       47.3        5.2       18.3       10.3        3.2       29.9       13.2       13.6        3.0        2.2        0.6       10.7        4.4
 
Number of Traders in Each Category                                    Total Traders:       248
        20         34         10         33         19         15         62         51         30         17         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    17,602
Positions
     2,551     14,989          0      1,859          0          0      9,498        265         23          0      1,069        101      3,570      1,156
 
Changes from:       April 5, 2011                                    Total Change is:      -391
       201       -642         -1          0          0          0       -484       -451         16          0        683        101       -225        -97
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       85.2        0.0       10.6        0.0        0.0       54.0        1.5        0.1        0.0        6.1        0.6       20.3        6.6
 
Number of Traders in Each Category                                    Total Traders:        29
         7         10          0          .          0          0          6          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   344,158
Positions
    70,920    146,137      5,854     73,709     48,348      9,620    129,116    103,251     11,261     14,295      5,434        930     28,453     13,324
 
Changes from:       April 5, 2011                                    Total Change is:   -23,956
       376    -23,112        110     -5,835      2,607         97    -22,986     -5,856      3,566      2,286       -962       -312     -1,258        -93
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       42.5        1.7       21.4       14.0        2.8       37.5       30.0        3.3        4.2        1.6        0.3        8.3        3.9
 
Number of Traders in Each Category                                    Total Traders:       244
        19         32          6         32         19         14         59         55         27         17         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   373,213
Positions
   136,509     31,302     10,385    100,253    135,597     31,831     65,964    124,784      4,953      2,321     17,361        117     20,881     16,884
 
Changes from:       April 5, 2011                                    Total Change is:     3,682
     8,947     -4,114     -1,719    -11,060      1,439     10,801     -6,539     -2,845       -222        353        394         97      3,024       -149
 
Percent of Open Interest Represented by Each Category of Trader
      36.6        8.4        2.8       26.9       36.3        8.5       17.7       33.4        1.3        0.6        4.7        0.0        5.6        4.5
 
Number of Traders in Each Category                                    Total Traders:       270
        19         18          .         47         52         27         53         61         21          7         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    54,553
Positions
     9,348      4,269      6,115      6,407     11,841      2,010     22,318      7,415        539        476      5,236          0      7,340     17,128
 
Changes from:       April 5, 2011                                    Total Change is:    -2,630
       469       -352        -30     -1,663       -622        385     -1,812       -909          0         10         20          0         11     -1,122
 
Percent of Open Interest Represented by Each Category of Trader
      17.1        7.8       11.2       11.7       21.7        3.7       40.9       13.6        1.0        0.9        9.6        0.0       13.5       31.4
 
Number of Traders in Each Category                                    Total Traders:        71
        11         10          .          9          4          4         15         14          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    61,402
Positions
    27,741     17,019      7,980      7,021      5,202      1,045      8,512     17,264        110      1,310      3,141        343      7,340      9,298
 
Changes from:       April 5, 2011                                    Total Change is:    -2,817
     2,956     -3,072        -46       -523         30     -3,784     -1,806        356       -644        363        998       -275        942      3,620
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       27.7       13.0       11.4        8.5        1.7       13.9       28.1        0.2        2.1        5.1        0.6       12.0       15.1
 
Number of Traders in Each Category                                    Total Traders:        76
        17         15          4          8          .          .         14         12          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   :
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E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    32,887
Positions
       325      7,554      1,403     19,071     10,786      4,025      3,060      6,845          3        419          0          0      4,581      2,271
 
Changes from:       April 5, 2011                                    Total Change is:     1,247
        69        321        162        130       -271         44        682        587        -16          0          0          0        176        420
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       23.0        4.3       58.0       32.8       12.2        9.3       20.8        0.0        1.3        0.0        0.0       13.9        6.9
 
Number of Traders in Each Category                                    Total Traders:        47
         .          4          .         19         11          7          .          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    40,472
Positions
     6,865     16,885        992     13,307      4,592        910      9,757     13,479        536      1,371        270         34      6,700      2,774
 
