```
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   119,270
Positions
    36,519      8,133      1,804     18,174     34,461        607     17,487     50,118      4,373      7,768          0         16     32,522     19,758
 
Changes from:       January 24, 2012                                 Total Change is:     2,106
     3,512        956        125        207       -209          4     -2,538        378         78       -791          0         16      1,493        758
 
Percent of Open Interest Represented by Each Category of Trader
      30.6        6.8        1.5       15.2       28.9        0.5       14.7       42.0        3.7        6.5        0.0        0.0       27.3       16.6
 
Number of Traders in Each Category                                    Total Traders:        77
         8          8          6          6          4          .         22         19          6         10          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    40,836
Positions
    11,719      5,821        795        877      1,972        275     15,395     17,022        578        537          0          0     10,660     14,373
 
Changes from:       January 24, 2012                                 Total Change is:     1,522
     1,021      4,219        -52       -122         11         -8     -1,161     -1,249        419          0          0          0      1,425     -1,818
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       14.3        1.9        2.1        4.8        0.7       37.7       41.7        1.4        1.3        0.0        0.0       26.1       35.2
 
Number of Traders in Each Category                                    Total Traders:        42
         6          8          .          .          4          .          9         13          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   190,849
Positions
   135,659      6,417        249      8,861     79,310      3,161     25,515     70,783      1,173      1,170        629          0     15,061     29,127
 
Changes from:       January 24, 2012                                 Total Change is:       809
    -6,140      3,875       -100        123     -2,122       -104      6,558      3,076         74          2     -1,650          0        396     -2,240
 
Percent of Open Interest Represented by Each Category of Trader
      71.1        3.4        0.1        4.6       41.6        1.7       13.4       37.1        0.6        0.6        0.3        0.0        7.9       15.3
 
Number of Traders in Each Category                                    Total Traders:        97
        11          9          4          6         16          4         18         33          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   172,967
Positions
     1,782     73,664        557     65,034     10,058      1,045     76,797     54,093        262        750      2,940          0     26,740     30,348
 
Changes from:       January 24, 2012                                 Total Change is:    20,906
     1,185     12,158        371       -768       -271         17     15,470      6,187         31     -1,091      1,817          0      5,691        596
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       42.6        0.3       37.6        5.8        0.6       44.4       31.3        0.2        0.4        1.7        0.0       15.5       17.5
 
Number of Traders in Each Category                                    Total Traders:        94
         .         19          4          8          8          4         20         29          4          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   305,328
Positions
   132,441     38,092        695     57,576     31,232      4,275     70,584    161,936      1,724      5,337      8,299        756     31,940     58,319
 
Changes from:       January 24, 2012                                 Total Change is:   -10,022
   -11,357      3,671         91      3,925       -616       -603        -67    -12,235        146       -658        913        230     -1,729     -1,619
 
Percent of Open Interest Represented by Each Category of Trader
      43.4       12.5        0.2       18.9       10.2        1.4       23.1       53.0        0.6        1.7        2.7        0.2       10.5       19.1
 
Number of Traders in Each Category                                    Total Traders:       181
        23         14          4         17         16         11         23         66         14          4         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   150,115
Positions
    13,713     51,273      3,535      4,985     42,188      1,020     96,975     31,534        498        980      1,791         11     28,398     18,265
 
Changes from:       January 24, 2012                                 Total Change is:    10,391
     2,957      6,484        266      1,567     -1,750        -42      4,838      5,032        112        488       -769          0        205      1,058
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       34.2        2.4        3.3       28.1        0.7       64.6       21.0        0.3        0.7        1.2        0.0       18.9       12.2
 
Number of Traders in Each Category                                    Total Traders:        93
         5         14          5          5          7          .         33         21          4          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   122,493
Positions
    41,239     39,971     71,378          0          0          0      6,381      7,693      3,264          0          0          0        231        187
 
Changes from:       January 24, 2012                                 Total Change is:     1,379
       619      1,198        -95          0          0          0        884        298          1          0          0          0        -30        -23
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       32.6       58.3        0.0        0.0        0.0        5.2        6.3        2.7        0.0        0.0        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        23
         7         10         12          0          0          0          .          .          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   150,567
