Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   172,608
Positions
    89,409      6,813      3,888     18,190     19,606        406     14,295     94,343      9,457      7,583      2,085        582     28,797     35,427
 
Changes from:       April 23, 2013                                   Total Change is:   -10,512
    -3,072      2,347       -548       -264       -507       -490     -3,103     -8,020       -861     -2,227        769         45          9     -3,247
 
Percent of Open Interest Represented by Each Category of Trader
      51.8        3.9        2.3       10.5       11.4        0.2        8.3       54.7        5.5        4.4        1.2        0.3       16.7       20.5
 
Number of Traders in Each Category                                    Total Traders:        87
         8          7          9          6          4          4         18         30         15          9          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    53,608
Positions
    27,498     18,888        753          0      1,844          0      9,069     13,355      1,966      3,000      3,009          1     11,323     13,793
 
Changes from:       April 23, 2013                                   Total Change is:     1,131
     4,699     -4,701        187          0       -100          0     -4,563      3,887        -58      2,592        877          1     -1,727      1,038
 
Percent of Open Interest Represented by Each Category of Trader
      51.3       35.2        1.4        0.0        3.4        0.0       16.9       24.9        3.7        5.6        5.6        0.0       21.1       25.7
 
Number of Traders in Each Category                                    Total Traders:        42
         6          6          .          0          .          0         12         10          5          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   208,224
Positions
    88,744     12,004      4,636     17,439     29,920      1,143     32,089     88,283     15,291     25,838     16,763        540     22,504     39,644
 
Changes from:       April 23, 2013                                   Total Change is:    -8,781
   -10,659      4,310       -254     -1,242     -1,057        321     -1,270    -12,022      1,086     -2,154      5,088       -231      5,623     -6,021
 
Percent of Open Interest Represented by Each Category of Trader
      42.6        5.8        2.2        8.4       14.4        0.5       15.4       42.4        7.3       12.4        8.1        0.3       10.8       19.0
 
Number of Traders in Each Category                                    Total Traders:       109
         9          9          8          5         15          .         18         30         21          6         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   249,227
Positions
   104,538     25,929     10,394     18,959     14,069      2,080     39,812     80,345     31,978     10,524     11,348      9,431     21,510     63,653
 
Changes from:       April 23, 2013                                   Total Change is:   -12,637
    -3,860      2,899        118     -1,140       -607        217     -3,870     -9,482       -727        953         11     -3,477       -852     -1,590
 
Percent of Open Interest Represented by Each Category of Trader
      41.9       10.4        4.2        7.6        5.6        0.8       16.0       32.2       12.8        4.2        4.6        3.8        8.6       25.5
 
Number of Traders in Each Category                                    Total Traders:       147
         9         15          7          5         15          5         27         50         31          8         18         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   277,809
Positions
    56,393     19,002     13,068     28,756     48,640      9,473     47,472     68,679     35,133     30,820     18,138      5,277     51,417     60,400
 
Changes from:       April 23, 2013                                   Total Change is:       346
   -12,940      2,889     -1,200        126     -2,606       -274      9,036      4,543     -1,860      1,486        956     -1,413      7,385       -689
 
Percent of Open Interest Represented by Each Category of Trader
      20.3        6.8        4.7       10.4       17.5        3.4       17.1       24.7       12.6       11.1        6.5        1.9       18.5       21.7
 
Number of Traders in Each Category                                    Total Traders:       202
        19         17         13         15         20         15         32         46         44         17         36         25
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Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   176,202
Positions
    33,304     40,749      4,465      2,087     41,078      1,245     90,423     45,880     11,575      2,925      3,437      1,481     28,698     26,293
 
Changes from:       April 23, 2013                                   Total Change is:    -5,335
      -277      2,821     -1,598         29        482       -535     -2,431       -898         49       -516     -1,437       -178        122     -4,040
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       23.1        2.5        1.2       23.3        0.7       51.3       26.0        6.6        1.7        2.0        0.8       16.3       14.9
 
