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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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   129,111
Positions
    41,655      4,460      4,865     17,996     34,654        613     21,344     55,586      5,505      8,376        652        223     28,534     22,553
 
Changes from:       January 10, 2012                                 Total Change is:     2,668
     1,529     -1,959        757      1,408       -148          0      1,765      2,168        279       -656          7         36     -2,450      1,528
 
Percent of Open Interest Represented by Each Category of Trader
      32.3        3.5        3.8       13.9       26.8        0.5       16.5       43.1        4.3        6.5        0.5        0.2       22.1       17.5
 
Number of Traders in Each Category                                    Total Traders:        73
         8          8          9          6          4          .         15         20         10         10          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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    44,828
Positions
    13,001      1,906      1,642        999      1,969        275     18,694     17,419      1,664        537          0          0      8,016     19,953
 
Changes from:       January 10, 2012                                 Total Change is:       152
    -1,628       -560        839          0        648          0       -498        865        188          0       -648          0      1,251     -1,180
 
Percent of Open Interest Represented by Each Category of Trader
      29.0        4.3        3.7        2.2        4.4        0.6       41.7       38.9        3.7        1.2        0.0        0.0       17.9       44.5
 
Number of Traders in Each Category                                    Total Traders:        44
         9          4          6          .          4          .          6         19          5          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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   218,870
Positions
   157,417      1,564      2,217      8,759     81,639      3,242     26,225     83,387      4,556      1,573      3,719        283     14,597     38,263
 
Changes from:       January 10, 2012                                 Total Change is:    14,904
    10,717        190        705        804      3,186          0        662      4,085      1,524       -809         98        186      1,114      4,930
 
Percent of Open Interest Represented by Each Category of Trader
      71.9        0.7        1.0        4.0       37.3        1.5       12.0       38.1        2.1        0.7        1.7        0.1        6.7       17.5
 
Number of Traders in Each Category                                    Total Traders:        93
        14          4          9          5         16          4         10         37         14          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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   174,250
Positions
       748     76,125      2,644     65,833     10,945      1,121     73,864     52,182      2,349        750      2,212          0     26,941     26,671
 
Changes from:       January 10, 2012                                 Total Change is:     5,082
       -16      3,228        228        777        -72         -9      1,703      3,341        147          0        -47          0      2,252     -1,734
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       43.7        1.5       37.8        6.3        0.6       42.4       29.9        1.3        0.4        1.3        0.0       15.5       15.3
 
Number of Traders in Each Category                                    Total Traders:        94
         .         18          9          8          9          5         29         23         13          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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   350,074
Positions
   135,937     30,937     10,389     52,261     34,984      5,113     67,671    154,130     31,858      6,022     12,559      3,508     37,315     66,596
 
Changes from:       January 10, 2012                                 Total Change is:    14,343
     4,207      4,194      2,256      1,713      1,314         54     -1,501        839      5,460       -432     -2,746        275      2,311      2,697
 
Percent of Open Interest Represented by Each Category of Trader
      38.8        8.8        3.0       14.9       10.0        1.5       19.3       44.0        9.1        1.7        3.6        1.0       10.7       19.0
 
Number of Traders in Each Category                                    Total Traders:       194
        23         11         13         18         19         13         26         68         39          6         23         12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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   141,885
Positions
    16,785     36,330      5,302      2,931     44,101      1,044     83,111     32,488      2,849      1,630        747        539     27,695     18,486
 
Changes from:       January 10, 2012                                 Total Change is:     9,888
     2,590      6,875        225         -3        109        -16      4,972      3,502       -139        -14         10         46      2,226       -725
 
Percent of Open Interest Represented by Each Category of Trader
      11.8       25.6        3.7        2.1       31.1        0.7       58.6       22.9        2.0        1.1        0.5        0.4       19.5       13.0
 
Number of Traders in Each Category                                    Total Traders:        85
         5         13          8          .          8          .         27         22         11          6          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is   131,925
Positions
    36,717     31,870     89,206          0          0          0      4,430      9,249      1,292          0          0          0        280        308
 
