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Traders in Financial Futures - Options and Futures Combined 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   126,125
Positions
     2,413     68,483      4,389     10,429      6,958        132     46,707      6,135      4,532      7,764     19,002        382     49,377     16,111
 
Changes from:       January 18, 2011                                 Total Change is:   -10,078
      -447     -9,960      1,463        -84       -314         -8    -11,406        392        523       -171       -399        -48        100     -1,727
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       54.3        3.5        8.3        5.5        0.1       37.0        4.9        3.6        6.2       15.1        0.3       39.1       12.8
 
Number of Traders in Each Category                                    Total Traders:        86
         .         17          7          4          4          .         35         11         12         10          .          .
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Traders in Financial Futures - Options and Futures Combined 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    43,978
Positions
     1,030     16,751      1,713      1,494      1,116         77     18,225      6,437      1,007          0      5,000          0     20,432     11,878
 
Changes from:       January 18, 2011                                 Total Change is:      -440
       488     -1,899        718          0       -483          0     -1,788     -1,315        657          0          0          0       -516      1,882
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       38.1        3.9        3.4        2.5        0.2       41.4       14.6        2.3        0.0       11.4        0.0       46.5       27.0
 
Number of Traders in Each Category                                    Total Traders:        39
         .         12          5          .          .          .         14          6          7          0          .          0
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Traders in Financial Futures - Options and Futures Combined 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   108,759
Positions
    11,158     23,198     10,259      7,501     18,513      1,225     43,120     18,818      3,880        443      8,806        788     30,385     23,273
 
Changes from:       January 18, 2011                                 Total Change is:     6,569
    -6,700      7,293      1,341        412     -2,210        -13      7,028       -107        226        443     -1,052        788      3,044        304
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       21.3        9.4        6.9       17.0        1.1       39.6       17.3        3.6        0.4        8.1        0.7       27.9       21.4
 
Number of Traders in Each Category                                    Total Traders:        87
         6         14         11          4         13          5         28         15         20          .          5          .
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Traders in Financial Futures - Options and Futures Combined 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   127,559
Positions
     7,629     53,378      5,822     31,537      5,596        914     44,965     19,210      4,675      4,900      5,397          1     27,116     32,566
 
Changes from:       January 18, 2011                                 Total Change is:     6,305
      -801      6,693      1,020     -1,958        323        -25      6,408     -1,316        660      1,000        240         -5          6     -1,285
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       41.8        4.6       24.7        4.4        0.7       35.2       15.1        3.7        3.8        4.2        0.0       21.3       25.5
 
Number of Traders in Each Category                                    Total Traders:       117
         8         19         10         11          7          .         29         32         23          .          9          .
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Traders in Financial Futures - Options and Futures Combined 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   254,117
Positions
    37,238     52,322     20,733     21,592     19,593      3,087     49,586     43,910     26,172     20,930     12,438      8,612     66,167     67,250
 
Changes from:       January 18, 2011                                 Total Change is:    20,020
    -3,287     21,606      2,862        228     -2,569       -119      6,824    -16,187      4,700      1,121      3,048        155      7,535      6,523
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       20.6        8.2        8.5        7.7        1.2       19.5       17.3       10.3        8.2        4.9        3.4       26.0       26.5
 
Number of Traders in Each Category                                    Total Traders:       177
        19         22         16         14         16         10         34         46         39         10         16         17
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Traders in Financial Futures - Options and Futures Combined 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   120,801
Positions
    10,560     80,143      4,278     10,765      4,498        154     59,351      8,931      2,141      1,417      4,730        221     31,914     15,706
 
Changes from:       January 18, 2011                                 Total Change is:      -643
     1,521     -4,045        -24        625         85          0       -763      2,507       -142        483          3        -25     -2,317        999
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       66.3        3.5        8.9        3.7        0.1       49.1        7.4        1.8        1.2        3.9        0.2       26.4       13.0
 