Positions
    68,904     61,979      1,127     23,180        869        707     49,277     78,087        941      1,579      2,612          0      4,852      4,245
 
Changes from:       January 24, 2012                                 Total Change is:     8,053
       217      2,202        147       -635        -75       -115      7,047      5,907         -9        498        659          0        903       -663
 
Percent of Open Interest Represented by Each Category of Trader
      45.8       41.2        0.7       15.4        0.6        0.5       32.7       51.9        0.6        1.0        1.7        0.0        3.2        2.8
 
Number of Traders in Each Category                                    Total Traders:       102
         7         14          .         10          .          .         30         26          .          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    31,627
Positions
     1,634     19,157        205          0        449          0     25,072      9,571        175        420        443          0      4,121      1,627
 
Changes from:       January 24, 2012                                 Total Change is:     6,058
       -68      3,104        -20       -101       -152          0      5,093      3,002         34        255        101          0        865        -11
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       60.6        0.6        0.0        1.4        0.0       79.3       30.3        0.6        1.3        1.4        0.0       13.0        5.1
 
Number of Traders in Each Category                                    Total Traders:        49
         .         12          .          0          .          0         18         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    51,836
Positions
    14,437     33,127        164      3,233      2,534        538     22,943     10,220        207      3,228        421          0      7,087      4,627
 
Changes from:       January 24, 2012                                 Total Change is:       120
      -174        -72       -142       -178        140       -195      1,059      1,025         42        133       -153          0       -426       -525
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       63.9        0.3        6.2        4.9        1.0       44.3       19.7        0.4        6.2        0.8        0.0       13.7        8.9
 
Number of Traders in Each Category                                    Total Traders:        90
        16         14          .          .          6          .         29         16          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   103,671
Positions
    28,874     66,254        328      6,466      5,067      1,075     45,886     20,439        413      6,456        842          0     14,173      9,253
 
Changes from:       January 24, 2012                                 Total Change is:       239
      -347       -144       -284       -355        280       -390      2,117      2,049         83        266       -306          0       -851     -1,049
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       63.9        0.3        6.2        4.9        1.0       44.3       19.7        0.4        6.2        0.8        0.0       13.7        8.9
 
Number of Traders in Each Category                                    Total Traders:        90
        16         14          .          .          6          .         29         16          5          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   799,299
Positions
    43,585    194,780     37,715    367,748    190,494     58,394     94,168    153,691     32,250     33,745     30,712      3,859    127,835     97,404
 
Changes from:       January 24, 2012                                 Total Change is:     4,305
     3,274     10,677     -2,550       -272     -1,089      1,878      7,075      9,074     -6,519      1,459     -2,438        -32         -8     -4,696
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       24.4        4.7       46.0       23.8        7.3       11.8       19.2        4.0        4.2        3.8        0.5       16.0       12.2
 
Number of Traders in Each Category                                    Total Traders:       522
        31         56         28        116         61         66         86        109         70         31         31          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   253,264
Positions
    27,951    115,932      1,325    108,902     46,330     11,907     18,841     24,959      1,729      3,219     11,867      1,286     78,104     37,929
 
Changes from:       January 24, 2012                                 Total Change is:    -5,017
    -4,200      8,049       -190        198       -702         64    -10,400      3,249       -244        -24       -685          0      9,779    -14,558
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       45.8        0.5       43.0       18.3        4.7        7.4        9.9        0.7        1.3        4.7        0.5       30.8       15.0
 
Number of Traders in Each Category                                    Total Traders:       104
         8         16          5         26         14         12         13         19          9          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,730,177
Positions
   181,420    497,486     78,704  1,331,977    758,566    194,690    465,283    732,309     63,955    160,069    101,664      5,426    248,653    297,377
 
Changes from:       January 24, 2012                                 Total Change is:    46,611
     3,062    -21,165     22,509      4,163      4,575      2,558     59,025        775     -3,027      7,010     -9,170        245    -48,934     49,311
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       18.2        2.9       48.8       27.8        7.1       17.0       26.8        2.3        5.9        3.7        0.2        9.1       10.9
 
Number of Traders in Each Category                                    Total Traders:       501
        33         53         19        106         54         61         88        106         60         30         30          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   109,600