Number of Traders in Each Category                                    Total Traders:       113
        11         13          9          .          8          .         32         30         23          6         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    57,734
Positions
    22,349     27,675     19,397      2,248          0          0      4,384      2,600      4,275      1,312          0      3,334        435        453
 
Changes from:       April 23, 2013                                   Total Change is:       182
      -528        -58         37        110          0          0        429        456        -13        -17          0          0        164       -240
 
Percent of Open Interest Represented by Each Category of Trader
      38.7       47.9       33.6        3.9        0.0        0.0        7.6        4.5        7.4        2.3        0.0        5.8        0.8        0.8
 
Number of Traders in Each Category                                    Total Traders:        28
         7         11         11          .          0          0          5          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   170,953
Positions
     3,349    111,920        258      8,867        712          8    133,311     49,659      1,260     11,478      3,619        230     12,191      3,287
 
Changes from:       April 23, 2013                                   Total Change is:    -6,874
       -46     -3,374        225        913          0         -1     -2,877     -2,089         -8     -2,147        862        -10     -2,923     -2,479
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       65.5        0.2        5.2        0.4        0.0       78.0       29.0        0.7        6.7        2.1        0.1        7.1        1.9
 
Number of Traders in Each Category                                    Total Traders:       144
         7         12          .         11          .          .         74         11          8         20          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    44,186
Positions
    14,965     26,699        274      3,885      1,577          0      6,205      2,096        869     14,774     10,142      2,199      1,015        330
 
Changes from:       April 23, 2013                                   Total Change is:     2,796
      -182        112          0          0         25          0        637        181        356       -360          0      2,199        146        -77
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       60.4        0.6        8.8        3.6        0.0       14.0        4.7        2.0       33.4       23.0        5.0        2.3        0.7
 
Number of Traders in Each Category                                    Total Traders:        37
         5          8          .          .          .          0         11          5          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    46,571
Positions
     3,246     30,601        316        524        385          0     35,098     11,163        122      1,750      1,064          0      5,515      2,920
 
Changes from:       April 23, 2013                                   Total Change is:     1,444
       500      2,022        138          3        -48          0     -1,078       -383          8        966       -229          0        907        -64
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       65.7        0.7        1.1        0.8        0.0       75.4       24.0        0.3        3.8        2.3        0.0       11.8        6.3
 
Number of Traders in Each Category                                    Total Traders:        63
         5         10          .          .          .          0         22         16          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    63,257
Positions
     9,377     37,137        417      4,559        207        614     33,958     11,727        826      3,132      1,649      1,042      9,331      9,639
 
Changes from:       April 23, 2013                                   Total Change is:     1,564
      -160       -693         76        669        -92         -5        245      1,721        102        202       -252         23        412        683
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       58.7        0.7        7.2        0.3        1.0       53.7       18.5        1.3        5.0        2.6        1.6       14.8       15.2
 
Number of Traders in Each Category                                    Total Traders:       109
        16         19          5          6          .          .         38         11          7          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   126,514
Positions
    18,754     74,275        834      9,118        413      1,228     67,917     23,453      1,653      6,264      3,297      2,083     18,663     19,277
 
Changes from:       April 23, 2013                                   Total Change is:     3,129
      -319     -1,385        151      1,338       -183        -10        489      3,443        204        403       -504         47        824      1,365
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       58.7        0.7        7.2        0.3        1.0       53.7       18.5        1.3        5.0        2.6        1.6       14.8       15.2
 
Number of Traders in Each Category                                    Total Traders:       109
        16         19          5          6          .          .         38         11          7          8          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   975,221
Positions
    32,434    226,453     46,366    338,787    129,772     59,838    134,250    182,346    161,549     49,172     40,951     26,719    126,107    101,228
 
