`Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   144,716
Positions
     4,594    102,474          0     22,593     19,450        890     62,434      3,578        689      6,873      1,961        639     46,004     15,035
 
Changes from:       January 8, 2013                                  Total Change is:     7,402
       702      9,174        -93      1,035        133         35      2,448     -1,753          0       -492        134        289      3,478       -517
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       70.8        0.0       15.6       13.4        0.6       43.1        2.5        0.5        4.7        1.4        0.4       31.8       10.4
 
Number of Traders in Each Category                                    Total Traders:        86
         4         12          0         11          4          4         31          9          4          9          6          .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    43,176
Positions
     3,824     25,099        327      1,487      2,054        351     18,554      3,857        141        853      2,331          0     17,639      9,016
 
Changes from:       January 8, 2013                                  Total Change is:    -3,540
     1,473       -712         88         -7       -402          0       -211     -3,983        141        249         33          0     -5,273      1,295
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       58.1        0.8        3.4        4.8        0.8       43.0        8.9        0.3        2.0        5.4        0.0       40.9       20.9
 
Number of Traders in Each Category                                    Total Traders:        40
         6          9          .          .          .          .         12          5          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   163,295
Positions
    11,507     49,501        833     22,591     29,198      2,165     85,202     31,335      1,479      2,347     30,220        848     36,323     17,716
 
Changes from:       January 8, 2013                                  Total Change is:    -2,289
     2,441     -2,703         -6        -39         -9        -29     -5,458        454        637       -970       -453        844        291     -1,024
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       30.3        0.5       13.8       17.9        1.3       52.2       19.2        0.9        1.4       18.5        0.5       22.2       10.8
 
Number of Traders in Each Category                                    Total Traders:        89
         .         14          .          6         12          4         26         17          6          4          7          .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   196,509
Positions
    75,209     12,338        561     50,029      7,036      5,201     19,763     99,690        525     27,118      9,891        549     17,554     60,718
 
Changes from:       January 8, 2013                                  Total Change is:     3,214
    -6,781       -829        192       -813        -76        907       -702     -2,014        379      8,087      1,885       -340      2,285      3,110
 
Percent of Open Interest Represented by Each Category of Trader
      38.3        6.3        0.3       25.5        3.6        2.6       10.1       50.7        0.3       13.8        5.0        0.3        8.9       30.9
 
Number of Traders in Each Category                                    Total Traders:       123
         9         10          .          9          7          4         17         48          8          8         15          .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   211,373
Positions
    22,157     46,243      2,367     42,519     33,365      5,542     65,502     61,682        977     16,379     13,017        660     55,270     47,520
 
Changes from:       January 8, 2013                                  Total Change is:    17,122
    -2,873     17,246        740         70         36        301     11,807       -440        -13       -280      1,069         -4      7,374     -1,813
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       21.9        1.1       20.1       15.8        2.6       31.0       29.2        0.5        7.7        6.2        0.3       26.1       22.5
 
Number of Traders in Each Category                                    Total Traders:       180
        17         16          8         21         17         15         43         31         16         15         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   203,425
Positions
    14,785     88,908        772      3,770     42,693      1,403    133,828     42,770        159      4,127      7,654        271     44,310     18,795
 
Changes from:       January 8, 2013                                  Total Change is:    19,342
        61     13,853         46        859       -596        -22     12,997      5,595        147         93      1,971         11      5,150     -1,663
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       43.7        0.4        1.9       21.0        0.7       65.8       21.0        0.1        2.0        3.8        0.1       21.8        9.2
 
Number of Traders in Each Category                                    Total Traders:       107
         7         13          .          4          9          .         35         24          8          5         10          .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    75,330
Positions
    36,457     49,413     17,436      3,463          0          0      7,269        917      4,478      2,719          0      2,855        653        231
 
Changes from:       January 8, 2013                                  Total Change is:      -219
         0       -279          0        -96          0          0       -203         48          0        113          0        -12        -21         24
 
Percent of Open Interest Represented by Each Category of Trader
      48.4       65.6       23.1        4.6        0.0        0.0        9.6        1.2        5.9        3.6        0.0        3.8        0.9        0.3
 
Number of Traders in Each Category                                    Total Traders:        26
         5         13         10          .          0          0          .          .          .          .          0          .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   190,902
Positions
    12,752    114,475          0     12,893        915          0    142,273     58,229        283     12,628     14,744        108      9,965      2,148
 