Positions
    21,323     22,569         53     51,202     61,932      8,160     15,992      8,174          0      1,779      4,375          0     11,091      4,337
 
Changes from:       January 24, 2012                                 Total Change is:       460
       335      1,789         53       -916      1,468     -1,482      2,814       -897       -321         62        -21          0        -85       -129
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       20.6        0.0       46.7       56.5        7.4       14.6        7.5        0.0        1.6        4.0        0.0       10.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        94
        11          9          .         32         12         14         17          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    91,933
Positions
     7,189     46,566      9,738     26,177      9,548      1,672     31,539     11,246      4,817      2,014      4,061        135      8,652      4,150
 
Changes from:       January 24, 2012                                 Total Change is:       815
       908      2,695      1,680        837       -114       -114      2,153      1,288     -2,178        418        -33        134     -3,025     -2,544
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       50.7       10.6       28.5       10.4        1.8       34.3       12.2        5.2        2.2        4.4        0.1        9.4        4.5
 
Number of Traders in Each Category                                    Total Traders:       235
        23         31         10         29         22          9         68         35         15         13         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    15,494
Positions
     7,803     11,147         21          0        300          0      4,569      2,333          0          0        979          0      3,101        714
 
Changes from:       January 24, 2012                                 Total Change is:      -522
     1,170      1,353          1          0          0          0     -2,111      1,351          0          0        123          0        418     -3,350
 
Percent of Open Interest Represented by Each Category of Trader
      50.4       71.9        0.1        0.0        1.9        0.0       29.5       15.1        0.0        0.0        6.3        0.0       20.0        4.6
 
Number of Traders in Each Category                                    Total Traders:        24
         9          8          .          0          .          0          4          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   382,193
Positions
    42,821    222,986      2,694    130,885     46,240      8,358    157,382     67,099      1,553     10,070     15,411        673     27,757     17,179
 
Changes from:       January 24, 2012                                 Total Change is:     6,684
     7,039     15,059         46      4,185       -572       -568     10,674    -10,963       -242      2,092       -779        671    -17,213      4,032
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       58.3        0.7       34.2       12.1        2.2       41.2       17.6        0.4        2.6        4.0        0.2        7.3        4.5
 
Number of Traders in Each Category                                    Total Traders:       235
        24         30          .         29         22          9         67         37         12         13         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   401,322
Positions
   142,923     27,709     21,135    122,376    203,443     29,222     55,375     86,331      4,446      7,824     12,185        296     17,725     16,555
 
Changes from:       January 24, 2012                                 Total Change is:    -7,311
   -16,696       -430        449      3,625      2,179        133      3,306     -9,141      1,877       -461     -2,861        -76        532        559
 
Percent of Open Interest Represented by Each Category of Trader
      35.6        6.9        5.3       30.5       50.7        7.3       13.8       21.5        1.1        1.9        3.0        0.1        4.4        4.1
 
Number of Traders in Each Category                                    Total Traders:       244
        22         12          4         47         43         26         43         53         16          7         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    21,835
Positions
     5,500        487          0      6,366        853         53      3,494      5,088          0        600      4,975          0      5,822     10,379
 
Changes from:       January 24, 2012                                 Total Change is:    -1,072
       410       -208          0     -1,713       -742         -1        -49       -281          0          0        389          0        281       -229
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        2.2        0.0       29.2        3.9        0.2       16.0       23.3        0.0        2.7       22.8        0.0       26.7       47.5
 
Number of Traders in Each Category                                    Total Traders:        34
         6          .          0          9          .          .          8          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    42,431
Positions
    14,013      8,459      1,536      7,109      2,979        855      6,116      3,092      4,934      2,093          0          0      5,775     20,576
 
Changes from:       January 24, 2012                                 Total Change is:    -1,176
      -530      1,213        714        636         15        -96     -2,388        913      1,741         84          0          0     -1,337     -5,676
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       19.9        3.6       16.8        7.0        2.0       14.4        7.3       11.6        4.9        0.0        0.0       13.6       48.5
 
Number of Traders in Each Category                                    Total Traders:        56
        10         14          4          7          .          4         10          9          .          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    46,637