Changes from:       April 23, 2013                                   Total Change is:    22,126
      -609     12,575      3,055        563     -1,895     -1,743     14,157      3,522     11,108       -513       -750      1,018     -4,909     -4,763
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       23.2        4.8       34.7       13.3        6.1       13.8       18.7       16.6        5.0        4.2        2.7       12.9       10.4
 
Number of Traders in Each Category                                    Total Traders:       613
        28         46         36        121         54         65        102        128        111         59         74         59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   242,114
Positions
    18,454     68,119      2,614     58,519     29,001     10,778     14,835     16,213     48,339     13,128     11,708     10,065     65,382     45,277
 
Changes from:       April 23, 2013                                   Total Change is:     4,958
     2,021      4,610     -1,497     -2,147        360       -100     -2,684       -455      7,246       -859        322      1,184      1,795     -6,712
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       28.1        1.1       24.2       12.0        4.5        6.1        6.7       20.0        5.4        4.8        4.2       27.0       18.7
 
Number of Traders in Each Category                                    Total Traders:       112
         7         10          4         18          9         10         18         27         41         11         12         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,665,537
Positions
   174,303    896,069    114,359  1,423,966    526,481    222,674    670,747    904,339    492,374    186,718    152,709     76,773    303,622    279,758
 
Changes from:       April 23, 2013                                   Total Change is:    85,842
    -6,592     46,387     16,198      5,997    -18,829       -660     65,733      1,409     37,784      1,701     -5,391       -800    -33,520      9,744
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       24.4        3.1       38.8       14.4        6.1       18.3       24.7       13.4        5.1        4.2        2.1        8.3        7.6
 
Number of Traders in Each Category                                    Total Traders:       576
        29         44         34        113         51         60        100        120         99         52         66         49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   115,032
Positions
     5,025     53,062         60     59,773     46,933      2,229     33,596      6,821        339        998      2,208          0     13,012      3,379
 
Changes from:       April 23, 2013                                   Total Change is:     5,978
     2,261      7,629        -14      2,838     -1,629        301      1,203        688       -910        100         -7          0        198        -81
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       46.1        0.1       52.0       40.8        1.9       29.2        5.9        0.3        0.9        1.9        0.0       11.3        2.9
 
Number of Traders in Each Category                                    Total Traders:       102
         5         16          .         36         14         10         20          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    80,600
Positions
     3,083     55,862        943     31,597      5,213        737     33,300      7,770      1,279      2,608      2,314        692      6,363      5,790
 
Changes from:       April 23, 2013                                   Total Change is:     7,679
      -519      6,910        -24        245       -341       -499      7,696       -222       -226        405        -89       -234        836      2,404
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       69.3        1.2       39.2        6.5        0.9       41.3        9.6        1.6        3.2        2.9        0.9        7.9        7.2
 
Number of Traders in Each Category                                    Total Traders:       218
        16         24          4         28         17         10         70         28         16         18         16         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   403,000
Positions
    15,413    279,308      4,716    157,983     26,066      3,685    166,498     38,850      6,395     13,039     11,571      3,459     31,813     28,950
 
Changes from:       April 23, 2013                                   Total Change is:    38,394
    -2,596     34,549       -122      1,225     -1,704     -2,496     38,480     -1,108     -1,129      2,025       -444     -1,171      4,178     12,019
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       69.3        1.2       39.2        6.5        0.9       41.3        9.6        1.6        3.2        2.9        0.9        7.9        7.2
 
Number of Traders in Each Category                                    Total Traders:       218
        16         24          4         28         17         10         70         28         16         18         16         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   379,142
Positions
    84,791     46,036      7,979    131,509    151,413     23,580     93,459    117,975      7,578      7,706      7,942        865     21,675     15,774
 
Changes from:       April 23, 2013                                   Total Change is:     9,570
    -7,174      7,667      3,777      6,097     -3,969        609      6,290      2,359     -1,438        762        491         83        565         -8
 