Number of Traders in Each Category                                    Total Traders:        75
         7         13          8          5          5          .         28          9          8          .          5          .
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    51,533
Positions
    16,119     25,210      1,026      3,304      3,450        631     21,041     12,254      1,456        234      1,670        488      7,235      5,349
 
Changes from:       January 18, 2011                                 Total Change is:     4,384
     1,101        868        180       -279        -12        158      3,046      2,314        264       -120        268         18         16        325
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       48.9        2.0        6.4        6.7        1.2       40.8       23.8        2.8        0.5        3.2        0.9       14.0       10.4
 
Number of Traders in Each Category                                    Total Traders:       100
        16         20          5          5          5          .         30         18          6          .          4          .
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Traders in Financial Futures - Options and Futures Combined 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   103,066
Positions
    32,239     50,419      2,053      6,608      6,900      1,261     42,081     24,508      2,912        467      3,339        976     14,469     10,698
 
Changes from:       January 18, 2011                                 Total Change is:     8,767
     2,202      1,737        359       -558        -23        315      6,093      4,628        528       -240        536         36         32        651
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       48.9        2.0        6.4        6.7        1.2       40.8       23.8        2.8        0.5        3.2        0.9       14.0       10.4
 
Number of Traders in Each Category                                    Total Traders:       100
        16         20          5          5          5          .         30         18          6          .          4          .
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Traders in Financial Futures - Options and Futures Combined 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   941,013
Positions
    52,807    305,280     49,071    422,698    122,695     59,657     88,190    163,135     94,519     20,978     30,491     15,440    137,654    100,725
 
Changes from:       January 18, 2011                                 Total Change is:   -32,342
    -1,843      4,757        371      8,622      4,854     -1,060      1,655      1,240    -40,139        577      3,352     -2,873      2,349     -2,844
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       32.4        5.2       44.9       13.0        6.3        9.4       17.3       10.0        2.2        3.2        1.6       14.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       554
        33         52         37        116         61         67         83        146        104         35         28         22
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Traders in Financial Futures - Options and Futures Combined 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   373,431
Positions
    23,971    165,238     12,376    148,343     33,896      9,205     25,086     42,465     44,850      7,808     10,037      9,847     91,945     45,518
 
Changes from:       January 18, 2011                                 Total Change is:   -25,426
       657      4,958     -2,389     -1,220         12       -384     -1,096     -1,885    -22,197         94       -687     -1,540      2,649     -1,315
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       44.2        3.3       39.7        9.1        2.5        6.7       11.4       12.0        2.1        2.7        2.6       24.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       139
         9         21          9         30         13         12         19         32         41          8          7          6
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Traders in Financial Futures - Options and Futures Combined 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 2,837,909
Positions
   205,061    761,092    122,594  1,384,132    456,357    239,900    383,452    671,284    180,409     71,879    108,298     21,938    228,544    276,038
 
Changes from:       January 18, 2011                                 Total Change is:   -34,579
    -2,906      8,589      4,204     48,740     23,740     -2,911     31,161     33,028   -107,109      2,597     20,375     -6,851     -1,504     -7,645
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       26.8        4.3       48.8       16.1        8.5       13.5       23.7        6.4        2.5        3.8        0.8        8.1        9.7
 
Number of Traders in Each Category                                    Total Traders:       505
        37         47         34         97         56         59         88        129         89         27         24         17
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Traders in Financial Futures - Options and Futures Combined 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    97,526
Positions
    18,915     32,792      1,112     48,978     32,193      5,384     10,470     21,964        823      1,384          0          0     10,461      3,259
 
Changes from:       January 18, 2011                                 Total Change is:     1,678
      -332      3,038        121        616        -48        143      1,598     -1,533         51         51          0          0       -571        -95
 
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 - Options and Futures Combined 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 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    95,119
Positions
     8,388     55,595      3,789     26,411      8,648      2,753     32,105      8,465      8,436      2,576      1,354        448     10,213      5,631
 
