Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   143,409
Positions
    19,342     20,986      9,308     20,853     34,421        187     41,138     41,614      7,198      7,949         30      1,520     35,914     28,145
 
Changes from:       May 22, 2012                                     Total Change is:    -2,390
     5,256     -2,925      1,888        183        411          6     -9,526     -5,650      2,246        -56         20        322     -2,709      1,292
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       14.6        6.5       14.5       24.0        0.1       28.7       29.0        5.0        5.5        0.0        1.1       25.0       19.6
 
Number of Traders in Each Category                                    Total Traders:        81
         8          6          8          6          5          .         18         26         19         11          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    73,961
Positions
    32,650      6,405      1,030        912      1,463        242     25,555     33,155        571      5,018        427         76      7,908     30,593
 
Changes from:       May 22, 2012                                     Total Change is:       758
       190        127        607         99          4          0      1,751     -1,439        296       -449        -19          0     -1,736      1,183
 
Percent of Open Interest Represented by Each Category of Trader
      44.1        8.7        1.4        1.2        2.0        0.3       34.6       44.8        0.8        6.8        0.6        0.1       10.7       41.4
 
Number of Traders in Each Category                                    Total Traders:        45
         8          5          4          .          .          .          8         17          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   189,686
Positions
    26,876     85,804      5,181      9,697     35,788      7,256     81,461     24,020      3,433     27,727      3,057      1,170     26,886     23,977
 
Changes from:       May 22, 2012                                     Total Change is:    -1,241
     6,506     -7,075      1,949       -146       -893        406    -11,080      2,487        619      1,526       -507        949     -1,970        824
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       45.2        2.7        5.1       18.9        3.8       42.9       12.7        1.8       14.6        1.6        0.6       14.2       12.6
 
Number of Traders in Each Category                                    Total Traders:        93
        11          7         10          5         15          .         28         20         11          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   153,657
Positions
    33,135     48,431      5,608     62,797     10,214        912     18,488     38,355      4,206     10,120      3,157        584     17,807     42,190
 
Changes from:       May 22, 2012                                     Total Change is:    -1,461
    -1,664      4,402        223         97        136       -151      1,235     -4,068       -208       -503        391       -265       -225     -1,922
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       31.5        3.6       40.9        6.6        0.6       12.0       25.0        2.7        6.6        2.1        0.4       11.6       27.5
 
Number of Traders in Each Category                                    Total Traders:        90
         7         12          7          8          8          5         16         28         12          .          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   484,430
Positions
   185,971     16,896     18,780     27,218     44,003     15,313     75,702    227,928     51,339     55,986     13,127     11,599     42,521     85,445
 
Changes from:       May 22, 2012                                     Total Change is:    40,304
     6,369        749      4,872        160        646      2,708      6,508     12,058     12,272        423        850      3,246      3,746      2,905
 
Percent of Open Interest Represented by Each Category of Trader
      38.4        3.5        3.9        5.6        9.1        3.2       15.6       47.1       10.6       11.6        2.7        2.4        8.8       17.6
 
Number of Traders in Each Category                                    Total Traders:       209
        24         11         15         17         27         16         24         73         40         12         21         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   162,028
Positions
   108,674      8,064      5,523      1,824     46,133      1,156     12,489     56,213      8,027      3,078      1,854      2,955     18,301     32,102
 
Changes from:       May 22, 2012                                     Total Change is:     4,718
    22,051     -2,878        526        165        -96        -18    -15,613      3,363        979        520        386        192     -4,085      2,263
 
Percent of Open Interest Represented by Each Category of Trader
      67.1        5.0        3.4        1.1       28.5        0.7        7.7       34.7        5.0        1.9        1.1        1.8       11.3       19.8
 
Number of Traders in Each Category                                    Total Traders:        89
        16          .         10          .         11          4         14         35         16          5          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   109,024
Positions
    57,258     60,995     34,326      1,439          0          0      1,566      2,708      7,788      3,487          0      2,948        212        259
 
Changes from:       May 22, 2012                                     Total Change is:      -555
     1,340     -1,372        646       -261          0          0     -1,999        180          0       -100          0          0       -181         -9
 
Percent of Open Interest Represented by Each Category of Trader
      52.5       55.9       31.5        1.3        0.0        0.0        1.4        2.5        7.1        3.2        0.0        2.7        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        25
         7         11         12          .          0          0          .          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   187,458
Positions
    82,869     90,066     11,888     18,708      1,779      1,551     54,448     45,236     15,569      2,325     17,031          0        100      4,338
 