Percent of Open Interest Represented by Each Category of Trader
      22.4       12.1        2.1       34.7       39.9        6.2       24.7       31.1        2.0        2.0        2.1        0.2        5.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       255
        24         11          5         56         36         22         56         38         14         16         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    76,760
Positions
     7,164     31,110        250     26,176          0          0     18,778     17,991        195     12,990      4,570          0     11,207     22,644
 
Changes from:       April 23, 2013                                   Total Change is:     1,426
      -828       -207        250        564          0        -37        -87      2,284        186      1,090        -50          0        288     -1,000
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       40.5        0.3       34.1        0.0        0.0       24.5       23.4        0.3       16.9        6.0        0.0       14.6       29.5
 
Number of Traders in Each Category                                    Total Traders:        68
         5         11          .         16          0          0         15          8          .         11          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    87,298
Positions
    30,384     17,708      1,409     11,437      2,364         73     31,780     11,644        439      3,220     10,279          0      8,556     43,382
 
Changes from:       April 23, 2013                                   Total Change is:       217
      -689     -1,342         -4     -3,104     -4,453         73      5,247      1,579         56       -327      6,266          0     -1,035     -1,958
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       20.3        1.6       13.1        2.7        0.1       36.4       13.3        0.5        3.7       11.8        0.0        9.8       49.7
 
Number of Traders in Each Category                                    Total Traders:        94
        24         14          5         11          .          .         21         12          4          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    85,875
Positions
    14,591     38,161      2,498     30,197     22,918      3,974     25,896     13,947      2,087        212          0          0      6,420      2,290
 
Changes from:       April 23, 2013                                   Total Change is:       529
      -977        325        182       -902       -302        -14        929       -114        260          0          0          0      1,051        192
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       44.4        2.9       35.2       26.7        4.6       30.2       16.2        2.4        0.2        0.0        0.0        7.5        2.7
 
Number of Traders in Each Category                                    Total Traders:        76
         4          6          .         26         21         11         13          5          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   200,714
Positions
     7,100     96,328      3,855    110,704     20,526      8,284     42,166     59,163      1,534     12,090      4,354        297     14,684      6,373
 
Changes from:       April 23, 2013                                   Total Change is:     1,584
       723       -171        156      2,732     -5,944        307     -1,289      7,779        224        -84       -341          0     -1,185       -426
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       48.0        1.9       55.2       10.2        4.1       21.0       29.5        0.8        6.0        2.2        0.1        7.3        3.2
 
Number of Traders in Each Category                                    Total Traders:       146
        13         18          5         44         19         21         21         12          8         14          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   827,042
Positions
    13,292    125,942     30,625    290,866    196,119     80,568    147,789     96,869     67,868     17,549     49,267      5,806    172,679    173,977
 
Changes from:       April 23, 2013                                   Total Change is:   -40,418
    -1,904        400    -15,568     -2,149      4,637     -6,165     21,653     14,320    -31,531        705      3,630     -3,013     -2,447     -7,129
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       15.2        3.7       35.2       23.7        9.7       17.9       11.7        8.2        2.1        6.0        0.7       20.9       21.0
 
Number of Traders in Each Category                                    Total Traders:       187
         5         23         19         35         34         37         36         33         42          6         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   397,611
Positions
    18,237    103,990      1,212    244,825     35,534     33,064     11,460    142,037      2,229      6,031     20,145          0     80,553     59,400
 
Changes from:       April 23, 2013                                   Total Change is:        73
        13     -3,514        117     -2,823    -12,210        823      2,464      5,799        -78       -539      8,014        -25        121      1,146
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       26.2        0.3       61.6        8.9        8.3        2.9       35.7        0.6        1.5        5.1        0.0       20.3       14.9
 