Changes from:       January 8, 2013                                  Total Change is:     5,691
    -2,549      1,013          0      2,193        106          0      5,180      2,214       -215        453      2,313       -249        878        509
 
Percent of Open Interest Represented by Each Category of Trader
       6.7       60.0        0.0        6.8        0.5        0.0       74.5       30.5        0.1        6.6        7.7        0.1        5.2        1.1
 
Number of Traders in Each Category                                    Total Traders:       144
         7         13          0         10          .          0         71         14          .         22          5          .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    35,698
Positions
     8,444     23,776        571      6,040          0          0      6,506      2,172        242     13,185      8,387         38        672        512
 
Changes from:       January 8, 2013                                  Total Change is:    -2,763
    -7,200      4,099        148      3,872          0          0        -65        213         30        497     -7,200          0        -45        -53
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       66.6        1.6       16.9        0.0        0.0       18.2        6.1        0.7       36.9       23.5        0.1        1.9        1.4
 
Number of Traders in Each Category                                    Total Traders:        30
         .          6          .          .          0          0          7          4          .          7          .          .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    38,654
Positions
     3,216     24,710          0        604          0          0     28,613      8,176        362        689      3,613          0      5,170      1,793
 
Changes from:       January 8, 2013                                  Total Change is:     2,123
       196      1,330          0        110          0          0      1,656        361        133        -95        595       -115        238       -181
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       63.9        0.0        1.6        0.0        0.0       74.0       21.2        0.9        1.8        9.3        0.0       13.4        4.6
 
Number of Traders in Each Category                                    Total Traders:        62
         6          9          0          4          0          0         25         11          .          .          5          0
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    51,142
Positions
    14,932     33,546        158      6,157          0        246     19,294     10,850          9      2,090      1,012         10      8,247      5,311
 
Changes from:       January 8, 2013                                  Total Change is:     4,460
       654        506          3        100          0       -147      3,504      2,650         -2         77        204         10        261      1,236
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       65.6        0.3       12.0        0.0        0.5       37.7       21.2        0.0        4.1        2.0        0.0       16.1       10.4
 
Number of Traders in Each Category                                    Total Traders:       100
        20         18          .          6          0          .         30         15          .          6          4          .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   102,283
Positions
    29,863     67,091        316     12,313          0        492     38,588     21,700         18      4,179      2,024         20     16,494     10,622
 
Changes from:       January 8, 2013                                  Total Change is:     8,919
     1,308      1,011          6        200          0       -294      7,008      5,300         -3        153        407         20        521      2,472
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       65.6        0.3       12.0        0.0        0.5       37.7       21.2        0.0        4.1        2.0        0.0       16.1       10.4
 
Number of Traders in Each Category                                    Total Traders:       100
        20         18          .          6          0          .         30         15          .          6          4          .
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Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   754,799
Positions
    60,157    223,702     21,210    355,387    131,149     56,424     85,914    176,557     24,190     37,467     34,803      6,523    107,528     80,241
 
Changes from:       January 8, 2013                                  Total Change is:     3,362
     1,662    -11,863      1,509     -3,471     -2,545     -3,109      3,062     10,831       -935     -1,305        -72     -1,492      7,441     11,037
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       29.6        2.8       47.1       17.4        7.5       11.4       23.4        3.2        5.0        4.6        0.9       14.2       10.6
 
Number of Traders in Each Category                                    Total Traders:       548
        40         35         22        120         44         59         98        114         72         49         48         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   186,117
Positions
    20,552     74,045      4,602     73,028     28,246      7,727     11,339     19,364        456     10,127     10,366      3,184     55,102     38,127
 
Changes from:       January 8, 2013                                  Total Change is:    -5,384
      -107     -5,245        176     -4,664       -333     -4,963      1,960     -1,335         84      1,486       -395     -2,224      2,868      8,851
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       39.8        2.5       39.2       15.2        4.2        6.1       10.4        0.2        5.4        5.6        1.7       29.6       20.5
 
Number of Traders in Each Category                                    Total Traders:       103
        10         13          5         25          8         12         21         14          5          7          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,843,412
Positions
   256,069    806,328     24,994  1,440,522    543,243    214,759    431,714    844,804     59,830    150,673    136,160      2,722    262,129    210,572
 