Changes from:       May 22, 2012                                     Total Change is:    -1,796
     3,175       -272      1,730     -5,227        731          0      2,882     -5,490     -1,542        278      5,819       -111     -2,981     -2,661
 
Percent of Open Interest Represented by Each Category of Trader
      44.2       48.0        6.3       10.0        0.9        0.8       29.0       24.1        8.3        1.2        9.1        0.0        0.1        2.3
 
Number of Traders in Each Category                                    Total Traders:       119
        11          9          .          7          4          .         22         46          8          8         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    21,041
Positions
    14,129      2,200      2,674        391        848         78      3,036        885        224        100     13,428          0        409        704
 
Changes from:       May 22, 2012                                     Total Change is:       499
      -498       -303      1,299          0        623       -106        -79       -829        108        -20         -5          0       -205       -288
 
Percent of Open Interest Represented by Each Category of Trader
      67.1       10.5       12.7        1.9        4.0        0.4       14.4        4.2        1.1        0.5       63.8        0.0        1.9        3.3
 
Number of Traders in Each Category                                    Total Traders:        22
         8          .          5          .          .          .          7          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    21,453
Positions
     9,065      5,387          1          0        298          0      6,781     11,611        157      3,769        722          0      1,680      3,277
 
Changes from:       May 22, 2012                                     Total Change is:        14
       692       -419          1       -211        168          0       -652         83        157        -30        114          0         57        -90
 
Percent of Open Interest Represented by Each Category of Trader
      42.3       25.1        0.0        0.0        1.4        0.0       31.6       54.1        0.7       17.6        3.4        0.0        7.8       15.3
 
Number of Traders in Each Category                                    Total Traders:        42
         9          .          .          0          .          0          6         16          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    70,301
Positions
    19,795     28,102     12,500      4,509      2,376        552     11,914      8,784      7,263      1,740        995      1,888     10,141      7,842
 
Changes from:       May 22, 2012                                     Total Change is:     1,584
     2,655       -445      1,950       -243       -808        150     -3,556      1,406     -1,046        412       -180         -9      1,272        566
 
Percent of Open Interest Represented by Each Category of Trader
      28.2       40.0       17.8        6.4        3.4        0.8       16.9       12.5       10.3        2.5        1.4        2.7       14.4       11.2
 
Number of Traders in Each Category                                    Total Traders:        94
        16         17          9          6          7          .         24         13         12          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #124601                                                    Open Interest is    17,526
Positions
    10,846      9,975          0      1,070          0          0      4,171      1,623         16          0      2,174          0      1,422      3,738
 
Changes from:       May 22, 2012                                     Total Change is:     1,263
     1,235      1,294          0         20          0          0         13       -989         -3          0          0         -0         -2        961
 
Percent of Open Interest Represented by Each Category of Trader
      61.9       56.9        0.0        6.1        0.0        0.0       23.8        9.3        0.1        0.0       12.4        0.0        8.1       21.3
 
Number of Traders in Each Category                                    Total Traders:        20
         5          6          0          .          0          0          4          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   105,550
Positions
    41,000     59,357      1,897      6,877      4,751      1,104     27,067     25,901      2,913      6,032        194      1,224     17,436      8,209
 
Changes from:       May 22, 2012                                     Total Change is:       643
     6,806        488        -64       -526     -1,616        299     -9,097      2,830       -128        823       -360        -17      2,547       -789
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       56.2        1.8        6.5        4.5        1.0       25.6       24.5        2.8        5.7        0.2        1.2       16.5        7.8
 
Number of Traders in Each Category                                    Total Traders:        91
        14         17          5          5          7          .         22         17         10          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,041,519
Positions
    60,594    141,867     65,090    359,824    182,515     49,776     78,602    195,668    184,181     28,407     31,181     34,733    180,312    156,508
 
Changes from:       May 22, 2012                                     Total Change is:     4,709
      -159     -9,249      5,622        854       -397        494      1,679      2,903       -594     -2,361      4,069       -847         21      2,707
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       13.6        6.2       34.5       17.5        4.8        7.5       18.8       17.7        2.7        3.0        3.3       17.3       15.0
 
Number of Traders in Each Category                                    Total Traders:       575
        37         51         44        119         65         67         76        133        104         42         51         41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   359,761
Positions
    31,083     57,143     13,520    108,347     30,798     10,428     28,750     53,977     65,644     10,709      7,738     15,604     75,676    104,909
 
Changes from:       May 22, 2012                                     Total Change is:    -2,231
      -618     -3,685        -43      2,978     -1,395        196     -1,061     -1,718         13       -544      1,029       -605     -2,546      3,977
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       15.9        3.8       30.1        8.6        2.9        8.0       15.0       18.2        3.0        2.2        4.3       21.0       29.2
 