Number of Traders in Each Category                                    Total Traders:        69
         .         10          5         29          8         16          4          9          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,070,985
Positions
    54,098    128,133     46,756    207,242    171,168     54,331    293,042    355,851    138,921    114,409     61,936     28,120    134,066     85,770
 
Changes from:       April 23, 2013                                   Total Change is:    59,895
    -1,817      3,177     13,661     13,392    -23,827       -580      9,481     61,878      2,268     29,412      3,258        814     -6,737       -755
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       12.0        4.4       19.4       16.0        5.1       27.4       33.2       13.0       10.7        5.8        2.6       12.5        8.0
 
Number of Traders in Each Category                                    Total Traders:       212
        13         25         13         33         26         26         49         26         35         21         19          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    59,034
Positions
    20,590     27,781     10,345          0        400        668     22,199     14,738      4,064        276         17        863         29        158
 
Changes from:       April 23, 2013                                   Total Change is:     3,597
     1,843      3,326        221          0          0          0      3,204       -728        985         76          0          8     -2,740       -215
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       47.1       17.5        0.0        0.7        1.1       37.6       25.0        6.9        0.5        0.0        1.5        0.0        0.3
 
Number of Traders in Each Category                                    Total Traders:        43
         8         11         11          0          .          .          8         12         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,700,606
Positions
    89,557    246,377    244,867    459,950    799,511    280,501    842,813    235,646    308,620     70,409    134,783     60,042    343,847    390,260
 
Changes from:       April 23, 2013                                   Total Change is:  -211,129
   -13,421    -42,233    -31,726    -70,224    -10,260      2,529      6,996     10,382   -109,781     29,744     -2,209    -25,648        402     -2,183
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        9.1        9.1       17.0       29.6       10.4       31.2        8.7       11.4        2.6        5.0        2.2       12.7       14.5
 
Number of Traders in Each Category                                    Total Traders:       326
        20         42         53         22         70         55         72         55         80         10         35         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,149,505
Positions
   253,235    236,911    156,965    576,251    512,405    121,639    455,996    489,701    210,207     54,588    125,915     26,553    294,071    269,209
 
Changes from:       April 23, 2013                                   Total Change is:    62,357
    40,542      5,378     -2,739     49,053     30,809    -28,940     -9,198     53,178      4,190     -3,029      5,983     -6,369     18,846        866
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       11.0        7.3       26.8       23.8        5.7       21.2       22.8        9.8        2.5        5.9        1.2       13.7       12.5
 
Number of Traders in Each Category                                    Total Traders:       218
        12         29         23         27         39         32         51         36         43          7         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   373,655
Positions
   137,164    123,609    110,824          0      3,241      3,187     32,916     24,651     51,977      3,030      7,552     12,901     21,656     35,713
 
Changes from:       April 23, 2013                                   Total Change is:    10,250
     3,790      2,359      3,535          0          0          0     -2,403        514      3,599      2,619        694      1,963     -2,851     -2,413
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       33.1       29.7        0.0        0.9        0.9        8.8        6.6       13.9        0.8        2.0        3.5        5.8        9.6
 
Number of Traders in Each Category                                    Total Traders:        70
        20         20         28          0          .          .          7         13         15          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is12,754,967
Positions
 1,218,823  2,921,317  2,632,036  1,063,711    506,112    276,007  1,746,157    505,107  3,830,777    201,588    208,768    764,123  1,021,744  1,110,720
 
Changes from:       April 23, 2013                                   Total Change is:   161,371
    -4,090     53,409      9,883     46,268    -88,727       -169    -22,587     52,276     90,526     24,306     26,067      3,420     13,814     14,687
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       22.9       20.6        8.3        4.0        2.2       13.7        4.0       30.0        1.6        1.6        6.0        8.0        8.7
 
Number of Traders in Each Category                                    Total Traders:       278
        26         57         81         11         17         24         55         64         91         14         19         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,741
Positions
     7,967      1,861          0         55        748          0        434      4,244         37        128      1,716          0        120        135
 