Changes from:       January 8, 2013                                  Total Change is:    43,732
     8,729    -33,206      6,784      6,926    -10,096      8,308     -6,149     49,170      6,567    -10,971      4,601        675     22,863     10,929
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       28.4        0.9       50.7       19.1        7.6       15.2       29.7        2.1        5.3        4.8        0.1        9.2        7.4
 
Number of Traders in Each Category                                    Total Traders:       519
        38         34         16        105         42         51         96        114         57         44         46         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is   117,323
Positions
     3,556     48,310         13     61,956     53,505      2,856     35,791      7,308         29        887      2,615          0     12,235      2,687
 
Changes from:       January 8, 2013                                  Total Change is:     3,650
        -2      4,042          0        985     -1,515        184      2,373        414         29          0        289          0         81        207
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       41.2        0.0       52.8       45.6        2.4       30.5        6.2        0.0        0.8        2.2        0.0       10.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       100
         5         14          .         39         14          9         16          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    61,892
Positions
     2,483     35,284        331     27,893      6,253      1,341     20,897     12,343        562      2,173      2,915         50      6,163      2,813
 
Changes from:       January 8, 2013                                  Total Change is:     1,765
        37        737        -67        729         -6        -61        322        485        302         14        269         40        449         66
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       57.0        0.5       45.1       10.1        2.2       33.8       19.9        0.9        3.5        4.7        0.1       10.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       204
        14         27          .         33         19         12         49         34         12         19          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   309,462
Positions
    12,414    176,421      1,654    139,465     31,266      6,706    104,484     61,715      2,812     10,864     14,574        249     30,814     14,065
 
Changes from:       January 8, 2013                                  Total Change is:     8,825
       184      3,686       -334      3,645        -31       -306      1,611      2,426      1,512         68      1,345        199      2,246        328
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       57.0        0.5       45.1       10.1        2.2       33.8       19.9        0.9        3.5        4.7        0.1       10.0        4.5
 
Number of Traders in Each Category                                    Total Traders:       204
        14         27          .         33         19         12         49         34         12         19          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   359,405
Positions
    70,212     42,956     10,295    146,384    186,589     22,262     84,598     73,959      1,793      2,789     11,698          0     21,072      9,853
 
Changes from:       January 8, 2013                                  Total Change is:     7,693
    -8,924      6,412        590      7,704     -4,592       -450      8,516      5,216        231         64        607          0        -38       -321
 
Percent of Open Interest Represented by Each Category of Trader
      19.5       12.0        2.9       40.7       51.9        6.2       23.5       20.6        0.5        0.8        3.3        0.0        5.9        2.7
 
Number of Traders in Each Category                                    Total Traders:       246
        19         15          .         53         38         24         54         48         12          6         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    53,906
Positions
     2,625     12,731        974     20,266          0        134     12,930     16,084          0      5,505        944          2     11,470     23,037
 
Changes from:       January 8, 2013                                  Total Change is:     3,071
      -749      2,409        883        424          0          0      3,136       -431     -1,194        655       -302          0        -84      1,706
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       23.6        1.8       37.6        0.0        0.2       24.0       29.8        0.0       10.2        1.8        0.0       21.3       42.7
 
Number of Traders in Each Category                                    Total Traders:        54
         .          5          .         16          0          .         14         11          0          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    60,707
Positions
    17,700     14,538      3,236      7,024      3,856          0     20,407      6,493      1,019      3,685        200          0      7,636     31,365
 
Changes from:       January 8, 2013                                  Total Change is:      -690
       884      5,982         41       -923        244          0        233     -1,847        323       -968          0          0       -280     -5,433
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       23.9        5.3       11.6        6.4        0.0       33.6       10.7        1.7        6.1        0.3        0.0       12.6       51.7
 
Number of Traders in Each Category                                    Total Traders:        76
        19         12          6          6          .          0         20          9          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                         
CFTC Code #244041                                                    Open Interest is    83,583
Positions
    16,452     38,984         88     46,658     19,661      5,584      8,583     16,018        134        222          0          0      5,862      3,114
 
Changes from:       January 8, 2013                                  Total Change is:     1,015
         1      2,700          3      2,570     -1,567     -1,722        347      1,724        -90          0          0          0        -94        -33
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       46.6        0.1       55.8       23.5        6.7       10.3       19.2        0.2        0.3        0.0        0.0        7.0        3.7
 