Number of Traders in Each Category                                    Total Traders:       126
        13         10         11         29         10         18         21         27         40          9          6         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,408,792
Positions
   288,904    564,971    116,500  1,282,007    783,206    172,119    471,222    930,414    370,727    104,344    133,071     79,790    523,179    257,995
 
Changes from:       May 22, 2012                                     Total Change is:    34,698
    18,620    -11,500     12,004    -11,391      4,217      2,260      6,273     15,684      4,392     -9,491     14,792       -803     12,835     -6,347
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       16.6        3.4       37.6       23.0        5.0       13.8       27.3       10.9        3.1        3.9        2.3       15.3        7.6
 
Number of Traders in Each Category                                    Total Traders:       536
        39         47         38        105         62         57         77        123         93         36         47         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   103,873
Positions
    24,425     16,228        439     55,412     63,312      2,387      9,849     13,080        646      1,951      3,181          0      8,764      4,600
 
Changes from:       May 22, 2012                                     Total Change is:    -1,643
    -2,072        -62         64      1,617       -387        185        255      1,833     -1,917        254     -1,322          0        -29        -37
 
Percent of Open Interest Represented by Each Category of Trader
      23.5       15.6        0.4       53.3       61.0        2.3        9.5       12.6        0.6        1.9        3.1        0.0        8.4        4.4
 
Number of Traders in Each Category                                    Total Traders:        90
        13          7          .         31         11         10         10         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   100,176
Positions
     7,203     32,328     16,590     26,447      8,932      1,299     21,800     12,098     16,587      1,112      6,185        733      8,405      5,424
 
Changes from:       May 22, 2012                                     Total Change is:    -2,768
      -190     -3,931      2,056     -1,836         36       -191     -2,097       -265       -302       -130        -82        -28        -51        -61
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       32.3       16.6       26.4        8.9        1.3       21.8       12.1       16.6        1.1        6.2        0.7        8.4        5.4
 
Number of Traders in Each Category                                    Total Traders:       219
        19         30         17         32         21         10         49         43         23         10         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    22,808
Positions
    10,258     12,925        666      1,036          0          0      7,287      8,376          0        329          0          0      3,232        841
 
Changes from:       May 22, 2012                                     Total Change is:       352
       -96        246         10          0          0          0      1,129        123          0          0          0          0       -691        -27
 
Percent of Open Interest Represented by Each Category of Trader
      45.0       56.7        2.9        4.5        0.0        0.0       31.9       36.7        0.0        1.4        0.0        0.0       14.2        3.7
 
Number of Traders in Each Category                                    Total Traders:        26
        11          6          .          .          0          0          .          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   386,837
Positions
    61,751    174,039      2,594    127,056     44,661      6,494    146,982     93,028      8,519      5,558     32,568      2,019     25,863     22,914
 
Changes from:       May 22, 2012                                     Total Change is:   -15,600
     9,471    -10,947        291     -9,179        179       -953     -9,543      4,647     -8,098       -648       -410       -139      3,198       -170
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       45.0        0.7       32.8       11.5        1.7       38.0       24.0        2.2        1.4        8.4        0.5        6.7        5.9
 
Number of Traders in Each Category                                    Total Traders:       218
        19         30          9         32         21         10         48         44         19         10         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   444,079
Positions
   203,421     31,932     14,994    130,919    222,317     19,325     51,716    120,578      4,948      2,332     11,311      1,034     15,391     17,640
 
Changes from:       May 22, 2012                                     Total Change is:     1,819
     4,791      1,821        831        -84        841       -743     -3,789       -686        835       -103     -1,825        219       -138        526
 
Percent of Open Interest Represented by Each Category of Trader
      45.8        7.2        3.4       29.5       50.1        4.4       11.6       27.2        1.1        0.5        2.5        0.2        3.5        4.0
 
Number of Traders in Each Category                                    Total Traders:       243
        21         15          6         50         44         24         35         60         16          5         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    34,948
Positions
    12,492        435          0      9,044      1,244        182      3,594      3,251         67      1,880      7,138          0      7,689     22,631
 
Changes from:       May 22, 2012                                     Total Change is:      -147
       357          0          0        -20          0         68       -615       -965         67        146         58          0       -150        625
 
Percent of Open Interest Represented by Each Category of Trader
      35.7        1.2        0.0       25.9        3.6        0.5       10.3        9.3        0.2        5.4       20.4        0.0       22.0       64.8
 