Positions
     2,417      3,633        100     31,806     25,644      4,606      2,801     10,424        165          0          0          0      4,742      2,065
 
Changes from:       January 24, 2012                                 Total Change is:       323
     1,989       -673         11     -1,736      1,825       -107          1       -797          0          0          0          0        165         64
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        7.8        0.2       68.2       55.0        9.9        6.0       22.4        0.4        0.0        0.0        0.0       10.2        4.4
 
Number of Traders in Each Category                                    Total Traders:        51
         .          .          .         17         20         10          .          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is    72,328
Positions
     8,164     22,667        900     34,900     23,997      3,184      9,713     15,747        317      4,800        489        600      9,750      4,427
 
Changes from:       January 24, 2012                                 Total Change is:     4,219
    -1,984      1,057        878       -882     -1,243        842      1,647        156       -278        665        -73          2      3,329      2,878
 
Percent of Open Interest Represented by Each Category of Trader
      11.3       31.3        1.2       48.3       33.2        4.4       13.4       21.8        0.4        6.6        0.7        0.8       13.5        6.1
 
Number of Traders in Each Category                                    Total Traders:        79
         8         14          .         17          9          8         15          5          .          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   619,808
Positions
    15,979    103,586      3,089    281,092    113,261     95,194     66,575     83,751      5,898      9,295     73,007        336    142,350    141,686
 
Changes from:       January 24, 2012                                 Total Change is:    -4,888
   -14,352      8,030         55    -11,956        128     -3,036     19,359    -25,139     -1,158        -30      6,274        300      5,930      9,658
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       16.7        0.5       45.4       18.3       15.4       10.7       13.5        1.0        1.5       11.8        0.1       23.0       22.9
 
Number of Traders in Each Category                                    Total Traders:       157
         6         20          7         42         19         31         32         22         20          4         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   378,456
Positions
     6,546    142,723        652    278,951     31,494     27,858      1,872    119,918        755          0      3,560          0     61,822     51,496
 
Changes from:       January 24, 2012                                 Total Change is:     6,139
     1,721     -5,304        -23      3,692      4,207     -1,413          0      2,116        478          0      1,949          0      1,684      4,129
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       37.7        0.2       73.7        8.3        7.4        0.5       31.7        0.2        0.0        0.9        0.0       16.3       13.6
 
Number of Traders in Each Category                                    Total Traders:        66
         .          8          4         36          6         18          .         10          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   934,666
Positions
    81,860    133,313      3,453    153,317    235,123     85,473    379,368    318,071     19,654     80,301     34,590      7,501    123,739     97,488
 
Changes from:       January 24, 2012                                 Total Change is:    89,406
     4,172    -17,757      1,545     -4,528     68,298     10,458     43,664     30,424      7,463     18,316    -14,513      6,914      1,402     -3,426
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       14.3        0.4       16.4       25.2        9.1       40.6       34.0        2.1        8.6        3.7        0.8       13.2       10.4
 
Number of Traders in Each Category                                    Total Traders:       225
        14         26          8         34         39         44         51         33         16         13         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,763,911
Positions
   117,476    123,452     30,671    737,053    756,950    173,334    313,419    191,175     48,704     58,718    100,705      5,517    279,019    333,403
 
Changes from:       January 24, 2012                                 Total Change is:    55,506
   -25,723     33,694     11,351     33,406    -54,009     26,438    -23,200     40,154      7,595      1,625      6,453      1,647     22,367    -17,817
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        7.0        1.7       41.8       42.9        9.8       17.8       10.8        2.8        3.3        5.7        0.3       15.8       18.9
 
Number of Traders in Each Category                                    Total Traders:       261
        24         24         18         32         58         46         46         50         40         10         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,477,558
Positions
    72,658    220,371      9,301    493,742    649,615    170,501    266,131    120,915     25,602    204,250     65,166        321    235,052    215,766
 
Changes from:       January 24, 2012                                 Total Change is:    31,082
     6,718     11,610        902     -9,268     25,739     21,597     -3,863     -2,445      5,199      5,222    -13,911     -9,799     14,374     -7,810
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       14.9        0.6       33.4       44.0       11.5       18.0        8.2        1.7       13.8        4.4        0.0       15.9       14.6
 
Number of Traders in Each Category                                    Total Traders:       200
         9         30          6         21         42         41         40         34         23         11         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   548,721
