```
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   117,899
Positions
     2,337     68,040      1,526     10,429      6,958        132     46,667      6,275      2,227      7,860     19,000         32     46,689     13,709
 
Changes from:       January 18, 2011                                 Total Change is:   -10,286
       180     -9,892        982        -84       -314         -8    -11,755        427        603       -199       -400          0         -5     -1,684
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       57.7        1.3        8.8        5.9        0.1       39.6        5.3        1.9        6.7       16.1        0.0       39.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        84
         .         17          .          4          4          .         34         11          6         10          .          .
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    40,470
Positions
     1,079     17,081        253      1,494      1,116         77     17,750      6,414         21          0      5,000          0     19,796     10,508
 
Changes from:       January 18, 2011                                 Total Change is:    -1,369
       537     -1,435         75          0       -483          0     -2,036     -1,373         18          0          0          0         37      1,829
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       42.2        0.6        3.7        2.8        0.2       43.9       15.8        0.1        0.0       12.4        0.0       48.9       26.0
 
Number of Traders in Each Category                                    Total Traders:        38
         .         12          .          .          .          .         12          7          .          0          .          0
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is    96,648
Positions
    10,726     24,408      3,749      7,501     18,513      1,225     43,366     18,392        183        437      8,229          0     29,461     21,949
 
Changes from:       January 18, 2011                                 Total Change is:     6,018
    -6,158      5,859      1,526        412     -2,210        -13      6,906        196         94        437          1          0      2,814        565
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       25.3        3.9        7.8       19.2        1.3       44.9       19.0        0.2        0.5        8.5        0.0       30.5       22.7
 
Number of Traders in Each Category                                    Total Traders:        81
         7         12          .          4         13          5         26         13         10          .          5          0
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   116,661
Positions
     7,222     54,620      1,310     31,537      5,406        914     44,866     18,633        631      4,900      5,061          0     25,281     30,086
 
Changes from:       January 18, 2011                                 Total Change is:     6,256
       -31      7,390        235     -1,958        343        -25      6,409     -1,229        312      1,000        233          0        314     -1,003
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       46.8        1.1       27.0        4.6        0.8       38.5       16.0        0.5        4.2        4.3        0.0       21.7       25.8
 
Number of Traders in Each Category                                    Total Traders:       105
         6         20          .         11          5          .         25         26         13          .          9          0
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   199,706
Positions
    34,214     57,437      3,288     21,592     19,529      3,087     52,229     46,485      1,381     21,592     11,363        185     62,138     56,951
 
Changes from:       January 18, 2011                                 Total Change is:    10,773
    -5,574     23,231        123        146     -2,462        -25      7,666    -15,119        227        720      1,390       -465      7,955      3,873
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       28.8        1.6       10.8        9.8        1.5       26.2       23.3        0.7       10.8        5.7        0.1       31.1       28.5
 
Number of Traders in Each Category                                    Total Traders:       158
        17         22          8         14         15         10         37         34         14         10          9          .