Changes from:       January 10, 2012                                 Total Change is:     4,222
    -9,602     -9,015     13,318          0          0          0        363         13          0          0          0          0        142        -95
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       24.2       67.6        0.0        0.0        0.0        3.4        7.0        1.0        0.0        0.0        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        22
         7         10         13          0          0          0          .          .          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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   130,393
Positions
    69,644     53,102        743     25,141      1,587      1,084     29,526     65,534        212      1,080      3,328          0      2,963      4,803
 
Changes from:       January 10, 2012                                 Total Change is:     6,548
        42       -439        -53      1,747       -514          0      4,856      8,624        -69         96       -553          0        -71       -448
 
Percent of Open Interest Represented by Each Category of Trader
      53.4       40.7        0.6       19.3        1.2        0.8       22.6       50.3        0.2        0.8        2.6        0.0        2.3        3.7
 
Number of Traders in Each Category                                    Total Traders:       100
         6         15          .          7          .          .         21         34          .          5          9          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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    20,955
Positions
     1,516     11,925        225        183        547          0     15,809      6,033        141        165        443          0      2,916      1,641
 
Changes from:       January 10, 2012                                 Total Change is:     6,782
      -272      6,060          0        183        117          0      6,562        986          0          0       -232          0        309       -149
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       56.9        1.1        0.9        2.6        0.0       75.4       28.8        0.7        0.8        2.1        0.0       13.9        7.8
 
Number of Traders in Each Category                                    Total Traders:        36
         .          8          .          .          .          0          9         10          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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    52,381
Positions
    14,951     32,871        386      3,107      2,752        583     20,362      9,030      1,589      3,673        419        200      7,532      4,552
 
Changes from:       January 10, 2012                                 Total Change is:       662
        70       -464        -49       -236        -17         63        278        423        336        238        209         21        -60        139
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       62.8        0.7        5.9        5.3        1.1       38.9       17.2        3.0        7.0        0.8        0.4       14.4        8.7
 
Number of Traders in Each Category                                    Total Traders:        90
        20         14          4          .          6          .         23         16         10          5          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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   104,763
Positions
    29,901     65,743        771      6,213      5,504      1,165     40,723     18,060      3,178      7,346        837        401     15,065      9,104
 
Changes from:       January 10, 2012                                 Total Change is:     1,324
       141       -928        -97       -472        -33        126        556        845        672        475        419         43       -119        277
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       62.8        0.7        5.9        5.3        1.1       38.9       17.2        3.0        7.0        0.8        0.4       14.4        8.7
 
Number of Traders in Each Category                                    Total Traders:        90
        20         14          4          .          6          .         23         16         10          5          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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   892,966
Positions
    39,925    161,457     44,773    363,163    202,611     60,000     85,224    139,044    119,849     25,580     33,930     25,085    129,366    106,217
 
Changes from:       January 10, 2012                                 Total Change is:    22,338
    -1,848      6,161      1,800      5,489     -7,669     -4,078     -1,535      1,466     17,245        636      2,267        618      4,010      4,526
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       18.1        5.0       40.7       22.7        6.7        9.5       15.6       13.4        2.9        3.8        2.8       14.5       11.9
 
Number of Traders in Each Category                                    Total Traders:       541
        34         53         35        113         66         70         74        122         96         34         45         35
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   308,928
Positions
    25,522     95,214      3,764    109,037     48,489     14,302     22,795     21,283     48,852      1,502     12,321     11,015     72,139     53,687
 
Changes from:       January 10, 2012                                 Total Change is:     9,899
     1,589      2,930        273       -785       -312        327      1,586         11      4,942      1,498        267        201        267      1,259
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       30.8        1.2       35.3       15.7        4.6        7.4        6.9       15.8        0.5        4.0        3.6       23.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       120
         8         16          7         24         14         12         17         26         37          5         10         12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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 2,920,189
Positions
   211,406    470,603     65,656  1,300,107    800,083    199,017    390,939    667,598    276,189    120,733    108,388     70,004    286,138    262,650
 
Changes from:       January 10, 2012                                 Total Change is:    62,192
    -9,264     24,077       -285     30,636    -37,520    -21,293     -5,687     17,194     51,601     -4,107     10,207      1,879     18,714     16,334
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       16.1        2.2       44.5       27.4        6.8       13.4       22.9        9.5        4.1        3.7        2.4        9.8        9.0
 