Number of Traders in Each Category                                    Total Traders:        38
         7          .          0         10          .          .          7          .          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    71,235
Positions
    26,234      7,826      1,942      6,061      3,220        867      8,594      2,017      6,309      8,897        223          0     12,331     48,831
 
Changes from:       May 22, 2012                                     Total Change is:     2,615
     1,664         52       -177        136       -329         73       -215       -609       -490      1,163        223          0        461      3,872
 
Percent of Open Interest Represented by Each Category of Trader
      36.8       11.0        2.7        8.5        4.5        1.2       12.1        2.8        8.9       12.5        0.3        0.0       17.3       68.5
 
Number of Traders in Each Category                                    Total Traders:        53
        16         10          4          4          .          .         10          4          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    61,963
Positions
       222     15,488        886     45,018     26,692      3,810      7,603     12,447          5        244          0          0      4,175      2,635
 
Changes from:       May 22, 2012                                     Total Change is:       839
         0        479       -323      1,422       -154        214       -662        -34          0          0          0          0        188        657
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       25.0        1.4       72.7       43.1        6.1       12.3       20.1        0.0        0.4        0.0        0.0        6.7        4.3
 
Number of Traders in Each Category                                    Total Traders:        62
         .          5          .         20         21          8          8          6          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    97,257
Positions
    11,872     32,500      4,129     49,679      6,584      4,703     11,605     40,214         65      5,266      2,899        241      9,697      5,922
 
Changes from:       May 22, 2012                                     Total Change is:       411
    -1,320     -1,484      1,806        386        267        466       -946       -453          0       -641        162         18        642       -371
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       33.4        4.2       51.1        6.8        4.8       11.9       41.3        0.1        5.4        3.0        0.2       10.0        6.1
 
Number of Traders in Each Category                                    Total Traders:        90
         7         19          6         21         11          9         12         10          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   913,396
Positions
     6,906    189,788     65,582    296,631    150,421     77,410     92,846     78,274    120,040     23,506     34,054     25,516    204,961    172,313
 
Changes from:       May 22, 2012                                     Total Change is:     8,644
    -2,326     15,360     14,335      5,458     -4,078    -12,783      1,674      6,905     -5,436       -432      1,485     -5,914     14,067     -1,230
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       20.8        7.2       32.5       16.5        8.5       10.2        8.6       13.1        2.6        3.7        2.8       22.4       18.9
 
Number of Traders in Each Category                                    Total Traders:       161
         5         23         22         36         23         31         31         25         40          6         12          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   404,525
Positions
     2,478    136,053     16,555    235,217     10,425     29,539      7,613    100,718     16,226      9,189     20,523          0     87,708     74,486
 
Changes from:       May 22, 2012                                     Total Change is:    40,733
      -150     -6,653     13,711     -6,886     -1,966        356       -382      4,798     14,575        490      2,110          0     19,019     13,802
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       33.6        4.1       58.1        2.6        7.3        1.9       24.9        4.0        2.3        5.1        0.0       21.7       18.4
 
Number of Traders in Each Category                                    Total Traders:        62
         .          9          6         28          4         18          .         10          6          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   976,935
Positions
    89,282    145,539     18,678    190,602    119,205     62,742    233,758    427,067     46,596    194,768     41,982      9,092    131,417    106,033
 
Changes from:       May 22, 2012                                     Total Change is:   -44,372
    13,674     -9,274     -9,659    -35,614      4,648        597     -9,651      2,329    -29,439     21,257     -5,309       -636      5,100      2,372
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       14.9        1.9       19.5       12.2        6.4       23.9       43.7        4.8       19.9        4.3        0.9       13.5       10.9
 
Number of Traders in Each Category                                    Total Traders:       219
        17         21         19         40         27         40         43         36         35         18         17          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,462,823
Positions
    59,217    239,601    211,579    840,998    557,027    206,860    290,168    370,755    306,702    108,166    118,515     94,049    345,084    357,735
 
Changes from:       May 22, 2012                                     Total Change is:  -146,835
    -9,155     -3,230   -104,439     69,782    -15,189    -33,109    -31,500     61,042    -68,875      5,508      5,879    -11,943     36,895     23,027
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        9.7        8.6       34.1       22.6        8.4       11.8       15.1       12.5        4.4        4.8        3.8       14.0       14.5
 
Number of Traders in Each Category                                    Total Traders:       268
        13         40         45         24         55         47         53         50         65         11         22         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,360,364
Positions
    90,956    141,790     26,408    231,571    522,921    121,200    283,194    139,126     65,750    265,359     70,270     18,040    257,887    254,859
 