Number of Traders in Each Category                                    Total Traders:        72
         .          6          .         26         17         10         10          9          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - NYSE LIFFE   (MSCI EAFE INDEX X $50)                                
CFTC Code #244042                                                    Open Interest is   164,445
Positions
    13,876     79,131      2,479     89,311     13,189      8,199     25,779     52,962        769      7,279      3,489      1,085     15,668      3,142
 
Changes from:       January 8, 2013                                  Total Change is:     8,585
    -2,702      9,067       -250      8,414       -294        -69      4,076      2,103         -3        199         98         -8     -1,072     -2,059
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       48.1        1.5       54.3        8.0        5.0       15.7       32.2        0.5        4.4        2.1        0.7        9.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       135
        17         17          4         38         12         14         28          7          .         11          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   544,407
Positions
     1,644     55,608      2,027    229,252    168,533     73,082     75,630     49,741      6,224     22,343     33,087          0    134,205    156,105
 
Changes from:       January 8, 2013                                  Total Change is:       343
   -14,401      1,320       -518      9,170     -8,308      4,407        663     -1,775       -568      2,506      1,382          0       -916      4,403
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       10.2        0.4       42.1       31.0       13.4       13.9        9.1        1.1        4.1        6.1        0.0       24.7       28.7
 
Number of Traders in Each Category                                    Total Traders:       148
         .         19          4         35         28         35         27         24         14          6          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   357,653
Positions
         0    131,832          0    239,084     41,038     38,491      1,950     73,033        161      9,907     15,751          0     68,060     57,347
 
Changes from:       January 8, 2013                                  Total Change is:     6,379
         0      4,669     -1,285      6,062      3,178      1,772          0     -3,995        -17          0        550          0       -153      1,507
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       36.9        0.0       66.8       11.5       10.8        0.5       20.4        0.0        2.8        4.4        0.0       19.0       16.0
 
Number of Traders in Each Category                                    Total Traders:        65
         0         13          0         29         10         18          .          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,014,787
Positions
    87,415    169,308     11,188    277,404    123,051     55,323    242,679    503,964     30,727    176,634     36,444      7,179    126,238     77,603
 
Changes from:       January 8, 2013                                  Total Change is:    51,956
    -9,040      8,101      4,326     19,238     18,210     -2,708     28,202     29,019     -4,439      5,886      4,134          4     10,487     -4,691
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       16.7        1.1       27.3       12.1        5.5       23.9       49.7        3.0       17.4        3.6        0.7       12.4        7.6
 
Number of Traders in Each Category                                    Total Traders:       220
        17         23          6         40         24         32         40         34         18         26         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC   (CONTRACTS OF $5,000,000)                        
CFTC Code #045L2T                                                    Open Interest is    55,463
Positions
    21,839      7,447      9,676        790          0        165     15,550     30,523      6,369          8          0        322        744        961
 
Changes from:       January 8, 2013                                  Total Change is:     3,708
    -2,437        764      3,760        790       -748        165       -208     -2,092      1,622          2          0         70        -56        167
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       13.4       17.4        1.4        0.0        0.3       28.0       55.0       11.5        0.0        0.0        0.6        1.3        1.7
 
Number of Traders in Each Category                                    Total Traders:        41
        12          5         11          .          0          .          8         13         10          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 1,785,576
Positions
   182,361    161,998     34,347    314,863    758,764    177,782    655,120    158,695     41,745    116,238     78,331      6,953    256,167    366,961
 
Changes from:       January 8, 2013                                  Total Change is:    69,976
    18,608     20,718     17,640     10,404     15,291     11,254     22,022      5,806     -2,186     -6,780      3,860     -3,070      2,084        663
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        9.1        1.9       17.6       42.5       10.0       36.7        8.9        2.3        6.5        4.4        0.4       14.3       20.6
 
Number of Traders in Each Category                                    Total Traders:       281
        21         43         14         21         61         40         53         51         42         13         18          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 1,544,548
Positions
   338,780    139,542     11,294    479,615    484,007    135,143    185,898    383,227     34,884    137,009     99,560      8,490    213,435    248,401
 
Changes from:       January 8, 2013                                  Total Change is:    32,804
   -47,684      4,515       -877    117,874     40,242     -7,899    -47,490     -8,698       -257      8,264      3,238     -1,043     11,916      3,583
 
Percent of Open Interest Represented by Each Category of Trader
      21.9        9.0        0.7       31.1       31.3        8.7       12.0       24.8        2.3        8.9        6.4        0.5       13.8       16.1
 