Number of Traders in Each Category                                    Total Traders:       504
        37         48         27        102         61         65         74        113         85         29         40         27
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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   105,633
Positions
    22,549     14,695          0     52,069     65,277      8,461     10,919      8,421        328      1,717      4,043          0      9,590      4,407
 
Changes from:       January 10, 2012                                 Total Change is:     2,011
    -1,195      1,872          0        511       -288        212      1,885       -335        170          0         56          0        428        324
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       13.9        0.0       49.3       61.8        8.0       10.3        8.0        0.3        1.6        3.8        0.0        9.1        4.2
 
Number of Traders in Each Category                                    Total Traders:        91
        11          8          0         31         14         16         13          8          .          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    78,257
Positions
     6,015     35,926      6,237     24,808      9,753      1,769     22,950      9,225      4,775      1,100      4,154        195     10,408      6,223
 
Changes from:       January 10, 2012                                 Total Change is:     8,323
      -260      4,425        654      1,174         -2         31      5,347      1,060      1,267       -761        220         58        813        609
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       45.9        8.0       31.7       12.5        2.3       29.3       11.8        6.1        1.4        5.3        0.2       13.3        8.0
 
Number of Traders in Each Category                                    Total Traders:       223
        22         29         12         28         21         11         56         41         22         10         16          5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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    11,479
Positions
     5,285      7,113         20          0        300          0      3,731        369          0          0        365          0      2,443      3,312
 
Changes from:       January 10, 2012                                 Total Change is:     1,978
       960      1,550          0          0          0          0      1,083          0          0          0          0          0        -65        428
 
Percent of Open Interest Represented by Each Category of Trader
      46.0       62.0        0.2        0.0        2.6        0.0       32.5        3.2        0.0        0.0        3.2        0.0       21.3       28.9
 
Number of Traders in Each Category                                    Total Traders:        22
         8          7          .          0          .          0          4          .          0          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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 (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   333,889
Positions
    32,733    173,151      1,999    124,042     47,267      8,843    114,545     62,727      5,427      5,502     18,946        977     39,823     14,553
 
Changes from:       January 10, 2012                                 Total Change is:    31,724
    -3,356     17,118        527      5,870        -12        154     25,417      9,399      2,236     -3,805      1,102        291      4,389        908
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       51.9        0.6       37.2       14.2        2.6       34.3       18.8        1.6        1.6        5.7        0.3       11.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       222
        23         27          5         28         21         11         54         43         18         10         16          5
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Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
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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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   405,535
Positions
   176,041     26,019     14,083    114,422    206,604     28,426     46,575     93,762      3,046      3,936     16,077        262     18,744     17,256
 
Changes from:       January 10, 2012                                 Total Change is:     4,392
    -5,665      3,030      1,012       -795     -2,507      1,946      3,192     -2,738      1,697        105       -356         40      2,860      2,268
 
Percent of Open Interest Represented by Each Category of Trader
      43.4        6.4        3.5       28.2       50.9        7.0       11.5       23.1        0.8        1.0        4.0        0.1        4.6        4.3
 
Number of Traders in Each Category                                    Total Traders:       239
        23         11          4         45         44         27         34         58         13          6         18          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    23,372
Positions
     5,199        287          0      7,085      1,237         54      4,538      6,959          3        817      4,031          0      5,676     10,801
 
Changes from:       January 10, 2012                                 Total Change is:       201
       -49        -35          0        211         10          0        180       -891          1          0       -200          0       -142      1,316
 
Percent of Open Interest Represented by Each Category of Trader
      22.2        1.2        0.0       30.3        5.3        0.2       19.4       29.8        0.0        3.5       17.2        0.0       24.3       46.2
 
Number of Traders in Each Category                                    Total Traders:        36
         5          .          0          9          .          .          8          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    38,709
Positions
    15,476      6,554        725      7,205      3,234        704      5,175      2,692      2,270      1,877          0          0      5,277     22,530
 
Changes from:       January 10, 2012                                 Total Change is:       -14
       884       -968         95        401        -55        -22     -1,340       -934        -60       -162          0          0        190      1,930
 
Percent of Open Interest Represented by Each Category of Trader
      40.0       16.9        1.9       18.6        8.4        1.8       13.4        7.0        5.9        4.8        0.0        0.0       13.6       58.2
 