Changes from:       May 22, 2012                                     Total Change is:  -285,163
    13,605    -15,572    -74,685    -28,953     -3,567    -31,844    -27,559      3,000    -98,007        903    -10,122    -37,268     -1,354    -17,097
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       10.4        1.9       17.0       38.4        8.9       20.8       10.2        4.8       19.5        5.2        1.3       19.0       18.7
 
Number of Traders in Each Category                                    Total Traders:       190
        13         25         19         26         35         35         38         27         33         10         16          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   623,338
Positions
   195,354    129,964    208,923        885      7,752      4,065     39,840     57,184    130,748      2,070     15,307     16,581     24,871     52,813
 
Changes from:       May 22, 2012                                     Total Change is:      -196
    -7,084     -6,695      5,948        -80     -2,270       -128        764      6,390       -401      1,747        179       -214       -748     -3,004
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       20.8       33.5        0.1        1.2        0.7        6.4        9.2       21.0        0.3        2.5        2.7        4.0        8.5
 
Number of Traders in Each Category                                    Total Traders:        97
        26         23         44          .          .          .         16         17         27          .          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is13,700,836
Positions
 2,250,094  2,239,422  3,242,052    253,120     84,153    308,725    847,835    407,746  4,885,734    200,367    569,490    906,316    806,592  1,057,198
 
Changes from:       May 22, 2012                                     Total Change is:    -1,303
   -20,815     90,928    -46,199     -8,366    -25,728     16,494     46,175     22,414    -15,985      4,048    -54,733     38,747    -15,401    -27,240
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       16.3       23.7        1.8        0.6        2.3        6.2        3.0       35.7        1.5        4.2        6.6        5.9        7.7
 
Number of Traders in Each Category                                    Total Traders:       280
        37         50         86         10         15         22         54         71        109         14         21         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,429
Positions
     4,057        415          0        632        973          6      1,888      6,411        217      1,340        285          0        289        122
 
Changes from:       May 22, 2012                                     Total Change is:       -35
      -124        140          0          0          0          0        174       -100       -126         -5         70          0         46        -19
 
Percent of Open Interest Represented by Each Category of Trader
      48.1        4.9        0.0        7.5       11.5        0.1       22.4       76.1        2.6       15.9        3.4        0.0        3.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        30
         4          .          0          .          4          .          7          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     9,640
Positions
     5,997      3,940          0      1,147      1,920         45      2,098      3,333          7         40        366          0        306         29
 
Changes from:       May 22, 2012                                     Total Change is:       599
        34        -62          0          0        -55          0        502        750          7          0        -30          0         56        -11
 
Percent of Open Interest Represented by Each Category of Trader
      62.2       40.9        0.0       11.9       19.9        0.5       21.8       34.6        0.1        0.4        3.8        0.0        3.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        32
         .          5          0          .          5          .          8          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    77,603
Positions
    14,220     45,818         41      5,951          0        225     43,231     27,963      1,340      5,546        469         71      6,979      1,677
 
Changes from:       May 22, 2012                                     Total Change is:     2,403
       157      8,917         22         88        -63          0        597     -6,464        133        439       -242         53        915         48
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       59.0        0.1        7.7        0.0        0.3       55.7       36.0        1.7        7.1        0.6        0.1        9.0        2.2
 
Number of Traders in Each Category                                    Total Traders:       115
         8          .          .          8          0          .         54         14          5         23          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   272,588
Positions
   105,595     53,188     30,780     33,946      3,350      6,497     17,083     87,548     26,290      1,309     14,557     29,940     21,148     20,438
 
Changes from:       May 22, 2012                                     Total Change is:   -15,047
   -18,963     -8,789      4,165       -205       -446       -256      5,844    -10,471       -380       -467      4,605     -6,315      1,530      2,840
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       19.5       11.3       12.5        1.2        2.4        6.3       32.1        9.6        0.5        5.3       11.0        7.8        7.5
 
Number of Traders in Each Category                                    Total Traders:       128
        14         13         20         10          7         10         20         38         39          8         10         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 29, 2012                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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     8,007
Positions
     1,805        808        307      2,086        971          0      3,125      3,678        594          0      1,638          0         90         11
 
Changes from:       May 22, 2012                                     Total Change is:       858
       347          0          0       -398        -72          0        905        280          0          0        650          0          4          0
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       10.1        3.8       26.1       12.1        0.0       39.0       45.9        7.4        0.0       20.5        0.0        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        23
         .          .          .          5          .          0          5          4          .          0          .          0
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Updated June 1, 2012