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   113,570
Positions
    10,124     81,147      1,171     10,765      3,486        154     59,423      9,029         20      1,415      4,742          0     30,498     13,821
 
Changes from:       January 18, 2011                                 Total Change is:      -744
     1,520     -4,179         63        625         39          0     -1,027      2,525         20        483        -10          0     -2,428        798
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       71.5        1.0        9.5        3.1        0.1       52.3        8.0        0.0        1.2        4.2        0.0       26.9       12.2
 
Number of Traders in Each Category                                    Total Traders:        71
         6         13          4          5          4          .         27         10          .          .          4          0
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   142,786
Positions
     1,335    111,485         51     17,269          0          0    110,480     14,998        152      5,263     14,518          0      8,236      1,582
 
Changes from:       January 18, 2011                                 Total Change is:     7,544
       -43      6,877          0        514       -310          0      7,187      1,249         62        123        -36          0       -299       -298
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       78.1        0.0       12.1        0.0        0.0       77.4       10.5        0.1        3.7       10.2        0.0        5.8        1.1
 
Number of Traders in Each Category                                    Total Traders:       119
         5         16          .          9          0          0         63         10          .         11          5          0
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    26,199
Positions
     4,459     13,891         38        163          0          0     16,773      6,863          0        818      4,267          0      3,948      1,140
 
Changes from:       January 18, 2011                                 Total Change is:    -1,437
     1,093     -1,382        -10       -748          0          0     -2,207        198          0        138       -388          0        297        145
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       53.0        0.1        0.6        0.0        0.0       64.0       26.2        0.0        3.1       16.3        0.0       15.1        4.4
 
Number of Traders in Each Category                                    Total Traders:        44
         5          7          .          .          0          0         17          9          0          .          .          0
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    49,782
Positions
    16,085     25,209        976      3,304      3,450        631     21,129     12,331        252        234      1,697          0      7,173      5,237
 
Changes from:       January 18, 2011                                 Total Change is:     4,363
     1,096        896        182       -279        -12        158      3,090      2,294        226       -120        278          0         11        342
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       50.6        2.0        6.6        6.9        1.3       42.4       24.8        0.5        0.5        3.4        0.0       14.4       10.5
 
Number of Traders in Each Category                                    Total Traders:        99
        16         20          .          5          5          .         30         18          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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 INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    99,563
Positions
    32,169     50,418      1,951      6,608      6,900      1,261     42,258     24,661        504        467      3,394          0     14,345     10,474
 
Changes from:       January 18, 2011                                 Total Change is:     8,726
     2,192      1,792        364       -558        -23        315      6,179      4,588        452       -240        555          0         22        683
 
Percent of Open Interest Represented by Each Category of Trader
      32.3       50.6        2.0        6.6        6.9        1.3       42.4       24.8        0.5        0.5        3.4        0.0       14.4       10.5
 
Number of Traders in Each Category                                    Total Traders:        99
        16         20          .          5          5          .         30         18          .          .          .          0
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   837,948
Positions
    52,511    306,324     42,289    423,778    124,854     55,919     89,207    163,207     22,328     21,054     31,417      1,669    129,194     89,942
 
Changes from:       January 18, 2011                                 Total Change is:    27,266
    -1,899      1,690      7,252      8,851      3,014        401      4,859      6,078      2,127        480      5,389         40      5,155      1,275
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       36.6        5.0       50.6       14.9        6.7       10.6       19.5        2.7        2.5        3.7        0.2       15.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       526
        32         52         23        117         60         59         85        129         69         27         24          9
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   308,010
Positions
    22,789    165,407      8,500    149,269     35,825      5,913     23,405     39,319      3,659      7,824     10,432          0     86,651     38,955
 
Changes from:       January 18, 2011                                 Total Change is:    12,422
     3,336      4,546        689     -1,031       -430       -272      4,393      6,293        200         47        373          0      5,060      1,023
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       53.7        2.8       48.5       11.6        1.9        7.6       12.8        1.2        2.5        3.4        0.0       28.1       12.6
 
Number of Traders in Each Category                                    Total Traders:       123
         9         21          6         30         13          9         17         26         10          4          .          0
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,649,692
Positions
   205,988    761,966    111,567  1,384,827    457,426    237,745    391,276    681,706     31,080     71,945    110,718      2,551    212,713    254,933
 
Changes from:       January 18, 2011                                 Total Change is:    74,221
    -1,769     10,125      8,407     48,953     16,761      3,823     23,374     19,969    -11,407      1,902     24,817        465        473      1,261
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       28.8        4.2       52.3       17.3        9.0       14.8       25.7        1.2        2.7        4.2        0.1        8.0        9.6
 
Number of Traders in Each Category                                    Total Traders:       492
        36         47         17         98         55         53         87        122         48         24         23          8
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    97,525
Positions
    18,915     32,792      1,112     48,978     32,193      5,384     10,470     21,964        822      1,384          0          0     10,460      3,258
 
Changes from:       January 18, 2011                                 Total Change is:     1,678
      -332      3,038        121        616        -48        143      1,598     -1,534         52         51          0          0       -571        -94
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       33.6        1.1       50.2       33.0        5.5       10.7       22.5        0.8        1.4        0.0        0.0       10.7        3.3
 
Number of Traders in Each Category                                    Total Traders:        91
         4         13          .         33         13         12         13         13          .          .          0          0
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
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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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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    93,513
Positions
     8,363     55,516      3,712     26,411      8,648      2,753     32,032      8,358      7,712      2,149      1,221        306     10,076      5,287
 
Changes from:       January 18, 2011                                 Total Change is:     4,551
       687      2,217        718     -1,875      1,058        671      2,704     -1,527      1,929       -693        -92        -41        452       -382
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       59.4        4.0       28.2        9.2        2.9       34.3        8.9        8.2        2.3        1.3        0.3       10.8        5.7
 
Number of Traders in Each Category                                    Total Traders:       255
        19         34          7         40         18         14         77         43         10         15          9          .