Number of Traders in Each Category                                    Total Traders:        49
        12         10          .          5          .          .          8          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 2012                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    45,592
Positions
       678      4,307         65     33,752     23,456      4,210      2,509     11,222          4          0          0          0      4,374      2,328
 
Changes from:       January 10, 2012                                 Total Change is:     2,453
      -117        492          0      2,403        411         40       -170      1,411          0          0          0          0        297         99
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        9.4        0.1       74.0       51.4        9.2        5.5       24.6        0.0        0.0        0.0        0.0        9.6        5.1
 
Number of Traders in Each Category                                    Total Traders:        51
         .          .          .         17         20         10          .          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    69,764
Positions
    14,294     23,295          0     33,891     23,689      2,616      7,125     15,257        569      3,333        809        620      7,316      2,909
 
Changes from:       January 10, 2012                                 Total Change is:     3,146
      -678         82          0      1,784       -599        446        185      2,448         -1       -255       -234         74      1,591        930
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       33.4        0.0       48.6       34.0        3.7       10.2       21.9        0.8        4.8        1.2        0.9       10.5        4.2
 
Number of Traders in Each Category                                    Total Traders:        71
         9         12          0         15          9          6         10          7          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   746,564
Positions
    14,537    126,565     35,176    298,169    107,757     98,964     55,420    109,973     58,146     21,761     67,327      5,318    159,071    137,337
 
Changes from:       January 10, 2012                                 Total Change is:    65,992
      -386     18,580      8,799     16,472        -86     11,742      9,283     19,325     15,865     11,013      1,545     -1,422     -5,375     -8,357
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       17.0        4.7       39.9       14.4       13.3        7.4       14.7        7.8        2.9        9.0        0.7       21.3       18.4
 
Number of Traders in Each Category                                    Total Traders:       171
         9         21         22         45         21         39         30         30         40          6          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   375,137
Positions
     4,825    152,088        805    276,145     27,333     29,266      1,872    118,914        266          0          0          0     61,958     46,465
 
Changes from:       January 10, 2012                                 Total Change is:     1,102
         1        612        377     -5,432     -3,079      2,776          0      1,675       -124          0          0          0      3,504     -1,135
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       40.5        0.2       73.6        7.3        7.8        0.5       31.7        0.1        0.0        0.0        0.0       16.5       12.4
 
Number of Traders in Each Category                                    Total Traders:        68
         .         11          5         36          7         20          .         11          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   805,327
Positions
    73,318    129,648      5,035    148,884    180,062     74,131    254,246    245,192     26,571     99,088     38,115      2,186    121,867    104,385
 
Changes from:       January 10, 2012                                 Total Change is:   106,746
   -16,913     47,818     -1,539      8,007     -9,709      3,526     42,450     62,998      3,880     56,646      4,173        437     10,251     -4,838
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       16.1        0.6       18.5       22.4        9.2       31.6       30.4        3.3       12.3        4.7        0.3       15.1       13.0
 
Number of Traders in Each Category                                    Total Traders:       215
        11         26         13         33         42         40         39         37         22         12         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 1,927,497
Positions
    66,786    171,835     87,170    724,331    720,000    162,801    287,948    171,178    149,413    110,537     81,976     31,211    307,300    351,912
 
Changes from:       January 10, 2012                                 Total Change is:   143,766
      -228     22,057      8,176     32,313     55,535      9,044    -17,514     17,200     22,286     77,958    -10,643     -2,874     14,604     22,986
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        8.9        4.5       37.6       37.4        8.4       14.9        8.9        7.8        5.7        4.3        1.6       15.9       18.3
 
Number of Traders in Each Category                                    Total Traders:       250
        18         31         37         31         53         46         57         35         60         13         12         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 1,568,703
Positions
    59,124    220,369     61,490    442,158    592,919    155,404    267,517    118,869     88,947    230,470     88,397     15,283    248,311    227,026
 
Changes from:       January 10, 2012                                 Total Change is:   122,389
     8,100     22,190     13,773     44,015     58,932     12,687      6,964     -5,701     10,510     23,560     23,325      2,669        111    -15,996
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       14.0        3.9       28.2       37.8        9.9       17.1        7.6        5.7       14.7        5.6        1.0       15.8       14.5
 
Number of Traders in Each Category                                    Total Traders:       186
         8         31         20         21         42         42         38         23         31          9         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   604,489
Positions
   156,416    227,563    178,072      2,905      1,040      1,974     82,019     27,778    101,437     17,016      4,913     24,482     40,169     37,230
 