Changes from:       April 5, 2011                                    Total Change is:     2,430
       939        822         20        224        354         35      1,377      1,595        -41       -163          0          0         39       -355
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       41.7        2.5       32.9       11.3        2.2       24.1       33.3        1.3        3.4        0.7        0.1       16.6        6.9
 
Number of Traders in Each Category                                    Total Traders:        68
         7          8          .         16          8          6         14         10          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   630,234
Positions
    18,241     41,623     31,396    275,363    144,480     62,148     15,090     81,332     43,735     19,075     44,405      4,873    160,312    176,242
 
Changes from:       April 5, 2011                                    Total Change is:   -23,682
    -1,841     -7,171      4,936    -13,889     -9,717       -161    -46,856    -17,869     12,334        -35     -8,229        881     20,948      1,313
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        6.6        5.0       43.7       22.9        9.9        2.4       12.9        6.9        3.0        7.0        0.8       25.4       28.0
 
Number of Traders in Each Category                                    Total Traders:       149
         7         15         13         44         23         36         13         34         28          5          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   327,301
Positions
         0    134,603      1,672    231,870      5,299     18,058      5,777    126,228        684      1,700          0          0     67,540     40,757
 
Changes from:       April 5, 2011                                    Total Change is:    -1,749
       -76     -1,275        269     -4,500        470     -1,327      2,842        802        -93          0          0          0      1,137       -594
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       41.1        0.5       70.8        1.6        5.5        1.8       38.6        0.2        0.5        0.0        0.0       20.6       12.5
 
Number of Traders in Each Category                                    Total Traders:        64
         0         12          4         31          .         15          .         16          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,103,354
Positions
    85,067     84,332     30,996    262,465    430,492     86,509    313,039    112,842     61,962    164,997    119,651     11,337     86,982    165,233
 
Changes from:       April 5, 2011                                    Total Change is:    46,205
   -28,583      5,331        885     -4,706     11,886     -1,455     47,975        -54     -8,850     52,619     37,948       -929    -10,751      1,443
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        7.6        2.8       23.8       39.0        7.8       28.4       10.2        5.6       15.0       10.8        1.0        7.9       15.0
 
Number of Traders in Each Category                                    Total Traders:       262
        21         35         23         34         58         38         40         42         37          8         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 2,022,882
Positions
   181,169    144,594    183,698    508,845    515,568    240,385    318,409    231,791    193,145     63,663     52,146     40,008    293,559    421,547
 
Changes from:       April 5, 2011                                    Total Change is:    29,424
    -9,214     22,569     10,986    -20,053    -15,470     16,991     36,972      3,044    -13,710      5,272      4,020     -5,837      8,018      6,832
 
Percent of Open Interest Represented by Each Category of Trader
       9.0        7.1        9.1       25.2       25.5       11.9       15.7       11.5        9.5        3.1        2.6        2.0       14.5       20.8
 
Number of Traders in Each Category                                    Total Traders:       281
        26         39         54         28         60         56         41         60         71         10         17         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 1,454,378
Positions
   109,754    112,077     59,601    277,418    530,106    141,154    468,103     99,871    112,251     73,110     85,727     12,469    200,519    301,123
 
Changes from:       April 5, 2011                                    Total Change is:    22,354
    -9,949      2,143      2,735    -34,611     26,639    -12,686     43,648    -14,808     19,264     11,520     13,693         78      2,356    -14,703
 
Percent of Open Interest Represented by Each Category of Trader
       7.5        7.7        4.1       19.1       36.4        9.7       32.2        6.9        7.7        5.0        5.9        0.9       13.8       20.7
 
Number of Traders in Each Category                                    Total Traders:       208
        20         17         25         26         43         43         36         41         44          7         18          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   983,838
Positions
   201,640    220,629    279,390     15,426      2,103      9,702     80,632     63,755    302,650      8,207      5,162     30,042     56,149     70,406
 
Changes from:       April 5, 2011                                    Total Change is:    26,755
    14,592      3,632      4,636       -473       -888        584     -8,692       -219     11,526       -668        -41      1,658      3,592      5,866
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       22.4       28.4        1.6        0.2        1.0        8.2        6.5       30.8        0.8        0.5        3.1        5.7        7.2
 