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    16,843
Positions
     2,853     13,275        600      2,315          0          0      6,959          0        200          0        244        256      3,660      2,268
 
Changes from:       January 18, 2011                                 Total Change is:     3,080
       257      1,454        599        125          0          0      1,643          0        200       -246        244        256        246        327
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       78.8        3.6       13.7        0.0        0.0       41.3        0.0        1.2        0.0        1.4        1.5       21.7       13.5
 
Number of Traders in Each Category                                    Total Traders:        20
         4          8          .          .          0          0          4          0          .          0          .          .
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   383,350
Positions
    33,283    216,942      9,824    120,478     43,240     13,764    160,158     76,584      2,765     10,747      4,887        250     32,081     15,094
 
Changes from:       January 18, 2011                                 Total Change is:     7,354
     1,492      3,159      1,253    -10,002      5,288      3,353     13,518        581        429     -3,466     -2,910       -254      1,031     -3,545
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       56.6        2.6       31.4       11.3        3.6       41.8       20.0        0.7        2.8        1.3        0.1        8.4        3.9
 
Number of Traders in Each Category                                    Total Traders:       252
        19         32          4         39         18         14         77         43          6         15          9          .
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   330,690
Positions
    94,888     48,331     18,570    122,458    113,778     21,049     45,760    100,083      4,232      2,201      8,053        898     20,634     15,696
 
Changes from:       January 18, 2011                                 Total Change is:     7,559
     4,900        490        944     -1,070      1,973      1,116       -989      7,454         98        886     -3,908        898        776     -1,506
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       14.6        5.6       37.0       34.4        6.4       13.8       30.3        1.3        0.7        2.4        0.3        6.2        4.7
 
Number of Traders in Each Category                                    Total Traders:       241
        14         23          5         52         43         19         36         57         13          7          8          .
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Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    40,787
Positions
     8,978      4,223        290     11,801        200         12      4,911     13,459          0      1,847      1,660          0     12,948     20,943
 
Changes from:       January 18, 2011                                 Total Change is:    -1,252
    -1,243       -736        -22       -918          0          0      1,269     -2,143          0       -873        190          0        535      1,459
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       10.4        0.7       28.9        0.5        0.0       12.0       33.0        0.0        4.5        4.1        0.0       31.7       51.3
 
Number of Traders in Each Category                                    Total Traders:        58
        15          4          .         10          .          .         11         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    57,713
Positions
    18,388     14,557      1,903     10,983      6,574        655      9,024      4,105        537      1,809      4,255          0     14,414     25,127
 
Changes from:       January 18, 2011                                 Total Change is:     1,177
     4,977        873         -5        237        -17          0     -2,893        301        296        250         60          0     -1,685       -331
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       25.2        3.3       19.0       11.4        1.1       15.6        7.1        0.9        3.1        7.4        0.0       25.0       43.5
 
Number of Traders in Each Category                                    Total Traders:        58
        16          9          .          7          .          .         10          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE   (MSCI EAFE INDEX X $50)                            
CFTC Code #244741                                                    Open Interest is    28,139
Positions
         0      3,740        200     14,914     12,353      3,889      4,350      5,525          0      1,003          0          0      3,783      2,432
 
Changes from:       January 18, 2011                                 Total Change is:       742
         0       -171         17        661      1,413       -108         89       -323          0          0          0          0         83        -86
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       13.3        0.7       53.0       43.9       13.8       15.5       19.6        0.0        3.6        0.0        0.0       13.4        8.6
 
Number of Traders in Each Category                                    Total Traders:        42
         0          4          .         15         13          8          5          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE   (MSCI INDEX X $50)                     
CFTC Code #244742                                                    Open Interest is    38,225
Positions
     4,861     16,253        239     14,480      6,238      1,036      6,312     12,837         38      3,253          0          0      8,006      1,584
 
Changes from:       January 18, 2011                                 Total Change is:       138
       583        443         15       -190        672        -73       -449       -914          0         68          0          0        184         -5