Changes from:       January 18, 2011                                 Total Change is:     4,571
       670      2,267        696     -1,875      1,058        671      2,813     -1,316      1,518       -316         43        -58        452       -307
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       58.4        4.0       27.8        9.1        2.9       33.8        8.9        8.9        2.7        1.4        0.5       10.7        5.9
 
Number of Traders in Each Category                                    Total Traders:       258
        20         34          8         40         18         14         78         43         17         16          9          .
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Traders in Financial Futures - Options and Futures Combined 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    17,198
Positions
     2,853     13,275        600      2,315          0          0      6,959          0        200        348        383        256      3,667      2,484
 
Changes from:       January 18, 2011                                 Total Change is:     3,425
       257      1,454        599        125          0          0      1,643          0        200        102        383        256        243        533
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       77.2        3.5       13.5        0.0        0.0       40.5        0.0        1.2        2.0        2.2        1.5       21.3       14.4
 
Number of Traders in Each Category                                    Total Traders:        21
         4          8          .          .          0          0          4          0          .          .          .          .
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Traders in Financial Futures - Options and Futures Combined 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   389,604
Positions
    33,409    217,334     10,208    120,478     43,240     13,764    160,527     77,122      6,387     11,141      4,855        959     32,731     15,734
 
Changes from:       January 18, 2011                                 Total Change is:     5,733
     1,411      3,409      1,142    -10,002      5,288      3,353     14,067      1,634     -1,624     -3,321     -2,933       -340      1,046     -4,197
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       55.8        2.6       30.9       11.1        3.5       41.2       19.8        1.6        2.9        1.2        0.2        8.4        4.0
 
Number of Traders in Each Category                                    Total Traders:       255
        20         32          6         39         18         14         78         43         14         16          9          .
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Traders in Financial Futures - Options and Futures Combined 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   332,056
Positions
    94,888     48,331     18,570    122,458    113,778     21,049     46,148    100,552      4,752      2,289      8,053        906     20,996     16,064
 
Changes from:       January 18, 2011                                 Total Change is:     7,332
     4,900        490        944     -1,070      1,973      1,116       -951      7,849       -369        961     -3,962        871        930     -1,580
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       14.6        5.6       36.9       34.3        6.3       13.9       30.3        1.4        0.7        2.4        0.3        6.3        4.8
 
Number of Traders in Each Category                                    Total Traders:       242
        14         23          5         52         43         19         38         57         17          7          8          .
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Traders in Financial Futures - Options and Futures Combined 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 - 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   620,475
Positions
    17,438     92,228     18,737    298,088    157,419     52,035     36,962     89,329     30,790     21,291     24,357      2,636    142,498    152,943
 
Changes from:       January 18, 2011                                 Total Change is:    -2,031
    -3,475     10,951     -3,078      6,646     -5,606        -19      1,284     14,352     -9,690        471     -2,317     -1,058      6,888     -5,566
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       14.9        3.0       48.0       25.4        8.4        6.0       14.4        5.0        3.4        3.9        0.4       23.0       24.6
 
Number of Traders in Each Category                                    Total Traders:       149
         5         19         15         43         22         34         19         33         28          4          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   303,965
Positions
         0    112,960      1,435    222,072      3,198     15,767          0    118,696        189          0      1,776          0     64,502     49,944
 
Changes from:       January 18, 2011                                 Total Change is:    -3,669
       -91        979     -1,951     -2,160     -4,235        245          0     -2,623       -209          0       -217          0        498      4,343
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.2        0.5       73.1        1.1        5.2        0.0       39.0        0.1        0.0        0.6        0.0       21.2       16.4
 
Number of Traders in Each Category                                    Total Traders:        54
         0         10          .         27          .         14          0         14          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   765,146
Positions
    51,786    131,348      9,881    313,623    234,800     89,239    117,752     74,407     25,884     44,726     61,682      7,055    105,200    130,850
 
Changes from:       January 18, 2011                                 Total Change is:    14,473
    17,445     19,474     -2,519      4,950      9,730     -5,749      1,890     -8,388     -2,355     -2,770      3,571      2,776        806     -2,067
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       17.2        1.3       41.0       30.7       11.7       15.4        9.7        3.4        5.8        8.1        0.9       13.7       17.1
 