Number of Traders in Each Category                                    Total Traders:       134
        26         33         45          6          .          5         24         25         40          .          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2011                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is14,661,081
Positions
 1,230,017  3,492,441  3,209,956  2,888,543    615,104    280,147    975,402    553,761  4,353,361     60,515    309,141    698,418    964,723  1,148,754
 
Changes from:       April 5, 2011                                    Total Change is:   131,364
   132,691    193,238   -108,925    129,080     54,962    -81,701     46,877     44,278    -34,312      6,878     -2,042     -9,992     50,769     75,859
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       23.8       21.9       19.7        4.2        1.9        6.7        3.8       29.7        0.4        2.1        4.8        6.6        7.8
 
Number of Traders in Each Category                                    Total Traders:       300
        34         65         98         10         18         24         65         64        109         13         20         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    11,229
Positions
     4,348      5,315          0      1,438        748         23        482      4,080         26      4,800        756          0        112        281
 
Changes from:       April 5, 2011                                    Total Change is:         4
       205       -308          0        -24          1        -12       -168        200         19          0         82          0        -16         22
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       47.3        0.0       12.8        6.7        0.2        4.3       36.3        0.2       42.7        6.7        0.0        1.0        2.5
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          .          5          .          .         11          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    28,609
Positions
    24,986     14,240          0      1,983      1,989         64      1,415      6,309          0         40      5,416          0        121        591
 
Changes from:       April 5, 2011                                    Total Change is:       144
       234       -198          0          0       -247          5         69        225          0          0          0          0       -164        359
 
Percent of Open Interest Represented by Each Category of Trader
      87.3       49.8        0.0        6.9        7.0        0.2        4.9       22.1        0.0        0.1       18.9        0.0        0.4        2.1
 
Number of Traders in Each Category                                    Total Traders:        28
         .          4          0          .          5          .          .          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    50,870
Positions
    24,528      5,616         78         83      1,005        602     16,120     33,967      1,183      2,317      2,597        377      5,581      5,445
 
Changes from:       April 5, 2011                                    Total Change is:       -90
      -166        469        -39         10        240        -91        317     -1,864        -54        335      1,365         68       -470       -185
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       11.0        0.2        0.2        2.0        1.2       31.7       66.8        2.3        4.6        5.1        0.7       11.0       10.7
 
Number of Traders in Each Category                                    Total Traders:       134
         7          9          .          .          5          .         17         56          8         24         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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   188,987
Positions
    57,685     55,408     41,189     10,811      2,368      2,737     16,777     33,443     24,473      1,692      1,796     10,209     23,414     17,364
 
Changes from:       April 5, 2011                                    Total Change is:     7,699
      -549     -3,851      2,180      1,119        421        453        421      2,786       -126       -708        549      1,928      2,981      3,359
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       29.3       21.8        5.7        1.3        1.4        8.9       17.7       12.9        0.9        1.0        5.4       12.4        9.2
 
Number of Traders in Each Category                                    Total Traders:       113
        19          7         22         11          4          4         23         25         29          6          7         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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     8,424
Positions
       492      4,959          0      2,597          0          0      2,441      2,431         37        730         77          0      2,127        920
 
Changes from:       April 5, 2011                                    Total Change is:      -462
    -1,639       -164          0         20          0          0         31        282          0        580          0          0        546       -580
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       58.9        0.0       30.8        0.0        0.0       29.0       28.9        0.4        8.7        0.9        0.0       25.2       10.9
 
Number of Traders in Each Category                                    Total Traders:        21
         .          4          0          4          0          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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    13,840
Positions
       639     12,769         20      7,837          0          1      3,116        129        111          0        127         12      2,104        671
 
Changes from:       April 5, 2011                                    Total Change is:       423
       226        -46         19         -7          0          0        -33          2        108          0          0          0        110        340
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       92.3        0.1       56.6        0.0        0.0       22.5        0.9        0.8        0.0        0.9        0.1       15.2        4.8
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          .          9          0          .          8          .          .          0          .          .
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Updated April 15, 2011