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       42.5        0.6       37.9       16.3        2.7       16.5       33.6        0.1        8.5        0.0        0.0       20.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        53
         .          6          .         12          9          6         10          6          .          7          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   567,906
Positions
    20,970     92,797      2,779    297,801    155,163     49,863     37,763     95,524      5,238     21,281     24,931          0    132,211    141,611
 
Changes from:       January 18, 2011                                 Total Change is:     7,916
    -2,764      9,611     -2,146      6,152     -4,530        252       -128     15,952     -2,556        455     -2,573        -40      8,691     -6,054
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       16.3        0.5       52.4       27.3        8.8        6.6       16.8        0.9        3.7        4.4        0.0       23.3       24.9
 
Number of Traders in Each Category                                    Total Traders:       145
         8         16          5         40         23         31         18         32         12          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   302,284
Positions
         0    113,582        778    222,072      3,198     15,767          0    118,726          1          0      1,776          0     63,666     48,456
 
Changes from:       January 18, 2011                                 Total Change is:    -3,008
      -563        666       -816     -2,160     -4,235        245          0     -2,874          1          0       -217          0        285      4,222
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.6        0.3       73.5        1.1        5.2        0.0       39.3        0.0        0.0        0.6        0.0       21.1       16.0
 
Number of Traders in Each Category                                    Total Traders:        54
         0         10          .         27          .         14          0         14          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   743,230
Positions
    51,626    129,437      7,282    313,678    235,367     86,943    117,066     75,944     12,888     45,164     61,872      5,646    102,937    127,851
 
Changes from:       January 18, 2011                                 Total Change is:    22,578
    17,943     19,129         88      4,929     10,279     -5,613       -213    -10,273      3,370     -2,280      3,646      3,535        819     -1,583
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       17.4        1.0       42.2       31.7       11.7       15.8       10.2        1.7        6.1        8.3        0.8       13.8       17.2
 
Number of Traders in Each Category                                    Total Traders:       193
        13         26          9         32         43         35         28         28         17          8         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,370,848
Positions
   110,717    157,016     35,108    515,568    393,756    212,010    153,171    173,460     28,908     33,700     29,093     16,994    264,672    324,503
 
Changes from:       January 18, 2011                                 Total Change is:    44,149
    -7,188     33,475      5,738     20,975     25,827     12,044      4,574    -48,912      4,070     -4,724      5,803      2,570      6,090      3,534
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       11.5        2.6       37.6       28.7       15.5       11.2       12.7        2.1        2.5        2.1        1.2       19.3       23.7
 
Number of Traders in Each Category                                    Total Traders:       238
        27         28         15         32         51         42         39         44         31          7         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,132,961
Positions
    60,273    136,354     12,337    222,771    459,139    143,800    415,404     61,829     17,316     78,280     55,805         11    182,769    246,370
 
Changes from:       January 18, 2011                                 Total Change is:    34,813
   -10,675      7,973      1,942     19,449     -6,125      1,486      9,902     17,141       -342      2,783      5,526          9     10,259      7,203
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       12.0        1.1       19.7       40.5       12.7       36.7        5.5        1.5        6.9        4.9        0.0       16.1       21.7
 
Number of Traders in Each Category                                    Total Traders:       184
        13         20         10         23         43         36         41         24         16          9         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   582,416
Positions
   117,992    202,742    244,446      3,060      1,193      4,525    103,896     17,553     51,254     21,091     10,444      5,100     31,052     45,159
 
Changes from:       January 18, 2011                                 Total Change is:    20,029
     3,699      7,302     13,271       -338        133      2,824      5,531      2,300     -6,127        425      1,210         50        694       -934
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       34.8       42.0        0.5        0.2        0.8       17.8        3.0        8.8        3.6        1.8        0.9        5.3        7.8
 
Number of Traders in Each Category                                    Total Traders:       104
        21         32         40          .          .          .         21         13         28          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 7,933,028
Positions
 1,710,718  2,902,087  1,493,566  1,705,687    426,634    169,576    816,810    603,602  1,012,387     73,517    306,290    125,732    825,035    893,154
 
Changes from:       January 18, 2011                                 Total Change is:   261,082