Changes from:       January 10, 2012                                 Total Change is:     3,433
    -3,280        450      5,102        -11          0         11     -2,270     -4,084      2,766        420          5     -1,096      1,790        278
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       37.6       29.5        0.5        0.2        0.3       13.6        4.6       16.8        2.8        0.8        4.1        6.6        6.2
 
Number of Traders in Each Category                                    Total Traders:        94
        16         28         35          .          .          .         18         17         28          .          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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 is12,787,672
Positions
 1,102,175  2,300,540  2,991,214  1,485,745    140,707    150,641    745,116    468,576  4,354,439     94,277    384,798    949,531    914,533  1,047,225
 
Changes from:       January 10, 2012                                 Total Change is:   634,563
  -101,063    179,974    130,616    -33,897     56,929     -6,498    245,075   -110,062    146,946     10,309     20,583    194,692     48,384     21,383
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       18.0       23.4       11.6        1.1        1.2        5.8        3.7       34.1        0.7        3.0        7.4        7.2        8.2
 
Number of Traders in Each Category                                    Total Traders:       264
        25         61         83         11         13         18         64         57        102          9         15         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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     9,465
Positions
     5,304      2,698          0      1,614        784         11      1,019      5,695         30      1,247        160          0        240         87
 
Changes from:       January 10, 2012                                 Total Change is:      -848
      -911         82          0         93          0          0        -12       -955          3          9          0          0        -30         22
 
Percent of Open Interest Represented by Each Category of Trader
      56.0       28.5        0.0       17.1        8.3        0.1       10.8       60.2        0.3       13.2        1.7        0.0        2.5        0.9
 
Number of Traders in Each Category                                    Total Traders:        28
         .          .          0          .          4          .          4          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    12,428
Positions
     9,040      7,395          0      1,238      1,798          0      1,689      2,735          0         70        305          0        391        195
 
Changes from:       January 10, 2012                                 Total Change is:       145
      -417        621          0         -1         60          0        556       -538          0         30          0          0        -23          2
 
Percent of Open Interest Represented by Each Category of Trader
      72.7       59.5        0.0       10.0       14.5        0.0       13.6       22.0        0.0        0.6        2.5        0.0        3.1        1.6
 
Number of Traders in Each Category                                    Total Traders:        33
         4          5          0          .          4          0          8          6          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    69,030
Positions
    20,576     33,546         25      6,843        360        479     24,776     30,849        876      5,516        330          7      9,932      2,558
 
Changes from:       January 10, 2012                                 Total Change is:      -540
      -382       -186          1        203          0          1       -434     -1,161         -6         67       -300          2          7      1,109
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       48.6        0.0        9.9        0.5        0.7       35.9       44.7        1.3        8.0        0.5        0.0       14.4        3.7
 
Number of Traders in Each Category                                    Total Traders:       121
         6          5          .          8          .          .         50         12          5         34          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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   154,301
Positions
    50,658     32,503     30,370      8,643      2,128        650      8,660     34,586     15,493      1,259      4,042     15,507     23,061     19,022
 
Changes from:       January 10, 2012                                 Total Change is:    10,266
     1,114     -4,101      2,411       -586        416        -59     -3,208        917      3,702       -541        953        293      7,140      5,734
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       21.1       19.7        5.6        1.4        0.4        5.6       22.4       10.0        0.8        2.6       10.0       14.9       12.3
 
Number of Traders in Each Category                                    Total Traders:        78
        13          9         20          8          .          .         12         16         18          6          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 17, 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    16,148
Positions
    11,727      1,913          0      1,655        924        430      1,658     11,240        168          0      1,216        242        268         15
 
Changes from:       January 10, 2012                                 Total Change is:    -1,493
         0        195          0        110       -335        340          0      2,416          0          0     -2,112          3     -1,946     -2,000
 
Percent of Open Interest Represented by Each Category of Trader
      72.6       11.8        0.0       10.2        5.7        2.7       10.3       69.6        1.0        0.0        7.5        1.5        1.7        0.1
 
Number of Traders in Each Category                                    Total Traders:        24
         .          .          0          4          .          .          .          8          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
```

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Updated January 20, 2012