Number of Traders in Each Category                                    Total Traders:       200
        14         25         11         31         35         36         33         38         24          8         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   372,623
Positions
   151,400    155,519     91,715          0      2,939      3,547     39,453     18,118     51,494      2,986      9,493      9,581     22,447     30,217
 
Changes from:       January 8, 2013                                  Total Change is:    15,136
     5,744     18,211     -1,776          0         10          0      2,551     -4,170      2,214      1,761        723       -413      5,055        337
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       41.7       24.6        0.0        0.8        1.0       10.6        4.9       13.8        0.8        2.5        2.6        6.0        8.1
 
Number of Traders in Each Category                                    Total Traders:        78
        17         26         33          0          .          .         14          9         16          4          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 8,320,528
Positions
 1,357,758  2,601,182  1,707,767    924,548    239,094    143,967  1,079,530    446,584  1,711,476    206,528    181,710    274,094    914,860  1,014,654
 
Changes from:       January 8, 2013                                  Total Change is:   258,734
   144,671     55,777    -31,373    -14,182    107,388     28,433     47,029     55,919     19,493     20,828     18,452     -5,189     49,024      9,834
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       31.3       20.5       11.1        2.9        1.7       13.0        5.4       20.6        2.5        2.2        3.3       11.0       12.2
 
Number of Traders in Each Category                                    Total Traders:       232
        24         50         68          8          8         14         44         47         74         12         20         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                         
CFTC Code #246602                                                    Open Interest is     8,949
Positions
     8,202        151          0         43      1,002          1        360      6,687          0        232      1,036          0        111         72
 
Changes from:       January 8, 2013                                  Total Change is:       311
       354       -111          0          0          0          0        -38        337          0          0         70          0         -5         15
 
Percent of Open Interest Represented by Each Category of Trader
      91.7        1.7        0.0        0.5       11.2        0.0        4.0       74.7        0.0        2.6       11.6        0.0        1.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          .          .          .          .          8          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000)                          
CFTC Code #247602                                                    Open Interest is     7,679
Positions
     7,233      1,673          0          0        848         43        265      4,826          0          0        261          0        138         28
 
Changes from:       January 8, 2013                                  Total Change is:      -133
       -61        -59          0          0          0          0        -74        -42          0          0          0          0          2        -32
 
Percent of Open Interest Represented by Each Category of Trader
      94.2       21.8        0.0        0.0       11.0        0.6        3.5       62.8        0.0        0.0        3.4        0.0        1.8        0.4
 
Number of Traders in Each Category                                    Total Traders:        22
         .          5          0          0          4          .          .          7          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    46,567
Positions
     8,790     15,465      1,668        976      4,110        375     20,807     20,968        600      8,807      1,193          0      4,544      2,188
 
Changes from:       January 8, 2013                                  Total Change is:     1,932
        58         76          0       -596        310         59      2,835      1,668       -236       -631        254          0        443       -199
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       33.2        3.6        2.1        8.8        0.8       44.7       45.0        1.3       18.9        2.6        0.0        9.8        4.7
 
Number of Traders in Each Category                                    Total Traders:       109
         4          .          .          5          6          .         23         33          .         26         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   462,170
Positions
   119,503     30,627     62,147     40,524     17,596     15,764     61,137    172,415     48,741     14,528     15,683     70,330     29,496     28,867
 
Changes from:       January 8, 2013                                  Total Change is:    51,644
      -366      1,293     10,185      7,153      3,044        296     15,996     16,663      5,829      1,421      2,403      9,526      1,604      2,405
 
Percent of Open Interest Represented by Each Category of Trader
      25.9        6.6       13.4        8.8        3.8        3.4       13.2       37.3       10.5        3.1        3.4       15.2        6.4        6.2
 
Number of Traders in Each Category                                    Total Traders:       191
        22         10         24          9          8         11         41         48         50         24         18         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 2013                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is     8,853
Positions
       470      2,433          0      2,378        469        196      4,526      4,864        887        265          0          0        131          4
 
Changes from:       January 8, 2013                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       27.5        0.0       26.9        5.3        2.2       51.1       54.9       10.0        3.0        0.0        0.0        1.5        0.0
 
Number of Traders in Each Category                                    Total Traders:        20
         .          4          0          .          .          .          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------`

---

Updated January 18, 2013