Number of Traders in Each Category                                    Total Traders:       194
        12         27         12         32         44         36         29         27         23          9         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,699,653
Positions
    94,387    127,146    193,416    520,175    406,745    230,450    139,918    166,647    162,492     33,293     23,287     41,378    284,144    348,092
 
Changes from:       January 18, 2011                                 Total Change is:   -46,386
    -7,799     28,736    -19,123     14,606     30,826      7,488     10,157    -56,896    -37,168     -7,266      3,846     -9,507      2,225      5,411
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        7.5       11.4       30.6       23.9       13.6        8.2        9.8        9.6        2.0        1.4        2.4       16.7       20.5
 
Number of Traders in Each Category                                    Total Traders:       248
        29         27         46         32         54         49         42         46         62          9          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,229,991
Positions
    46,768    140,417     42,670    222,697    457,816    146,180    424,064     52,989     68,370     78,404     54,396      6,129    194,709    261,025
 
Changes from:       January 18, 2011                                 Total Change is:    21,529
   -14,466     12,418       -609     19,560     -9,616     -1,421     13,715     16,310     -6,724      2,776      5,717       -596      9,295      6,051
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       11.4        3.5       18.1       37.2       11.9       34.5        4.3        5.6        6.4        4.4        0.5       15.8       21.2
 
Number of Traders in Each Category                                    Total Traders:       189
        12         22         25         23         43         39         48         20         29         10         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   851,742
Positions
   123,323    195,182    283,435      6,706      1,193      4,835     91,570     23,618    237,088     22,539     10,471     47,904     34,341     48,016
 
Changes from:       January 18, 2011                                 Total Change is:    25,035
     2,708      6,591     15,300       -361        193      2,763      4,584        700     -2,220       -284      1,237      1,365      1,181       -893
 
Percent of Open Interest Represented by Each Category of Trader
      14.5       22.9       33.3        0.8        0.1        0.6       10.8        2.8       27.8        2.6        1.2        5.6        4.0        5.6
 
Number of Traders in Each Category                                    Total Traders:       112
        27         28         42          4          .          4         19         20         30          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is12,818,121
Positions
 1,597,166  2,950,957  2,710,271  1,693,909    452,375    325,483    798,061    363,339  3,972,331     63,660    308,693    782,382    874,858    952,290
 
Changes from:       January 18, 2011                                 Total Change is:   479,858
   -71,040    136,580     95,619    167,582     29,988     36,653     54,531     33,970    129,872      2,735    -16,980      5,812     58,094     28,343
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       23.0       21.1       13.2        3.5        2.5        6.2        2.8       31.0        0.5        2.4        6.1        6.8        7.4
 
Number of Traders in Each Category                                    Total Traders:       282
        31         59         88          7         15         20         76         54        105         15         17         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    39,751
Positions
    11,144      9,368        158        460        240        816     17,236     22,521      1,005      3,016      1,016          1      5,915      4,626
 
Changes from:       January 18, 2011                                 Total Change is:     6,398
       426     -3,391        128       -357          3         97      4,685      8,543         94        766        -19          1        559        943
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       23.6        0.4        1.2        0.6        2.1       43.4       56.7        2.5        7.6        2.6        0.0       14.9       11.6
 
Number of Traders in Each Category                                    Total Traders:       100
         7          4          .          4          .          .         24         37          6         16          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   151,220
Positions
    67,771     43,885     21,013      3,208        986      4,386      4,317     30,968     28,081      2,357      5,273      4,774     15,313     11,854
 
Changes from:       January 18, 2011                                 Total Change is:   -22,790
    -1,350      9,529    -18,511          0       -315        403     -1,869    -12,900      4,571        132         60        466     -6,633     -6,093
 
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 - Options and Futures Combined 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 - Options and Futures Combined 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          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated January 28, 2011