   -60,198    119,628     22,285    178,427     22,721     26,344     20,065     63,032     20,228     -7,260    -37,015     -2,349     63,540     26,208
 
Percent of Open Interest Represented by Each Category of Trader
      21.6       36.6       18.8       21.5        5.4        2.1       10.3        7.6       12.8        0.9        3.9        1.6       10.4       11.3
 
Number of Traders in Each Category                                    Total Traders:       254
        34         52         80          9          9         12         53         59         81          9         18         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is    15,296
Positions
     6,343      6,524        987      1,451      1,125         59      1,580      5,888         17      4,800        477          0         59        219
 
Changes from:       January 18, 2011                                 Total Change is:       651
       519        570         41         68          1        -83        132        133          0          0         -5          0        -26         -6
 
Percent of Open Interest Represented by Each Category of Trader
      41.5       42.7        6.5        9.5        7.4        0.4       10.3       38.5        0.1       31.4        3.1        0.0        0.4        1.4
 
Number of Traders in Each Category                                    Total Traders:        32
         5          .          .          .          5          .          .         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    50,580
Positions
    37,507     23,619      7,572      1,947      2,377        127      3,184     10,883          0          0      5,512          0        243        490
 
Changes from:       January 18, 2011                                 Total Change is:     2,317
       458       -145      2,218          0        328         -3        -29        -94          0          0        -56          0       -327         69
 
Percent of Open Interest Represented by Each Category of Trader
      74.2       46.7       15.0        3.8        4.7        0.3        6.3       21.5        0.0        0.0       10.9        0.0        0.5        1.0
 
Number of Traders in Each Category                                    Total Traders:        33
         4          5          .          .          5          .          5          9          0          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    39,190
Positions
    11,019      9,368        102        460        240        816     17,335     22,521        593      3,011      1,011          1      5,853      4,538
 
Changes from:       January 18, 2011                                 Total Change is:     6,176
       301     -3,410        102       -357          3         97      4,781      8,541        -67        764        -21          1        554        930
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       23.9        0.3        1.2        0.6        2.1       44.2       57.5        1.5        7.7        2.6        0.0       14.9       11.6
 
Number of Traders in Each Category                                    Total Traders:        96
         6          4          .          4          .          .         22         37          .         16          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   151,215
Positions
    67,771     43,885     21,013      3,208        986      4,386      4,318     30,968     28,078      2,357      5,273      4,774     15,310     11,852
 
Changes from:       January 18, 2011                                 Total Change is:   -22,791
    -1,350      9,529    -18,511          0       -315        403     -1,868    -12,897      4,569        132         60        466     -6,632     -6,095
 
Percent of Open Interest Represented by Each Category of Trader
      44.8       29.0       13.9        2.1        0.7        2.9        2.9       20.5       18.6        1.6        3.5        3.2       10.1        7.8
 
Number of Traders in Each Category                                    Total Traders:       102
         9         12         15          4          5          5         18         29         32          5          7         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     5,126
Positions
       970      3,445          0      2,464          0          0        713      1,463         37        891        148          0         51         33
 
Changes from:       January 18, 2011                                 Total Change is:        34
         0         35          0         64          0          0          0        -15          0          0          0          0        -30         14
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       67.2        0.0       48.1        0.0        0.0       13.9       28.5        0.7       17.4        2.9        0.0        1.0        0.6
 
Number of Traders in Each Category                                    Total Traders:        20
         .          .          0          4          0          0          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of January 25, 2011                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    14,593
Positions
       448     13,671         18      9,753          0          5      1,811        132         50          0        125         14      2,494        578
 
Changes from:       January 18, 2011                                 Total Change is:    -1,476
         6       -894        -10       -814          0          0        -65       -209       -204          0          0          0       -389       -159
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       93.7        0.1       66.8        0.0        0.0       12.4        0.9        0.3        0.0        0.9        0.1       17.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        21
         .          .          .          9          0          .          6          .          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated January 28, 2011