Positions
   166,028    239,840    180,077      1,105      1,093      3,974     94,079     24,731     50,896      8,857      4,200      5,879     37,826     38,031
 
Changes from:       January 24, 2012                                 Total Change is:    18,492
     9,281     18,391      3,847        200         53          0     11,436        826       -774        180       -650     -2,117     -3,561     -1,084
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       43.7       32.8        0.2        0.2        0.7       17.1        4.5        9.3        1.6        0.8        1.1        6.9        6.9
 
Number of Traders in Each Category                                    Total Traders:        87
        21         24         34          .          .          .         21          8         20          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,056,074
Positions
 1,219,340  2,281,633  1,887,971  1,222,799    335,291     83,896    974,095    543,351  1,521,420     77,022    297,438    202,366    867,165    902,708
 
Changes from:       January 24, 2012                                 Total Change is:   191,993
   121,114    -49,692     88,400   -151,061    110,257       -864     72,623     22,136     71,720    -17,221    -44,822     34,180    -26,898    -39,322
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       28.3       23.4       15.2        4.2        1.0       12.1        6.7       18.9        1.0        3.7        2.5       10.8       11.2
 
Number of Traders in Each Category                                    Total Traders:       248
        26         58         80         11          7         12         58         50         81          9         13         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     9,571
Positions
     5,243      2,708          0      1,694        780         11      1,001      5,775         30      1,360        160          0        232        107
 
Changes from:       January 24, 2012                                 Total Change is:       -93
       -86       -439          0        141          0          0       -211        304          0         58          0          0          5         42
 
Percent of Open Interest Represented by Each Category of Trader
      54.8       28.3        0.0       17.7        8.1        0.1       10.5       60.3        0.3       14.2        1.7        0.0        2.4        1.1
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          .          4          .          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is    13,572
Positions
    11,274      8,464          0      1,058      1,846          0        934      2,793          0         40        345          0        266        124
 
Changes from:       January 24, 2012                                 Total Change is:       997
     2,257        583          0       -178        180          0       -992        187          0        -40         40          0        -50          7
 
Percent of Open Interest Represented by Each Category of Trader
      83.1       62.4        0.0        7.8       13.6        0.0        6.9       20.6        0.0        0.3        2.5        0.0        2.0        0.9
 
Number of Traders in Each Category                                    Total Traders:        34
         4          5          0          .          4          0          4         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    54,946
Positions
    18,179     29,892        150      2,981        360        537     20,325     20,348      1,040      4,203        765          0      7,531      1,854
 
Changes from:       January 24, 2012                                 Total Change is:    -9,202
    -3,057     -1,745        150     -2,122          0         23     -2,366     -7,684       -454     -1,148        313          0       -228        195
 
Percent of Open Interest Represented by Each Category of Trader
      33.1       54.4        0.3        5.4        0.7        1.0       37.0       37.0        1.9        7.6        1.4        0.0       13.7        3.4
 
Number of Traders in Each Category                                    Total Traders:        96
         4          5          .          8          .          .         33         16          5         21          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   171,354
Positions
    61,568     27,293     26,873     11,592      2,415      1,439      8,474     49,752     12,103      1,035      5,565     25,803     22,467     20,111
 
Changes from:       January 24, 2012                                 Total Change is:    19,732
     1,519     -6,404      1,418      2,077        424         99     -3,532      4,609      2,731        -94       -709        844     14,670     16,720
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       15.9       15.7        6.8        1.4        0.8        4.9       29.0        7.1        0.6        3.2       15.1       13.1       11.7
 
Number of Traders in Each Category                                    Total Traders:        80
        14          9         18          8          .          4         12         20         20          4          6          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 31, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,376
Positions
    11,630      1,417          0      1,673      1,001        430      1,817     11,880        168          0      1,146        312        346         22
 
Changes from:       January 24, 2012                                 Total Change is:        22
        12       -108          0         24         51          0         -6         70          0          0         -3          3        -11          9
 
Percent of Open Interest Represented by Each Category of Trader
      71.0        8.7        0.0       10.2        6.1        2.6       11.1       72.5        1.0        0.0        7.0        1.9        2.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          .          .          7          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

----

Updated February 3, 2012