Changes from:       April 23, 2013                                   Total Change is:        21
       -13       -425          0          3          0          0         30        448          0          0          0          0          1         -2
 
Percent of Open Interest Represented by Each Category of Trader
      91.1       21.3        0.0        0.6        8.6        0.0        5.0       48.6        0.4        1.5       19.6        0.0        1.4        1.5
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          .          .          0          4          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    18,546
Positions
    11,700      1,937         50      1,532      4,252         37      4,731     10,289          0        465      1,823          0         31        158
 
Changes from:       April 23, 2013                                   Total Change is:       173
      -842         10          0        488         50        -28        541        116          0          0          0          0         14         25
 
Percent of Open Interest Represented by Each Category of Trader
      63.1       10.4        0.3        8.3       22.9        0.2       25.5       55.5        0.0        2.5        9.8        0.0        0.2        0.9
 
Number of Traders in Each Category                                    Total Traders:        27
         4          5          .          .          .          .          .          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    12,291
Positions
     9,946      1,615        104      1,127      3,005          0        598      5,473        502          0      1,204          0         14        388
 
Changes from:       April 23, 2013                                   Total Change is:      -383
      -268        -44         86        -47          0          0       -157       -427          2          0          0          0          1          0
 
Percent of Open Interest Represented by Each Category of Trader
      80.9       13.1        0.8        9.2       24.4        0.0        4.9       44.5        4.1        0.0        9.8        0.0        0.1        3.2
 
Number of Traders in Each Category                                    Total Traders:        20
         4          4          .          .          .          0          .          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     3,495
Positions
     2,732      1,055          0          0        722         36        616      1,304          0          0        318          0        111         60
 
Changes from:       April 23, 2013                                   Total Change is:      -208
       -53         14         -2        -93        -96          0        -44       -135          0          0          0          0        -16         11
 
Percent of Open Interest Represented by Each Category of Trader
      78.2       30.2        0.0        0.0       20.7        1.0       17.6       37.3        0.0        0.0        9.1        0.0        3.2        1.7
 
Number of Traders in Each Category                                    Total Traders:        20
         5          .          0          0          .          .          4          4          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    71,236
Positions
     9,022     29,707      1,293      7,065        243         66     35,751     36,055        984      8,172      1,057        164      8,719      1,667
 
Changes from:       April 23, 2013                                   Total Change is:    -7,414
        80       -261         95        377         25         -3     -4,473     -7,414       -132     -2,104        387        133     -1,387       -243
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       41.7        1.8        9.9        0.3        0.1       50.2       50.6        1.4       11.5        1.5        0.2       12.2        2.3
 
Number of Traders in Each Category                                    Total Traders:       123
         7          .          .         11          .          .         40         18          8         36          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   388,083
Positions
   104,425     40,838     35,314     54,136     16,172     15,216     41,047    136,501     55,890      7,269      9,202     50,189     24,597     28,761
 
Changes from:       April 23, 2013                                   Total Change is:     6,492
       343     -2,994     -1,193      6,489     -1,848       -547     -4,471      6,181     14,214      1,512        898    -10,495        640      2,276
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       10.5        9.1       13.9        4.2        3.9       10.6       35.2       14.4        1.9        2.4       12.9        6.3        7.4
 
Number of Traders in Each Category                                    Total Traders:       165
        21         10         25          5         11         10         27         46         50         21         13         24
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Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2013                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    10,102
Positions
       225      3,115          0      2,333        289         94      5,792      5,694        908        613          0          0        137          2
 
Changes from:       April 23, 2013                                   Total Change is:      -382
       -83         22          0         60         -2        -43       -318       -336          0          0          0          0          2        -23
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       30.8        0.0       23.1        2.9        0.9       57.3       56.4        9.0        6.1        0.0        0.0        1.4        0.0
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          6          .          .          5          4          .          .          0          0
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Updated May 3, 2013